CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0891 |
1.0932 |
0.0041 |
0.4% |
1.0907 |
| High |
1.0935 |
1.0982 |
0.0047 |
0.4% |
1.0993 |
| Low |
1.0854 |
1.0886 |
0.0032 |
0.3% |
1.0762 |
| Close |
1.0926 |
1.0910 |
-0.0017 |
-0.2% |
1.0952 |
| Range |
0.0081 |
0.0096 |
0.0015 |
18.5% |
0.0231 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
286 |
576 |
290 |
101.4% |
2,553 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1158 |
1.0962 |
|
| R3 |
1.1118 |
1.1062 |
1.0936 |
|
| R2 |
1.1022 |
1.1022 |
1.0927 |
|
| R1 |
1.0966 |
1.0966 |
1.0918 |
1.0946 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0916 |
| S1 |
1.0870 |
1.0870 |
1.0901 |
1.0850 |
| S2 |
1.0830 |
1.0830 |
1.0892 |
|
| S3 |
1.0734 |
1.0774 |
1.0883 |
|
| S4 |
1.0638 |
1.0678 |
1.0857 |
|
|
| 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 |
1.0852 |
0.0167 |
1.5% |
0.0099 |
0.9% |
35% |
False |
False |
439 |
| 10 |
1.1019 |
1.0762 |
0.0257 |
2.4% |
0.0109 |
1.0% |
58% |
False |
False |
456 |
| 20 |
1.1054 |
1.0762 |
0.0292 |
2.7% |
0.0089 |
0.8% |
51% |
False |
False |
390 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0094 |
0.9% |
61% |
False |
False |
355 |
| 60 |
1.1430 |
1.0588 |
0.0842 |
7.7% |
0.0094 |
0.9% |
38% |
False |
False |
270 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
34% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1390 |
|
2.618 |
1.1233 |
|
1.618 |
1.1137 |
|
1.000 |
1.1078 |
|
0.618 |
1.1041 |
|
HIGH |
1.0982 |
|
0.618 |
1.0945 |
|
0.500 |
1.0934 |
|
0.382 |
1.0923 |
|
LOW |
1.0886 |
|
0.618 |
1.0827 |
|
1.000 |
1.0790 |
|
1.618 |
1.0731 |
|
2.618 |
1.0635 |
|
4.250 |
1.0478 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0918 |
| PP |
1.0926 |
1.0915 |
| S1 |
1.0918 |
1.0912 |
|