CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1080 |
1.1101 |
0.0021 |
0.2% |
1.1080 |
| High |
1.1113 |
1.1108 |
-0.0005 |
0.0% |
1.1192 |
| Low |
1.1065 |
1.1026 |
-0.0039 |
-0.4% |
1.1043 |
| Close |
1.1096 |
1.1042 |
-0.0055 |
-0.5% |
1.1089 |
| Range |
0.0048 |
0.0082 |
0.0034 |
70.8% |
0.0149 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
87,018 |
146,873 |
59,855 |
68.8% |
653,076 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1255 |
1.1087 |
|
| R3 |
1.1222 |
1.1173 |
1.1064 |
|
| R2 |
1.1140 |
1.1140 |
1.1057 |
|
| R1 |
1.1091 |
1.1091 |
1.1049 |
1.1075 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1050 |
| S1 |
1.1009 |
1.1009 |
1.1034 |
1.0993 |
| S2 |
1.0976 |
1.0976 |
1.1026 |
|
| S3 |
1.0894 |
1.0927 |
1.1019 |
|
| S4 |
1.0812 |
1.0845 |
1.0996 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1471 |
1.1170 |
|
| R3 |
1.1406 |
1.1322 |
1.1129 |
|
| R2 |
1.1257 |
1.1257 |
1.1116 |
|
| R1 |
1.1173 |
1.1173 |
1.1102 |
1.1215 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1129 |
| S1 |
1.1024 |
1.1024 |
1.1075 |
1.1066 |
| S2 |
1.0959 |
1.0959 |
1.1061 |
|
| S3 |
1.0810 |
1.0875 |
1.1048 |
|
| S4 |
1.0661 |
1.0726 |
1.1007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1192 |
1.1026 |
0.0167 |
1.5% |
0.0082 |
0.7% |
10% |
False |
True |
128,876 |
| 10 |
1.1192 |
1.1026 |
0.0167 |
1.5% |
0.0081 |
0.7% |
10% |
False |
True |
131,250 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0114 |
1.0% |
19% |
False |
False |
159,629 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0101 |
0.9% |
19% |
False |
False |
124,419 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
13% |
False |
False |
83,310 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0088 |
0.8% |
13% |
False |
False |
62,556 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0089 |
0.8% |
19% |
False |
False |
50,096 |
| 120 |
1.1665 |
1.0892 |
0.0773 |
7.0% |
0.0087 |
0.8% |
19% |
False |
False |
41,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1456 |
|
2.618 |
1.1322 |
|
1.618 |
1.1240 |
|
1.000 |
1.1190 |
|
0.618 |
1.1158 |
|
HIGH |
1.1108 |
|
0.618 |
1.1076 |
|
0.500 |
1.1067 |
|
0.382 |
1.1057 |
|
LOW |
1.1026 |
|
0.618 |
1.0975 |
|
1.000 |
1.0944 |
|
1.618 |
1.0893 |
|
2.618 |
1.0811 |
|
4.250 |
1.0677 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1101 |
| PP |
1.1058 |
1.1081 |
| S1 |
1.1050 |
1.1061 |
|