CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1184 |
1.1126 |
-0.0058 |
-0.5% |
1.1120 |
| High |
1.1215 |
1.1153 |
-0.0063 |
-0.6% |
1.1231 |
| Low |
1.1093 |
1.1107 |
0.0015 |
0.1% |
1.1089 |
| Close |
1.1130 |
1.1138 |
0.0008 |
0.1% |
1.1130 |
| Range |
0.0123 |
0.0046 |
-0.0077 |
-62.9% |
0.0142 |
| ATR |
0.0098 |
0.0094 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
694 |
198 |
-496 |
-71.5% |
1,744 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1269 |
1.1249 |
1.1163 |
|
| R3 |
1.1224 |
1.1204 |
1.1151 |
|
| R2 |
1.1178 |
1.1178 |
1.1146 |
|
| R1 |
1.1158 |
1.1158 |
1.1142 |
1.1168 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1138 |
| S1 |
1.1113 |
1.1113 |
1.1134 |
1.1123 |
| S2 |
1.1087 |
1.1087 |
1.1130 |
|
| S3 |
1.1042 |
1.1067 |
1.1125 |
|
| S4 |
1.0996 |
1.1022 |
1.1113 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1495 |
1.1208 |
|
| R3 |
1.1434 |
1.1353 |
1.1169 |
|
| R2 |
1.1292 |
1.1292 |
1.1156 |
|
| R1 |
1.1211 |
1.1211 |
1.1143 |
1.1251 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1170 |
| S1 |
1.1069 |
1.1069 |
1.1117 |
1.1109 |
| S2 |
1.1008 |
1.1008 |
1.1104 |
|
| S3 |
1.0866 |
1.0927 |
1.1091 |
|
| S4 |
1.0724 |
1.0785 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1231 |
1.1093 |
0.0138 |
1.2% |
0.0076 |
0.7% |
33% |
False |
False |
338 |
| 10 |
1.1253 |
1.1071 |
0.0183 |
1.6% |
0.0078 |
0.7% |
37% |
False |
False |
382 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0105 |
0.9% |
29% |
False |
False |
698 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0086 |
0.8% |
29% |
False |
False |
493 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0073 |
0.7% |
20% |
False |
False |
341 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0065 |
0.6% |
20% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1346 |
|
2.618 |
1.1272 |
|
1.618 |
1.1226 |
|
1.000 |
1.1198 |
|
0.618 |
1.1181 |
|
HIGH |
1.1153 |
|
0.618 |
1.1135 |
|
0.500 |
1.1130 |
|
0.382 |
1.1124 |
|
LOW |
1.1107 |
|
0.618 |
1.1079 |
|
1.000 |
1.1062 |
|
1.618 |
1.1033 |
|
2.618 |
1.0988 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1135 |
1.1162 |
| PP |
1.1133 |
1.1154 |
| S1 |
1.1130 |
1.1146 |
|