CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0996 |
1.1016 |
0.0021 |
0.2% |
1.1080 |
| High |
1.1024 |
1.1055 |
0.0031 |
0.3% |
1.1113 |
| Low |
1.0976 |
1.1003 |
0.0027 |
0.2% |
1.0980 |
| Close |
1.1014 |
1.1011 |
-0.0003 |
0.0% |
1.0987 |
| Range |
0.0048 |
0.0052 |
0.0004 |
8.4% |
0.0133 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
87,057 |
104,632 |
17,575 |
20.2% |
654,787 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1146 |
1.1039 |
|
| R3 |
1.1126 |
1.1094 |
1.1025 |
|
| R2 |
1.1074 |
1.1074 |
1.1020 |
|
| R1 |
1.1043 |
1.1043 |
1.1016 |
1.1033 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1018 |
| S1 |
1.0991 |
1.0991 |
1.1006 |
1.0981 |
| S2 |
1.0971 |
1.0971 |
1.1002 |
|
| S3 |
1.0920 |
1.0940 |
1.0997 |
|
| S4 |
1.0868 |
1.0888 |
1.0983 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1339 |
1.1060 |
|
| R3 |
1.1292 |
1.1206 |
1.1023 |
|
| R2 |
1.1159 |
1.1159 |
1.1011 |
|
| R1 |
1.1073 |
1.1073 |
1.0999 |
1.1050 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1015 |
| S1 |
1.0940 |
1.0940 |
1.0974 |
1.0917 |
| S2 |
1.0893 |
1.0893 |
1.0962 |
|
| S3 |
1.0760 |
1.0807 |
1.0950 |
|
| S4 |
1.0627 |
1.0674 |
1.0913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1086 |
1.0976 |
0.0110 |
1.0% |
0.0063 |
0.6% |
32% |
False |
False |
122,517 |
| 10 |
1.1192 |
1.0976 |
0.0216 |
2.0% |
0.0073 |
0.7% |
16% |
False |
False |
125,696 |
| 20 |
1.1216 |
1.0976 |
0.0240 |
2.2% |
0.0083 |
0.8% |
15% |
False |
False |
138,216 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0101 |
0.9% |
13% |
False |
False |
139,512 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
9% |
False |
False |
93,469 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0087 |
0.8% |
9% |
False |
False |
70,193 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
7.0% |
0.0089 |
0.8% |
15% |
False |
False |
56,215 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
7.0% |
0.0085 |
0.8% |
15% |
False |
False |
46,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1189 |
|
1.618 |
1.1138 |
|
1.000 |
1.1106 |
|
0.618 |
1.1086 |
|
HIGH |
1.1055 |
|
0.618 |
1.1035 |
|
0.500 |
1.1029 |
|
0.382 |
1.1023 |
|
LOW |
1.1003 |
|
0.618 |
1.0971 |
|
1.000 |
1.0952 |
|
1.618 |
1.0920 |
|
2.618 |
1.0868 |
|
4.250 |
1.0784 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1021 |
| PP |
1.1023 |
1.1018 |
| S1 |
1.1017 |
1.1014 |
|