CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0827 |
1.0974 |
0.0147 |
1.4% |
1.0907 |
| High |
1.0989 |
1.0976 |
-0.0013 |
-0.1% |
1.0993 |
| Low |
1.0822 |
1.0852 |
0.0030 |
0.3% |
1.0762 |
| Close |
1.0984 |
1.0952 |
-0.0032 |
-0.3% |
1.0952 |
| Range |
0.0167 |
0.0124 |
-0.0043 |
-25.7% |
0.0231 |
| ATR |
0.0100 |
0.0103 |
0.0002 |
2.3% |
0.0000 |
| Volume |
439 |
360 |
-79 |
-18.0% |
2,553 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1299 |
1.1249 |
1.1020 |
|
| R3 |
1.1175 |
1.1125 |
1.0986 |
|
| R2 |
1.1051 |
1.1051 |
1.0975 |
|
| R1 |
1.1001 |
1.1001 |
1.0963 |
1.0964 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0908 |
| S1 |
1.0877 |
1.0877 |
1.0941 |
1.0840 |
| S2 |
1.0803 |
1.0803 |
1.0929 |
|
| S3 |
1.0679 |
1.0753 |
1.0918 |
|
| S4 |
1.0555 |
1.0629 |
1.0884 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1505 |
1.1079 |
|
| R3 |
1.1364 |
1.1274 |
1.1016 |
|
| R2 |
1.1133 |
1.1133 |
1.0994 |
|
| R1 |
1.1043 |
1.1043 |
1.0973 |
1.1088 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0925 |
| S1 |
1.0812 |
1.0812 |
1.0931 |
1.0857 |
| S2 |
1.0671 |
1.0671 |
1.0910 |
|
| S3 |
1.0440 |
1.0581 |
1.0888 |
|
| S4 |
1.0209 |
1.0350 |
1.0825 |
|
|
| 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% |
0.0129 |
1.2% |
82% |
False |
False |
510 |
| 10 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0093 |
0.8% |
67% |
False |
False |
356 |
| 20 |
1.1114 |
1.0762 |
0.0352 |
3.2% |
0.0092 |
0.8% |
54% |
False |
False |
394 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0094 |
0.9% |
69% |
False |
False |
320 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0094 |
0.9% |
38% |
False |
False |
241 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0094 |
0.9% |
38% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1503 |
|
2.618 |
1.1301 |
|
1.618 |
1.1177 |
|
1.000 |
1.1100 |
|
0.618 |
1.1053 |
|
HIGH |
1.0976 |
|
0.618 |
1.0929 |
|
0.500 |
1.0914 |
|
0.382 |
1.0899 |
|
LOW |
1.0852 |
|
0.618 |
1.0775 |
|
1.000 |
1.0728 |
|
1.618 |
1.0651 |
|
2.618 |
1.0527 |
|
4.250 |
1.0325 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0928 |
| PP |
1.0927 |
1.0904 |
| S1 |
1.0914 |
1.0881 |
|