CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0965 |
0.0036 |
0.3% |
1.0836 |
| High |
1.0979 |
1.1185 |
0.0206 |
1.9% |
1.1009 |
| Low |
1.0929 |
1.0946 |
0.0017 |
0.2% |
1.0836 |
| Close |
1.0958 |
1.1134 |
0.0176 |
1.6% |
1.0870 |
| Range |
0.0050 |
0.0239 |
0.0189 |
378.0% |
0.0173 |
| ATR |
0.0092 |
0.0103 |
0.0010 |
11.4% |
0.0000 |
| Volume |
786 |
3,594 |
2,808 |
357.3% |
3,580 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1805 |
1.1709 |
1.1265 |
|
| R3 |
1.1566 |
1.1470 |
1.1200 |
|
| R2 |
1.1327 |
1.1327 |
1.1178 |
|
| R1 |
1.1231 |
1.1231 |
1.1156 |
1.1279 |
| PP |
1.1088 |
1.1088 |
1.1088 |
1.1112 |
| S1 |
1.0992 |
1.0992 |
1.1112 |
1.1040 |
| S2 |
1.0849 |
1.0849 |
1.1090 |
|
| S3 |
1.0610 |
1.0753 |
1.1068 |
|
| S4 |
1.0371 |
1.0514 |
1.1003 |
|
|
| 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 |
1.1185 |
1.0854 |
0.0331 |
3.0% |
0.0118 |
1.1% |
85% |
True |
False |
1,372 |
| 10 |
1.1185 |
1.0827 |
0.0358 |
3.2% |
0.0098 |
0.9% |
86% |
True |
False |
971 |
| 20 |
1.1185 |
1.0772 |
0.0413 |
3.7% |
0.0101 |
0.9% |
88% |
True |
False |
727 |
| 40 |
1.1185 |
1.0762 |
0.0423 |
3.8% |
0.0094 |
0.8% |
88% |
True |
False |
563 |
| 60 |
1.1185 |
1.0588 |
0.0597 |
5.4% |
0.0097 |
0.9% |
92% |
True |
False |
451 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0093 |
0.8% |
57% |
False |
False |
349 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0094 |
0.8% |
57% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2200 |
|
2.618 |
1.1810 |
|
1.618 |
1.1571 |
|
1.000 |
1.1424 |
|
0.618 |
1.1332 |
|
HIGH |
1.1185 |
|
0.618 |
1.1093 |
|
0.500 |
1.1065 |
|
0.382 |
1.1037 |
|
LOW |
1.0946 |
|
0.618 |
1.0798 |
|
1.000 |
1.0707 |
|
1.618 |
1.0559 |
|
2.618 |
1.0320 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1111 |
1.1098 |
| PP |
1.1088 |
1.1062 |
| S1 |
1.1065 |
1.1026 |
|