CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.0907 |
-0.0078 |
-0.7% |
1.1024 |
| High |
1.0985 |
1.0993 |
0.0008 |
0.1% |
1.1046 |
| Low |
1.0905 |
1.0834 |
-0.0071 |
-0.7% |
1.0905 |
| Close |
1.0917 |
1.0877 |
-0.0040 |
-0.4% |
1.0917 |
| Range |
0.0080 |
0.0159 |
0.0079 |
98.8% |
0.0141 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.5% |
0.0000 |
| Volume |
176 |
718 |
542 |
308.0% |
862 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1378 |
1.1287 |
1.0964 |
|
| R3 |
1.1219 |
1.1128 |
1.0921 |
|
| R2 |
1.1060 |
1.1060 |
1.0906 |
|
| R1 |
1.0969 |
1.0969 |
1.0892 |
1.0935 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0885 |
| S1 |
1.0810 |
1.0810 |
1.0862 |
1.0776 |
| S2 |
1.0742 |
1.0742 |
1.0848 |
|
| S3 |
1.0583 |
1.0651 |
1.0833 |
|
| S4 |
1.0424 |
1.0492 |
1.0790 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1289 |
1.0995 |
|
| R3 |
1.1238 |
1.1148 |
1.0956 |
|
| R2 |
1.1097 |
1.1097 |
1.0943 |
|
| R1 |
1.1007 |
1.1007 |
1.0930 |
1.0982 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0943 |
| S1 |
1.0866 |
1.0866 |
1.0904 |
1.0841 |
| S2 |
1.0815 |
1.0815 |
1.0891 |
|
| S3 |
1.0674 |
1.0725 |
1.0878 |
|
| S4 |
1.0533 |
1.0584 |
1.0839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0834 |
0.0212 |
1.9% |
0.0078 |
0.7% |
20% |
False |
True |
316 |
| 10 |
1.1046 |
1.0834 |
0.0212 |
1.9% |
0.0075 |
0.7% |
20% |
False |
True |
286 |
| 20 |
1.1114 |
1.0834 |
0.0280 |
2.6% |
0.0087 |
0.8% |
15% |
False |
True |
386 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0093 |
0.9% |
55% |
False |
False |
300 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0090 |
0.8% |
30% |
False |
False |
211 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0092 |
0.8% |
30% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1409 |
|
1.618 |
1.1250 |
|
1.000 |
1.1152 |
|
0.618 |
1.1091 |
|
HIGH |
1.0993 |
|
0.618 |
1.0932 |
|
0.500 |
1.0914 |
|
0.382 |
1.0895 |
|
LOW |
1.0834 |
|
0.618 |
1.0736 |
|
1.000 |
1.0675 |
|
1.618 |
1.0577 |
|
2.618 |
1.0418 |
|
4.250 |
1.0158 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0914 |
| PP |
1.0901 |
1.0901 |
| S1 |
1.0889 |
1.0889 |
|