CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1127 |
1.1090 |
-0.0037 |
-0.3% |
1.1165 |
| High |
1.1138 |
1.1150 |
0.0012 |
0.1% |
1.1216 |
| Low |
1.1081 |
1.1030 |
-0.0052 |
-0.5% |
1.1030 |
| Close |
1.1084 |
1.1078 |
-0.0007 |
-0.1% |
1.1078 |
| Range |
0.0057 |
0.0120 |
0.0064 |
112.4% |
0.0187 |
| ATR |
0.0113 |
0.0114 |
0.0000 |
0.4% |
0.0000 |
| Volume |
106,400 |
174,158 |
67,758 |
63.7% |
608,098 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1446 |
1.1382 |
1.1144 |
|
| R3 |
1.1326 |
1.1262 |
1.1111 |
|
| R2 |
1.1206 |
1.1206 |
1.1100 |
|
| R1 |
1.1142 |
1.1142 |
1.1089 |
1.1114 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1072 |
| S1 |
1.1022 |
1.1022 |
1.1067 |
1.0994 |
| S2 |
1.0966 |
1.0966 |
1.1056 |
|
| S3 |
1.0846 |
1.0902 |
1.1045 |
|
| S4 |
1.0726 |
1.0782 |
1.1012 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1559 |
1.1180 |
|
| R3 |
1.1481 |
1.1372 |
1.1129 |
|
| R2 |
1.1294 |
1.1294 |
1.1112 |
|
| R1 |
1.1186 |
1.1186 |
1.1095 |
1.1147 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1088 |
| S1 |
1.0999 |
1.0999 |
1.1060 |
1.0960 |
| S2 |
1.0921 |
1.0921 |
1.1043 |
|
| S3 |
1.0735 |
1.0813 |
1.1026 |
|
| S4 |
1.0548 |
1.0626 |
1.0975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1216 |
1.1030 |
0.0187 |
1.7% |
0.0096 |
0.9% |
26% |
False |
True |
147,566 |
| 10 |
1.1455 |
1.0947 |
0.0508 |
4.6% |
0.0142 |
1.3% |
26% |
False |
False |
187,237 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0121 |
1.1% |
26% |
False |
False |
179,470 |
| 40 |
1.1473 |
1.0947 |
0.0526 |
4.7% |
0.0098 |
0.9% |
25% |
False |
False |
102,597 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
18% |
False |
False |
68,554 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0089 |
0.8% |
18% |
False |
False |
51,502 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
23% |
False |
False |
41,227 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0085 |
0.8% |
27% |
False |
False |
34,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1464 |
|
1.618 |
1.1344 |
|
1.000 |
1.1270 |
|
0.618 |
1.1224 |
|
HIGH |
1.1150 |
|
0.618 |
1.1104 |
|
0.500 |
1.1090 |
|
0.382 |
1.1075 |
|
LOW |
1.1030 |
|
0.618 |
1.0955 |
|
1.000 |
1.0910 |
|
1.618 |
1.0835 |
|
2.618 |
1.0715 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1090 |
1.1090 |
| PP |
1.1086 |
1.1086 |
| S1 |
1.1082 |
1.1082 |
|