CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.1136 |
0.0072 |
0.7% |
1.1126 |
| High |
1.1133 |
1.1187 |
0.0054 |
0.5% |
1.1153 |
| Low |
1.1034 |
1.1128 |
0.0094 |
0.8% |
1.1022 |
| Close |
1.1088 |
1.1142 |
0.0054 |
0.5% |
1.1030 |
| Range |
0.0099 |
0.0060 |
-0.0040 |
-39.9% |
0.0131 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.3% |
0.0000 |
| Volume |
294 |
961 |
667 |
226.9% |
1,651 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1296 |
1.1174 |
|
| R3 |
1.1271 |
1.1236 |
1.1158 |
|
| R2 |
1.1212 |
1.1212 |
1.1152 |
|
| R1 |
1.1177 |
1.1177 |
1.1147 |
1.1194 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1161 |
| S1 |
1.1117 |
1.1117 |
1.1136 |
1.1135 |
| S2 |
1.1093 |
1.1093 |
1.1131 |
|
| S3 |
1.1033 |
1.1058 |
1.1125 |
|
| S4 |
1.0974 |
1.0998 |
1.1109 |
|
|
| 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 |
1.1187 |
1.1020 |
0.0167 |
1.5% |
0.0068 |
0.6% |
73% |
True |
False |
574 |
| 10 |
1.1215 |
1.1020 |
0.0195 |
1.8% |
0.0071 |
0.6% |
62% |
False |
False |
494 |
| 20 |
1.1253 |
1.1020 |
0.0233 |
2.1% |
0.0077 |
0.7% |
52% |
False |
False |
476 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0092 |
0.8% |
29% |
False |
False |
587 |
| 60 |
1.1597 |
1.0994 |
0.0604 |
5.4% |
0.0077 |
0.7% |
25% |
False |
False |
406 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0067 |
0.6% |
21% |
False |
False |
310 |
| 100 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0065 |
0.6% |
27% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1440 |
|
2.618 |
1.1343 |
|
1.618 |
1.1283 |
|
1.000 |
1.1247 |
|
0.618 |
1.1224 |
|
HIGH |
1.1187 |
|
0.618 |
1.1164 |
|
0.500 |
1.1157 |
|
0.382 |
1.1150 |
|
LOW |
1.1128 |
|
0.618 |
1.1091 |
|
1.000 |
1.1068 |
|
1.618 |
1.1031 |
|
2.618 |
1.0972 |
|
4.250 |
1.0875 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1131 |
| PP |
1.1152 |
1.1121 |
| S1 |
1.1147 |
1.1111 |
|