CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1158 |
1.1144 |
-0.0014 |
-0.1% |
1.1198 |
| High |
1.1164 |
1.1187 |
0.0023 |
0.2% |
1.1253 |
| Low |
1.1123 |
1.1071 |
-0.0053 |
-0.5% |
1.1071 |
| Close |
1.1123 |
1.1117 |
-0.0006 |
-0.1% |
1.1117 |
| Range |
0.0041 |
0.0117 |
0.0076 |
184.1% |
0.0183 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.8% |
0.0000 |
| Volume |
129 |
1,136 |
1,007 |
780.6% |
1,879 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1412 |
1.1181 |
|
| R3 |
1.1358 |
1.1296 |
1.1149 |
|
| R2 |
1.1241 |
1.1241 |
1.1138 |
|
| R1 |
1.1179 |
1.1179 |
1.1128 |
1.1152 |
| PP |
1.1125 |
1.1125 |
1.1125 |
1.1111 |
| S1 |
1.1063 |
1.1063 |
1.1106 |
1.1036 |
| S2 |
1.1008 |
1.1008 |
1.1096 |
|
| S3 |
1.0892 |
1.0946 |
1.1085 |
|
| S4 |
1.0775 |
1.0830 |
1.1053 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1588 |
1.1217 |
|
| R3 |
1.1512 |
1.1406 |
1.1167 |
|
| R2 |
1.1329 |
1.1329 |
1.1150 |
|
| R1 |
1.1223 |
1.1223 |
1.1134 |
1.1185 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1128 |
| S1 |
1.1041 |
1.1041 |
1.1100 |
1.1003 |
| S2 |
1.0964 |
1.0964 |
1.1084 |
|
| S3 |
1.0782 |
1.0858 |
1.1067 |
|
| S4 |
1.0599 |
1.0676 |
1.1017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1253 |
1.1071 |
0.0183 |
1.6% |
0.0087 |
0.8% |
25% |
False |
True |
493 |
| 10 |
1.1486 |
1.0994 |
0.0492 |
4.4% |
0.0131 |
1.2% |
25% |
False |
False |
646 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0111 |
1.0% |
24% |
False |
False |
804 |
| 40 |
1.1504 |
1.0994 |
0.0510 |
4.6% |
0.0083 |
0.8% |
24% |
False |
False |
454 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0070 |
0.6% |
17% |
False |
False |
312 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0063 |
0.6% |
17% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1682 |
|
2.618 |
1.1492 |
|
1.618 |
1.1375 |
|
1.000 |
1.1304 |
|
0.618 |
1.1259 |
|
HIGH |
1.1187 |
|
0.618 |
1.1142 |
|
0.500 |
1.1129 |
|
0.382 |
1.1115 |
|
LOW |
1.1071 |
|
0.618 |
1.0999 |
|
1.000 |
1.0954 |
|
1.618 |
1.0882 |
|
2.618 |
1.0766 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1129 |
1.1129 |
| PP |
1.1125 |
1.1125 |
| S1 |
1.1121 |
1.1121 |
|