CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0891 |
-0.0022 |
-0.2% |
1.0907 |
| High |
1.0946 |
1.0935 |
-0.0011 |
-0.1% |
1.0993 |
| Low |
1.0872 |
1.0854 |
-0.0018 |
-0.2% |
1.0762 |
| Close |
1.0903 |
1.0926 |
0.0023 |
0.2% |
1.0952 |
| Range |
0.0074 |
0.0081 |
0.0007 |
9.5% |
0.0231 |
| ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
556 |
286 |
-270 |
-48.6% |
2,553 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1118 |
1.0971 |
|
| R3 |
1.1067 |
1.1037 |
1.0948 |
|
| R2 |
1.0986 |
1.0986 |
1.0941 |
|
| R1 |
1.0956 |
1.0956 |
1.0933 |
1.0971 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0913 |
| S1 |
1.0875 |
1.0875 |
1.0919 |
1.0890 |
| S2 |
1.0824 |
1.0824 |
1.0911 |
|
| S3 |
1.0743 |
1.0794 |
1.0904 |
|
| S4 |
1.0662 |
1.0713 |
1.0881 |
|
|
| 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 |
1.1019 |
1.0822 |
0.0197 |
1.8% |
0.0113 |
1.0% |
53% |
False |
False |
411 |
| 10 |
1.1019 |
1.0762 |
0.0257 |
2.3% |
0.0103 |
0.9% |
64% |
False |
False |
406 |
| 20 |
1.1114 |
1.0762 |
0.0352 |
3.2% |
0.0092 |
0.8% |
47% |
False |
False |
411 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0094 |
0.9% |
64% |
False |
False |
346 |
| 60 |
1.1430 |
1.0588 |
0.0842 |
7.7% |
0.0094 |
0.9% |
40% |
False |
False |
260 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.8% |
36% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1147 |
|
1.618 |
1.1066 |
|
1.000 |
1.1016 |
|
0.618 |
1.0985 |
|
HIGH |
1.0935 |
|
0.618 |
1.0904 |
|
0.500 |
1.0895 |
|
0.382 |
1.0885 |
|
LOW |
1.0854 |
|
0.618 |
1.0804 |
|
1.000 |
1.0773 |
|
1.618 |
1.0723 |
|
2.618 |
1.0642 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0916 |
1.0936 |
| PP |
1.0905 |
1.0933 |
| S1 |
1.0895 |
1.0929 |
|