CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1101 |
1.1039 |
-0.0063 |
-0.6% |
1.1126 |
| High |
1.1108 |
1.1067 |
-0.0041 |
-0.4% |
1.1153 |
| Low |
1.1022 |
1.1020 |
-0.0002 |
0.0% |
1.1022 |
| Close |
1.1030 |
1.1058 |
0.0029 |
0.3% |
1.1030 |
| Range |
0.0086 |
0.0047 |
-0.0039 |
-45.6% |
0.0131 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
275 |
1,014 |
739 |
268.7% |
1,651 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1169 |
1.1084 |
|
| R3 |
1.1141 |
1.1123 |
1.1071 |
|
| R2 |
1.1095 |
1.1095 |
1.1067 |
|
| R1 |
1.1076 |
1.1076 |
1.1062 |
1.1086 |
| PP |
1.1048 |
1.1048 |
1.1048 |
1.1053 |
| S1 |
1.1030 |
1.1030 |
1.1054 |
1.1039 |
| S2 |
1.1002 |
1.1002 |
1.1049 |
|
| S3 |
1.0955 |
1.0983 |
1.1045 |
|
| S4 |
1.0909 |
1.0937 |
1.1032 |
|
|
| 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 |
1.1148 |
1.1020 |
0.0128 |
1.2% |
0.0067 |
0.6% |
30% |
False |
True |
493 |
| 10 |
1.1231 |
1.1020 |
0.0211 |
1.9% |
0.0071 |
0.6% |
18% |
False |
True |
415 |
| 20 |
1.1253 |
1.1020 |
0.0233 |
2.1% |
0.0079 |
0.7% |
16% |
False |
True |
470 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0091 |
0.8% |
13% |
False |
False |
550 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0077 |
0.7% |
9% |
False |
False |
381 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0066 |
0.6% |
9% |
False |
False |
291 |
| 100 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0064 |
0.6% |
16% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1264 |
|
2.618 |
1.1188 |
|
1.618 |
1.1142 |
|
1.000 |
1.1113 |
|
0.618 |
1.1095 |
|
HIGH |
1.1067 |
|
0.618 |
1.1049 |
|
0.500 |
1.1043 |
|
0.382 |
1.1038 |
|
LOW |
1.1020 |
|
0.618 |
1.0991 |
|
1.000 |
1.0974 |
|
1.618 |
1.0945 |
|
2.618 |
1.0898 |
|
4.250 |
1.0822 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1053 |
1.1074 |
| PP |
1.1048 |
1.1069 |
| S1 |
1.1043 |
1.1063 |
|