CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1198 |
1.1132 |
-0.0067 |
-0.6% |
1.1103 |
| High |
1.1253 |
1.1177 |
-0.0077 |
-0.7% |
1.1230 |
| Low |
1.1133 |
1.1105 |
-0.0028 |
-0.2% |
1.1038 |
| Close |
1.1140 |
1.1173 |
0.0034 |
0.3% |
1.1204 |
| Range |
0.0121 |
0.0072 |
-0.0049 |
-40.7% |
0.0192 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
322 |
292 |
-30 |
-9.3% |
3,113 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1366 |
1.1341 |
1.1212 |
|
| R3 |
1.1295 |
1.1270 |
1.1193 |
|
| R2 |
1.1223 |
1.1223 |
1.1186 |
|
| R1 |
1.1198 |
1.1198 |
1.1180 |
1.1211 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1158 |
| S1 |
1.1127 |
1.1127 |
1.1166 |
1.1139 |
| S2 |
1.1080 |
1.1080 |
1.1160 |
|
| S3 |
1.1009 |
1.1055 |
1.1153 |
|
| S4 |
1.0937 |
1.0984 |
1.1134 |
|
|
| 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% |
50% |
False |
False |
627 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0134 |
1.2% |
36% |
False |
False |
741 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0110 |
1.0% |
36% |
False |
False |
752 |
| 40 |
1.1522 |
1.0994 |
0.0528 |
4.7% |
0.0082 |
0.7% |
34% |
False |
False |
425 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0069 |
0.6% |
25% |
False |
False |
291 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0061 |
0.5% |
25% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1480 |
|
2.618 |
1.1364 |
|
1.618 |
1.1292 |
|
1.000 |
1.1248 |
|
0.618 |
1.1221 |
|
HIGH |
1.1177 |
|
0.618 |
1.1149 |
|
0.500 |
1.1141 |
|
0.382 |
1.1132 |
|
LOW |
1.1105 |
|
0.618 |
1.1061 |
|
1.000 |
1.1034 |
|
1.618 |
1.0989 |
|
2.618 |
1.0918 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1162 |
1.1179 |
| PP |
1.1152 |
1.1177 |
| S1 |
1.1141 |
1.1175 |
|