CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1081 |
1.1101 |
0.0021 |
0.2% |
1.1126 |
| High |
1.1128 |
1.1108 |
-0.0020 |
-0.2% |
1.1153 |
| Low |
1.1049 |
1.1022 |
-0.0027 |
-0.2% |
1.1022 |
| Close |
1.1082 |
1.1030 |
-0.0052 |
-0.5% |
1.1030 |
| Range |
0.0079 |
0.0086 |
0.0007 |
8.2% |
0.0131 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
288 |
275 |
-13 |
-4.5% |
1,651 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1255 |
1.1077 |
|
| R3 |
1.1224 |
1.1170 |
1.1053 |
|
| R2 |
1.1139 |
1.1139 |
1.1045 |
|
| R1 |
1.1084 |
1.1084 |
1.1037 |
1.1069 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1045 |
| S1 |
1.0999 |
1.0999 |
1.1022 |
1.0983 |
| S2 |
1.0968 |
1.0968 |
1.1014 |
|
| S3 |
1.0882 |
1.0913 |
1.1006 |
|
| S4 |
1.0797 |
1.0828 |
1.0982 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1375 |
1.1101 |
|
| R3 |
1.1329 |
1.1245 |
1.1065 |
|
| R2 |
1.1199 |
1.1199 |
1.1053 |
|
| R1 |
1.1114 |
1.1114 |
1.1041 |
1.1091 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1057 |
| S1 |
1.0984 |
1.0984 |
1.1018 |
1.0961 |
| S2 |
1.0938 |
1.0938 |
1.1006 |
|
| S3 |
1.0807 |
1.0853 |
1.0994 |
|
| S4 |
1.0677 |
1.0723 |
1.0958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1153 |
1.1022 |
0.0131 |
1.2% |
0.0067 |
0.6% |
6% |
False |
True |
330 |
| 10 |
1.1231 |
1.1022 |
0.0209 |
1.9% |
0.0072 |
0.7% |
4% |
False |
True |
339 |
| 20 |
1.1486 |
1.0994 |
0.0492 |
4.5% |
0.0101 |
0.9% |
7% |
False |
False |
493 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0091 |
0.8% |
7% |
False |
False |
527 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0076 |
0.7% |
5% |
False |
False |
365 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0066 |
0.6% |
5% |
False |
False |
279 |
| 100 |
1.1700 |
1.0932 |
0.0769 |
7.0% |
0.0064 |
0.6% |
13% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1471 |
|
2.618 |
1.1331 |
|
1.618 |
1.1246 |
|
1.000 |
1.1193 |
|
0.618 |
1.1160 |
|
HIGH |
1.1108 |
|
0.618 |
1.1075 |
|
0.500 |
1.1065 |
|
0.382 |
1.1055 |
|
LOW |
1.1022 |
|
0.618 |
1.0969 |
|
1.000 |
1.0937 |
|
1.618 |
1.0884 |
|
2.618 |
1.0798 |
|
4.250 |
1.0659 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1065 |
1.1075 |
| PP |
1.1053 |
1.1060 |
| S1 |
1.1041 |
1.1045 |
|