CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0827 |
0.0027 |
0.3% |
1.1024 |
| High |
1.0845 |
1.0989 |
0.0144 |
1.3% |
1.1046 |
| Low |
1.0772 |
1.0822 |
0.0050 |
0.5% |
1.0905 |
| Close |
1.0837 |
1.0984 |
0.0147 |
1.4% |
1.0917 |
| Range |
0.0073 |
0.0167 |
0.0094 |
128.8% |
0.0141 |
| ATR |
0.0095 |
0.0100 |
0.0005 |
5.4% |
0.0000 |
| Volume |
331 |
439 |
108 |
32.6% |
862 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1375 |
1.1076 |
|
| R3 |
1.1266 |
1.1208 |
1.1030 |
|
| R2 |
1.1099 |
1.1099 |
1.1015 |
|
| R1 |
1.1041 |
1.1041 |
1.0999 |
1.1070 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0946 |
| S1 |
1.0874 |
1.0874 |
1.0969 |
1.0903 |
| S2 |
1.0765 |
1.0765 |
1.0953 |
|
| S3 |
1.0598 |
1.0707 |
1.0938 |
|
| S4 |
1.0431 |
1.0540 |
1.0892 |
|
|
| 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 |
1.0993 |
1.0762 |
0.0231 |
2.1% |
0.0120 |
1.1% |
96% |
False |
False |
473 |
| 10 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0088 |
0.8% |
78% |
False |
False |
358 |
| 20 |
1.1114 |
1.0762 |
0.0352 |
3.2% |
0.0094 |
0.9% |
63% |
False |
False |
387 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0093 |
0.8% |
75% |
False |
False |
316 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.8% |
42% |
False |
False |
235 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.8% |
42% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1699 |
|
2.618 |
1.1426 |
|
1.618 |
1.1259 |
|
1.000 |
1.1156 |
|
0.618 |
1.1092 |
|
HIGH |
1.0989 |
|
0.618 |
1.0925 |
|
0.500 |
1.0906 |
|
0.382 |
1.0886 |
|
LOW |
1.0822 |
|
0.618 |
1.0719 |
|
1.000 |
1.0655 |
|
1.618 |
1.0552 |
|
2.618 |
1.0385 |
|
4.250 |
1.0112 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0948 |
| PP |
1.0932 |
1.0912 |
| S1 |
1.0906 |
1.0876 |
|