CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0906 |
-0.0026 |
-0.2% |
1.0985 |
| High |
1.0982 |
1.1030 |
0.0048 |
0.4% |
1.1030 |
| Low |
1.0886 |
1.0906 |
0.0020 |
0.2% |
1.0854 |
| Close |
1.0910 |
1.0956 |
0.0047 |
0.4% |
1.0956 |
| Range |
0.0096 |
0.0124 |
0.0028 |
29.2% |
0.0176 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.7% |
0.0000 |
| Volume |
576 |
957 |
381 |
66.1% |
2,793 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1336 |
1.1270 |
1.1024 |
|
| R3 |
1.1212 |
1.1146 |
1.0990 |
|
| R2 |
1.1088 |
1.1088 |
1.0979 |
|
| R1 |
1.1022 |
1.1022 |
1.0967 |
1.1055 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0981 |
| S1 |
1.0898 |
1.0898 |
1.0945 |
1.0931 |
| S2 |
1.0840 |
1.0840 |
1.0933 |
|
| S3 |
1.0716 |
1.0774 |
1.0922 |
|
| S4 |
1.0592 |
1.0650 |
1.0888 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1391 |
1.1053 |
|
| R3 |
1.1299 |
1.1215 |
1.1004 |
|
| R2 |
1.1123 |
1.1123 |
1.0988 |
|
| R1 |
1.1039 |
1.1039 |
1.0972 |
1.0993 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0924 |
| S1 |
1.0863 |
1.0863 |
1.0940 |
1.0817 |
| S2 |
1.0771 |
1.0771 |
1.0924 |
|
| S3 |
1.0595 |
1.0687 |
1.0908 |
|
| S4 |
1.0419 |
1.0511 |
1.0859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1030 |
1.0854 |
0.0176 |
1.6% |
0.0099 |
0.9% |
58% |
True |
False |
558 |
| 10 |
1.1030 |
1.0762 |
0.0268 |
2.4% |
0.0114 |
1.0% |
72% |
True |
False |
534 |
| 20 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0090 |
0.8% |
68% |
False |
False |
407 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0096 |
0.9% |
70% |
False |
False |
376 |
| 60 |
1.1421 |
1.0588 |
0.0833 |
7.6% |
0.0096 |
0.9% |
44% |
False |
False |
286 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.8% |
39% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1557 |
|
2.618 |
1.1355 |
|
1.618 |
1.1231 |
|
1.000 |
1.1154 |
|
0.618 |
1.1107 |
|
HIGH |
1.1030 |
|
0.618 |
1.0983 |
|
0.500 |
1.0968 |
|
0.382 |
1.0953 |
|
LOW |
1.0906 |
|
0.618 |
1.0829 |
|
1.000 |
1.0782 |
|
1.618 |
1.0705 |
|
2.618 |
1.0581 |
|
4.250 |
1.0379 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0951 |
| PP |
1.0964 |
1.0947 |
| S1 |
1.0960 |
1.0942 |
|