CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1120 |
1.1144 |
0.0025 |
0.2% |
1.1198 |
| High |
1.1140 |
1.1192 |
0.0052 |
0.5% |
1.1253 |
| Low |
1.1089 |
1.1132 |
0.0044 |
0.4% |
1.1071 |
| Close |
1.1125 |
1.1136 |
0.0012 |
0.1% |
1.1117 |
| Range |
0.0052 |
0.0060 |
0.0009 |
16.5% |
0.0183 |
| ATR |
0.0102 |
0.0099 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
250 |
307 |
57 |
22.8% |
1,879 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1295 |
1.1169 |
|
| R3 |
1.1273 |
1.1235 |
1.1153 |
|
| R2 |
1.1213 |
1.1213 |
1.1147 |
|
| R1 |
1.1175 |
1.1175 |
1.1142 |
1.1164 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1148 |
| S1 |
1.1115 |
1.1115 |
1.1131 |
1.1104 |
| S2 |
1.1093 |
1.1093 |
1.1125 |
|
| S3 |
1.1033 |
1.1055 |
1.1120 |
|
| S4 |
1.0973 |
1.0995 |
1.1103 |
|
|
| 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 |
1.1192 |
1.1071 |
0.0122 |
1.1% |
0.0068 |
0.6% |
54% |
True |
False |
422 |
| 10 |
1.1253 |
1.1071 |
0.0183 |
1.6% |
0.0083 |
0.7% |
36% |
False |
False |
520 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0110 |
1.0% |
28% |
False |
False |
804 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0083 |
0.7% |
28% |
False |
False |
465 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0072 |
0.6% |
20% |
False |
False |
319 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0062 |
0.6% |
20% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1349 |
|
1.618 |
1.1289 |
|
1.000 |
1.1252 |
|
0.618 |
1.1229 |
|
HIGH |
1.1192 |
|
0.618 |
1.1169 |
|
0.500 |
1.1162 |
|
0.382 |
1.1155 |
|
LOW |
1.1132 |
|
0.618 |
1.1095 |
|
1.000 |
1.1072 |
|
1.618 |
1.1035 |
|
2.618 |
1.0975 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1162 |
1.1134 |
| PP |
1.1153 |
1.1133 |
| S1 |
1.1145 |
1.1131 |
|