CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1144 |
1.1120 |
-0.0025 |
-0.2% |
1.1198 |
| High |
1.1187 |
1.1140 |
-0.0047 |
-0.4% |
1.1253 |
| Low |
1.1071 |
1.1089 |
0.0018 |
0.2% |
1.1071 |
| Close |
1.1117 |
1.1125 |
0.0008 |
0.1% |
1.1117 |
| Range |
0.0117 |
0.0052 |
-0.0065 |
-55.8% |
0.0183 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
1,136 |
250 |
-886 |
-78.0% |
1,879 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1250 |
1.1153 |
|
| R3 |
1.1221 |
1.1198 |
1.1139 |
|
| R2 |
1.1169 |
1.1169 |
1.1134 |
|
| R1 |
1.1147 |
1.1147 |
1.1129 |
1.1158 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1123 |
| S1 |
1.1095 |
1.1095 |
1.1120 |
1.1107 |
| S2 |
1.1066 |
1.1066 |
1.1115 |
|
| S3 |
1.1015 |
1.1044 |
1.1110 |
|
| S4 |
1.0963 |
1.0992 |
1.1096 |
|
|
| 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% |
0.0080 |
0.7% |
30% |
False |
False |
425 |
| 10 |
1.1253 |
1.1038 |
0.0215 |
1.9% |
0.0087 |
0.8% |
40% |
False |
False |
524 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0110 |
1.0% |
26% |
False |
False |
796 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0084 |
0.8% |
26% |
False |
False |
460 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0071 |
0.6% |
19% |
False |
False |
314 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0063 |
0.6% |
19% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1275 |
|
1.618 |
1.1223 |
|
1.000 |
1.1192 |
|
0.618 |
1.1172 |
|
HIGH |
1.1140 |
|
0.618 |
1.1120 |
|
0.500 |
1.1114 |
|
0.382 |
1.1108 |
|
LOW |
1.1089 |
|
0.618 |
1.1057 |
|
1.000 |
1.1037 |
|
1.618 |
1.1005 |
|
2.618 |
1.0954 |
|
4.250 |
1.0870 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1129 |
| PP |
1.1118 |
1.1127 |
| S1 |
1.1114 |
1.1126 |
|