CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1182 |
1.1198 |
0.0016 |
0.1% |
1.1103 |
| High |
1.1230 |
1.1253 |
0.0023 |
0.2% |
1.1230 |
| Low |
1.1144 |
1.1133 |
-0.0012 |
-0.1% |
1.1038 |
| Close |
1.1204 |
1.1140 |
-0.0064 |
-0.6% |
1.1204 |
| Range |
0.0086 |
0.0121 |
0.0035 |
40.1% |
0.0192 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.6% |
0.0000 |
| Volume |
586 |
322 |
-264 |
-45.1% |
3,113 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1537 |
1.1459 |
1.1206 |
|
| R3 |
1.1416 |
1.1338 |
1.1173 |
|
| R2 |
1.1296 |
1.1296 |
1.1162 |
|
| R1 |
1.1218 |
1.1218 |
1.1151 |
1.1196 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1164 |
| S1 |
1.1097 |
1.1097 |
1.1128 |
1.1076 |
| S2 |
1.1055 |
1.1055 |
1.1117 |
|
| S3 |
1.0934 |
1.0977 |
1.1106 |
|
| S4 |
1.0814 |
1.0856 |
1.1073 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1733 |
1.1660 |
1.1309 |
|
| R3 |
1.1541 |
1.1468 |
1.1256 |
|
| R2 |
1.1349 |
1.1349 |
1.1239 |
|
| R1 |
1.1276 |
1.1276 |
1.1221 |
1.1313 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1175 |
| S1 |
1.1084 |
1.1084 |
1.1186 |
1.1121 |
| S2 |
1.0965 |
1.0965 |
1.1168 |
|
| S3 |
1.0773 |
1.0892 |
1.1151 |
|
| S4 |
1.0581 |
1.0700 |
1.1098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1253 |
1.1092 |
0.0161 |
1.4% |
0.0097 |
0.9% |
30% |
True |
False |
618 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0137 |
1.2% |
29% |
False |
False |
910 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0108 |
1.0% |
29% |
False |
False |
759 |
| 40 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0080 |
0.7% |
28% |
False |
False |
419 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
21% |
False |
False |
287 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0061 |
0.5% |
21% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1765 |
|
2.618 |
1.1568 |
|
1.618 |
1.1448 |
|
1.000 |
1.1374 |
|
0.618 |
1.1327 |
|
HIGH |
1.1253 |
|
0.618 |
1.1207 |
|
0.500 |
1.1193 |
|
0.382 |
1.1179 |
|
LOW |
1.1133 |
|
0.618 |
1.1058 |
|
1.000 |
1.1012 |
|
1.618 |
1.0938 |
|
2.618 |
1.0817 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1173 |
| PP |
1.1175 |
1.1162 |
| S1 |
1.1157 |
1.1151 |
|