CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1136 |
1.1150 |
0.0014 |
0.1% |
1.1039 |
| High |
1.1187 |
1.1263 |
0.0076 |
0.7% |
1.1263 |
| Low |
1.1128 |
1.1143 |
0.0016 |
0.1% |
1.1020 |
| Close |
1.1142 |
1.1246 |
0.0105 |
0.9% |
1.1246 |
| Range |
0.0060 |
0.0120 |
0.0060 |
100.8% |
0.0243 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.0% |
0.0000 |
| Volume |
961 |
894 |
-67 |
-7.0% |
3,490 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1530 |
1.1312 |
|
| R3 |
1.1456 |
1.1411 |
1.1279 |
|
| R2 |
1.1337 |
1.1337 |
1.1268 |
|
| R1 |
1.1291 |
1.1291 |
1.1257 |
1.1314 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1229 |
| S1 |
1.1172 |
1.1172 |
1.1235 |
1.1195 |
| S2 |
1.1098 |
1.1098 |
1.1224 |
|
| S3 |
1.0978 |
1.1052 |
1.1213 |
|
| S4 |
1.0859 |
1.0933 |
1.1180 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1817 |
1.1379 |
|
| R3 |
1.1661 |
1.1575 |
1.1313 |
|
| R2 |
1.1419 |
1.1419 |
1.1290 |
|
| R1 |
1.1332 |
1.1332 |
1.1268 |
1.1376 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1198 |
| S1 |
1.1090 |
1.1090 |
1.1224 |
1.1133 |
| S2 |
1.0934 |
1.0934 |
1.1202 |
|
| S3 |
1.0691 |
1.0847 |
1.1179 |
|
| S4 |
1.0449 |
1.0605 |
1.1113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1263 |
1.1020 |
0.0243 |
2.2% |
0.0075 |
0.7% |
93% |
True |
False |
698 |
| 10 |
1.1263 |
1.1020 |
0.0243 |
2.2% |
0.0071 |
0.6% |
93% |
True |
False |
514 |
| 20 |
1.1263 |
1.1020 |
0.0243 |
2.2% |
0.0076 |
0.7% |
93% |
True |
False |
467 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0094 |
0.8% |
50% |
False |
False |
608 |
| 60 |
1.1575 |
1.0994 |
0.0582 |
5.2% |
0.0078 |
0.7% |
43% |
False |
False |
420 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
36% |
False |
False |
321 |
| 100 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0066 |
0.6% |
41% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1770 |
|
2.618 |
1.1575 |
|
1.618 |
1.1456 |
|
1.000 |
1.1382 |
|
0.618 |
1.1336 |
|
HIGH |
1.1263 |
|
0.618 |
1.1217 |
|
0.500 |
1.1203 |
|
0.382 |
1.1189 |
|
LOW |
1.1143 |
|
0.618 |
1.1069 |
|
1.000 |
1.1024 |
|
1.618 |
1.0950 |
|
2.618 |
1.0830 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1232 |
1.1213 |
| PP |
1.1217 |
1.1181 |
| S1 |
1.1203 |
1.1148 |
|