CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0902 |
1.0836 |
-0.0066 |
-0.6% |
1.0966 |
| High |
1.0907 |
1.0902 |
-0.0005 |
0.0% |
1.1020 |
| Low |
1.0834 |
1.0836 |
0.0002 |
0.0% |
1.0827 |
| Close |
1.0836 |
1.0882 |
0.0046 |
0.4% |
1.0836 |
| Range |
0.0073 |
0.0067 |
-0.0007 |
-8.9% |
0.0193 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
470 |
248 |
-222 |
-47.2% |
2,267 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.1044 |
1.0918 |
|
| R3 |
1.1006 |
1.0977 |
1.0900 |
|
| R2 |
1.0940 |
1.0940 |
1.0894 |
|
| R1 |
1.0911 |
1.0911 |
1.0888 |
1.0925 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0880 |
| S1 |
1.0844 |
1.0844 |
1.0875 |
1.0859 |
| S2 |
1.0807 |
1.0807 |
1.0869 |
|
| S3 |
1.0740 |
1.0778 |
1.0863 |
|
| S4 |
1.0674 |
1.0711 |
1.0845 |
|
|
| 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 |
1.1020 |
1.0827 |
0.0193 |
1.8% |
0.0090 |
0.8% |
28% |
False |
False |
503 |
| 10 |
1.1030 |
1.0827 |
0.0204 |
1.9% |
0.0094 |
0.9% |
27% |
False |
False |
530 |
| 20 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0093 |
0.9% |
42% |
False |
False |
443 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0099 |
0.9% |
56% |
False |
False |
410 |
| 60 |
1.1142 |
1.0588 |
0.0554 |
5.1% |
0.0095 |
0.9% |
53% |
False |
False |
326 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.9% |
31% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1185 |
|
2.618 |
1.1076 |
|
1.618 |
1.1010 |
|
1.000 |
1.0969 |
|
0.618 |
1.0943 |
|
HIGH |
1.0902 |
|
0.618 |
1.0877 |
|
0.500 |
1.0869 |
|
0.382 |
1.0861 |
|
LOW |
1.0836 |
|
0.618 |
1.0794 |
|
1.000 |
1.0769 |
|
1.618 |
1.0728 |
|
2.618 |
1.0661 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0896 |
| PP |
1.0873 |
1.0891 |
| S1 |
1.0869 |
1.0886 |
|