CME Euro FX (E) Future September 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 |
1.1076 |
1.1098 |
0.0022 |
0.2% |
1.0996 |
| High |
1.1143 |
1.1219 |
0.0076 |
0.7% |
1.1219 |
| Low |
1.1075 |
1.1093 |
0.0018 |
0.2% |
1.0976 |
| Close |
1.1096 |
1.1202 |
0.0106 |
1.0% |
1.1202 |
| Range |
0.0068 |
0.0126 |
0.0058 |
85.3% |
0.0243 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
2.8% |
0.0000 |
| Volume |
142,672 |
192,318 |
49,646 |
34.8% |
677,000 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1549 |
1.1501 |
1.1271 |
|
| R3 |
1.1423 |
1.1375 |
1.1236 |
|
| R2 |
1.1297 |
1.1297 |
1.1225 |
|
| R1 |
1.1249 |
1.1249 |
1.1213 |
1.1273 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1183 |
| S1 |
1.1123 |
1.1123 |
1.1190 |
1.1147 |
| S2 |
1.1045 |
1.1045 |
1.1178 |
|
| S3 |
1.0919 |
1.0997 |
1.1167 |
|
| S4 |
1.0793 |
1.0871 |
1.1132 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1774 |
1.1335 |
|
| R3 |
1.1618 |
1.1531 |
1.1268 |
|
| R2 |
1.1375 |
1.1375 |
1.1246 |
|
| R1 |
1.1288 |
1.1288 |
1.1224 |
1.1332 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1154 |
| S1 |
1.1045 |
1.1045 |
1.1179 |
1.1089 |
| S2 |
1.0889 |
1.0889 |
1.1157 |
|
| S3 |
1.0646 |
1.0802 |
1.1135 |
|
| S4 |
1.0403 |
1.0559 |
1.1068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1219 |
1.0976 |
0.0243 |
2.2% |
0.0080 |
0.7% |
93% |
True |
False |
135,400 |
| 10 |
1.1219 |
1.0976 |
0.0243 |
2.2% |
0.0075 |
0.7% |
93% |
True |
False |
133,178 |
| 20 |
1.1219 |
1.0976 |
0.0243 |
2.2% |
0.0082 |
0.7% |
93% |
True |
False |
136,134 |
| 40 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0102 |
0.9% |
50% |
False |
False |
150,979 |
| 60 |
1.1542 |
1.0947 |
0.0595 |
5.3% |
0.0090 |
0.8% |
43% |
False |
False |
101,526 |
| 80 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0088 |
0.8% |
35% |
False |
False |
76,247 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0090 |
0.8% |
40% |
False |
False |
61,061 |
| 120 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0085 |
0.8% |
40% |
False |
False |
50,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1755 |
|
2.618 |
1.1549 |
|
1.618 |
1.1423 |
|
1.000 |
1.1345 |
|
0.618 |
1.1297 |
|
HIGH |
1.1219 |
|
0.618 |
1.1171 |
|
0.500 |
1.1156 |
|
0.382 |
1.1141 |
|
LOW |
1.1093 |
|
0.618 |
1.1015 |
|
1.000 |
1.0967 |
|
1.618 |
1.0889 |
|
2.618 |
1.0763 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1186 |
1.1168 |
| PP |
1.1171 |
1.1135 |
| S1 |
1.1156 |
1.1102 |
|