CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1148 |
1.1087 |
-0.0061 |
-0.5% |
1.1120 |
| High |
1.1148 |
1.1098 |
-0.0050 |
-0.4% |
1.1231 |
| Low |
1.1073 |
1.1049 |
-0.0024 |
-0.2% |
1.1089 |
| Close |
1.1083 |
1.1073 |
-0.0010 |
-0.1% |
1.1130 |
| Range |
0.0075 |
0.0049 |
-0.0026 |
-34.9% |
0.0142 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
546 |
344 |
-202 |
-37.0% |
1,744 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1194 |
1.1100 |
|
| R3 |
1.1170 |
1.1146 |
1.1086 |
|
| R2 |
1.1122 |
1.1122 |
1.1082 |
|
| R1 |
1.1097 |
1.1097 |
1.1077 |
1.1085 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1067 |
| S1 |
1.1049 |
1.1049 |
1.1069 |
1.1037 |
| S2 |
1.1025 |
1.1025 |
1.1064 |
|
| S3 |
1.0976 |
1.1000 |
1.1060 |
|
| S4 |
1.0928 |
1.0952 |
1.1046 |
|
|
| 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 |
1.1049 |
0.0182 |
1.6% |
0.0073 |
0.7% |
13% |
False |
True |
420 |
| 10 |
1.1231 |
1.1049 |
0.0182 |
1.6% |
0.0071 |
0.6% |
13% |
False |
True |
409 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0103 |
0.9% |
16% |
False |
False |
575 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0089 |
0.8% |
16% |
False |
False |
514 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0075 |
0.7% |
11% |
False |
False |
356 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0066 |
0.6% |
11% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1224 |
|
1.618 |
1.1176 |
|
1.000 |
1.1146 |
|
0.618 |
1.1127 |
|
HIGH |
1.1098 |
|
0.618 |
1.1079 |
|
0.500 |
1.1073 |
|
0.382 |
1.1068 |
|
LOW |
1.1049 |
|
0.618 |
1.1019 |
|
1.000 |
1.1001 |
|
1.618 |
1.0971 |
|
2.618 |
1.0922 |
|
4.250 |
1.0843 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1073 |
1.1101 |
| PP |
1.1073 |
1.1092 |
| S1 |
1.1073 |
1.1082 |
|