CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1249 |
0.0099 |
0.9% |
1.1039 |
| High |
1.1263 |
1.1249 |
-0.0014 |
-0.1% |
1.1263 |
| Low |
1.1143 |
1.1222 |
0.0079 |
0.7% |
1.1020 |
| Close |
1.1246 |
1.1236 |
-0.0011 |
-0.1% |
1.1246 |
| Range |
0.0120 |
0.0027 |
-0.0093 |
-77.8% |
0.0243 |
| ATR |
0.0088 |
0.0083 |
-0.0004 |
-5.0% |
0.0000 |
| Volume |
894 |
220 |
-674 |
-75.4% |
3,490 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1302 |
1.1250 |
|
| R3 |
1.1288 |
1.1275 |
1.1243 |
|
| R2 |
1.1262 |
1.1262 |
1.1240 |
|
| R1 |
1.1249 |
1.1249 |
1.1238 |
1.1242 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1232 |
| S1 |
1.1222 |
1.1222 |
1.1233 |
1.1216 |
| S2 |
1.1209 |
1.1209 |
1.1231 |
|
| S3 |
1.1182 |
1.1196 |
1.1228 |
|
| S4 |
1.1156 |
1.1169 |
1.1221 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1817 |
1.1379 |
|
| R3 |
1.1661 |
1.1575 |
1.1313 |
|
| R2 |
1.1419 |
1.1419 |
1.1290 |
|
| R1 |
1.1332 |
1.1332 |
1.1268 |
1.1376 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1198 |
| S1 |
1.1090 |
1.1090 |
1.1224 |
1.1133 |
| S2 |
1.0934 |
1.0934 |
1.1202 |
|
| S3 |
1.0691 |
1.0847 |
1.1179 |
|
| S4 |
1.0449 |
1.0605 |
1.1113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1263 |
1.1034 |
0.0229 |
2.0% |
0.0071 |
0.6% |
88% |
False |
False |
539 |
| 10 |
1.1263 |
1.1020 |
0.0243 |
2.2% |
0.0069 |
0.6% |
89% |
False |
False |
516 |
| 20 |
1.1263 |
1.1020 |
0.0243 |
2.2% |
0.0073 |
0.7% |
89% |
False |
False |
449 |
| 40 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0089 |
0.8% |
48% |
False |
False |
600 |
| 60 |
1.1551 |
1.0994 |
0.0558 |
5.0% |
0.0077 |
0.7% |
43% |
False |
False |
424 |
| 80 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0068 |
0.6% |
34% |
False |
False |
324 |
| 100 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0066 |
0.6% |
40% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1361 |
|
2.618 |
1.1318 |
|
1.618 |
1.1291 |
|
1.000 |
1.1275 |
|
0.618 |
1.1265 |
|
HIGH |
1.1249 |
|
0.618 |
1.1238 |
|
0.500 |
1.1235 |
|
0.382 |
1.1232 |
|
LOW |
1.1222 |
|
0.618 |
1.1206 |
|
1.000 |
1.1196 |
|
1.618 |
1.1179 |
|
2.618 |
1.1153 |
|
4.250 |
1.1109 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1222 |
| PP |
1.1235 |
1.1209 |
| S1 |
1.1235 |
1.1195 |
|