CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1063 |
1.1064 |
0.0002 |
0.0% |
1.1126 |
| High |
1.1098 |
1.1133 |
0.0035 |
0.3% |
1.1153 |
| Low |
1.1049 |
1.1034 |
-0.0015 |
-0.1% |
1.1022 |
| Close |
1.1057 |
1.1088 |
0.0032 |
0.3% |
1.1030 |
| Range |
0.0049 |
0.0099 |
0.0050 |
102.0% |
0.0131 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.4% |
0.0000 |
| Volume |
327 |
294 |
-33 |
-10.1% |
1,651 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1334 |
1.1142 |
|
| R3 |
1.1283 |
1.1235 |
1.1115 |
|
| R2 |
1.1184 |
1.1184 |
1.1106 |
|
| R1 |
1.1136 |
1.1136 |
1.1097 |
1.1160 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1097 |
| S1 |
1.1037 |
1.1037 |
1.1079 |
1.1061 |
| S2 |
1.0986 |
1.0986 |
1.1070 |
|
| S3 |
1.0887 |
1.0938 |
1.1061 |
|
| S4 |
1.0788 |
1.0839 |
1.1034 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1375 |
1.1101 |
|
| R3 |
1.1329 |
1.1245 |
1.1065 |
|
| R2 |
1.1199 |
1.1199 |
1.1053 |
|
| R1 |
1.1114 |
1.1114 |
1.1041 |
1.1091 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1057 |
| S1 |
1.0984 |
1.0984 |
1.1018 |
1.0961 |
| S2 |
1.0938 |
1.0938 |
1.1006 |
|
| S3 |
1.0807 |
1.0853 |
1.0994 |
|
| S4 |
1.0677 |
1.0723 |
1.0958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1133 |
1.1020 |
0.0113 |
1.0% |
0.0072 |
0.6% |
60% |
True |
False |
439 |
| 10 |
1.1231 |
1.1020 |
0.0211 |
1.9% |
0.0073 |
0.7% |
32% |
False |
False |
429 |
| 20 |
1.1253 |
1.1020 |
0.0233 |
2.1% |
0.0078 |
0.7% |
29% |
False |
False |
471 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0092 |
0.8% |
19% |
False |
False |
564 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0078 |
0.7% |
13% |
False |
False |
391 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0067 |
0.6% |
13% |
False |
False |
298 |
| 100 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0064 |
0.6% |
20% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1392 |
|
1.618 |
1.1293 |
|
1.000 |
1.1232 |
|
0.618 |
1.1194 |
|
HIGH |
1.1133 |
|
0.618 |
1.1095 |
|
0.500 |
1.1084 |
|
0.382 |
1.1072 |
|
LOW |
1.1034 |
|
0.618 |
1.0973 |
|
1.000 |
1.0935 |
|
1.618 |
1.0874 |
|
2.618 |
1.0775 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1084 |
| PP |
1.1085 |
1.1080 |
| S1 |
1.1084 |
1.1077 |
|