CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0907 |
1.0877 |
-0.0030 |
-0.3% |
1.1024 |
| High |
1.0993 |
1.0882 |
-0.0111 |
-1.0% |
1.1046 |
| Low |
1.0834 |
1.0762 |
-0.0072 |
-0.7% |
1.0905 |
| Close |
1.0877 |
1.0794 |
-0.0083 |
-0.8% |
1.0917 |
| Range |
0.0159 |
0.0120 |
-0.0039 |
-24.5% |
0.0141 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
718 |
705 |
-13 |
-1.8% |
862 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1103 |
1.0860 |
|
| R3 |
1.1053 |
1.0983 |
1.0827 |
|
| R2 |
1.0933 |
1.0933 |
1.0816 |
|
| R1 |
1.0863 |
1.0863 |
1.0805 |
1.0838 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0800 |
| S1 |
1.0743 |
1.0743 |
1.0783 |
1.0718 |
| S2 |
1.0693 |
1.0693 |
1.0772 |
|
| S3 |
1.0573 |
1.0623 |
1.0761 |
|
| S4 |
1.0453 |
1.0503 |
1.0728 |
|
|
| 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 |
1.1033 |
1.0762 |
0.0271 |
2.5% |
0.0095 |
0.9% |
12% |
False |
True |
425 |
| 10 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0080 |
0.7% |
11% |
False |
True |
314 |
| 20 |
1.1114 |
1.0762 |
0.0352 |
3.3% |
0.0088 |
0.8% |
9% |
False |
True |
399 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.9% |
0.0095 |
0.9% |
39% |
False |
False |
314 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0091 |
0.8% |
22% |
False |
False |
223 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0092 |
0.9% |
22% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1392 |
|
2.618 |
1.1196 |
|
1.618 |
1.1076 |
|
1.000 |
1.1002 |
|
0.618 |
1.0956 |
|
HIGH |
1.0882 |
|
0.618 |
1.0836 |
|
0.500 |
1.0822 |
|
0.382 |
1.0808 |
|
LOW |
1.0762 |
|
0.618 |
1.0688 |
|
1.000 |
1.0642 |
|
1.618 |
1.0568 |
|
2.618 |
1.0448 |
|
4.250 |
1.0252 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0878 |
| PP |
1.0813 |
1.0850 |
| S1 |
1.0803 |
1.0822 |
|