CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0902 |
-0.0035 |
-0.3% |
1.0966 |
| High |
1.0966 |
1.0907 |
-0.0059 |
-0.5% |
1.1020 |
| Low |
1.0827 |
1.0834 |
0.0008 |
0.1% |
1.0827 |
| Close |
1.0923 |
1.0836 |
-0.0087 |
-0.8% |
1.0836 |
| Range |
0.0139 |
0.0073 |
-0.0066 |
-47.5% |
0.0193 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
891 |
470 |
-421 |
-47.3% |
2,267 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.1030 |
1.0876 |
|
| R3 |
1.1005 |
1.0957 |
1.0856 |
|
| R2 |
1.0932 |
1.0932 |
1.0849 |
|
| R1 |
1.0884 |
1.0884 |
1.0843 |
1.0872 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0853 |
| S1 |
1.0811 |
1.0811 |
1.0829 |
1.0799 |
| S2 |
1.0786 |
1.0786 |
1.0823 |
|
| S3 |
1.0713 |
1.0738 |
1.0816 |
|
| S4 |
1.0640 |
1.0665 |
1.0796 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1473 |
1.1348 |
1.0942 |
|
| R3 |
1.1280 |
1.1155 |
1.0889 |
|
| R2 |
1.1087 |
1.1087 |
1.0871 |
|
| R1 |
1.0962 |
1.0962 |
1.0854 |
1.0928 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0877 |
| S1 |
1.0769 |
1.0769 |
1.0818 |
1.0735 |
| S2 |
1.0701 |
1.0701 |
1.0801 |
|
| S3 |
1.0508 |
1.0576 |
1.0783 |
|
| S4 |
1.0315 |
1.0383 |
1.0730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1030 |
1.0827 |
0.0204 |
1.9% |
0.0101 |
0.9% |
5% |
False |
False |
644 |
| 10 |
1.1030 |
1.0827 |
0.0204 |
1.9% |
0.0100 |
0.9% |
5% |
False |
False |
542 |
| 20 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0094 |
0.9% |
26% |
False |
False |
450 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.9% |
0.0099 |
0.9% |
47% |
False |
False |
404 |
| 60 |
1.1142 |
1.0588 |
0.0554 |
5.1% |
0.0095 |
0.9% |
45% |
False |
False |
322 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0093 |
0.9% |
26% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1098 |
|
1.618 |
1.1025 |
|
1.000 |
1.0980 |
|
0.618 |
1.0952 |
|
HIGH |
1.0907 |
|
0.618 |
1.0879 |
|
0.500 |
1.0871 |
|
0.382 |
1.0862 |
|
LOW |
1.0834 |
|
0.618 |
1.0789 |
|
1.000 |
1.0761 |
|
1.618 |
1.0716 |
|
2.618 |
1.0643 |
|
4.250 |
1.0524 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0871 |
1.0923 |
| PP |
1.0859 |
1.0894 |
| S1 |
1.0848 |
1.0865 |
|