CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0929 |
0.0061 |
0.6% |
1.0836 |
| High |
1.0950 |
1.0979 |
0.0029 |
0.3% |
1.1009 |
| Low |
1.0868 |
1.0929 |
0.0061 |
0.6% |
1.0836 |
| Close |
1.0935 |
1.0958 |
0.0024 |
0.2% |
1.0870 |
| Range |
0.0082 |
0.0050 |
-0.0032 |
-39.0% |
0.0173 |
| ATR |
0.0096 |
0.0092 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
397 |
786 |
389 |
98.0% |
3,580 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1082 |
1.0986 |
|
| R3 |
1.1055 |
1.1032 |
1.0972 |
|
| R2 |
1.1005 |
1.1005 |
1.0967 |
|
| R1 |
1.0982 |
1.0982 |
1.0963 |
1.0994 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0961 |
| S1 |
1.0932 |
1.0932 |
1.0953 |
1.0944 |
| S2 |
1.0905 |
1.0905 |
1.0949 |
|
| S3 |
1.0855 |
1.0882 |
1.0944 |
|
| S4 |
1.0805 |
1.0832 |
1.0931 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1320 |
1.0965 |
|
| R3 |
1.1251 |
1.1147 |
1.0917 |
|
| R2 |
1.1078 |
1.1078 |
1.0901 |
|
| R1 |
1.0974 |
1.0974 |
1.0885 |
1.1026 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0931 |
| S1 |
1.0801 |
1.0801 |
1.0854 |
1.0853 |
| S2 |
1.0732 |
1.0732 |
1.0838 |
|
| S3 |
1.0559 |
1.0628 |
1.0822 |
|
| S4 |
1.0386 |
1.0455 |
1.0774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0854 |
0.0155 |
1.4% |
0.0082 |
0.8% |
67% |
False |
False |
828 |
| 10 |
1.1020 |
1.0827 |
0.0193 |
1.8% |
0.0084 |
0.8% |
68% |
False |
False |
668 |
| 20 |
1.1030 |
1.0762 |
0.0268 |
2.4% |
0.0095 |
0.9% |
73% |
False |
False |
582 |
| 40 |
1.1114 |
1.0762 |
0.0352 |
3.2% |
0.0091 |
0.8% |
56% |
False |
False |
484 |
| 60 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0094 |
0.9% |
70% |
False |
False |
394 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0091 |
0.8% |
39% |
False |
False |
304 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
39% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.1110 |
|
1.618 |
1.1060 |
|
1.000 |
1.1029 |
|
0.618 |
1.1010 |
|
HIGH |
1.0979 |
|
0.618 |
1.0960 |
|
0.500 |
1.0954 |
|
0.382 |
1.0948 |
|
LOW |
1.0929 |
|
0.618 |
1.0898 |
|
1.000 |
1.0879 |
|
1.618 |
1.0848 |
|
2.618 |
1.0798 |
|
4.250 |
1.0717 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0945 |
| PP |
1.0955 |
1.0931 |
| S1 |
1.0954 |
1.0918 |
|