CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.1118 |
0.0153 |
1.4% |
1.0836 |
| High |
1.1185 |
1.1271 |
0.0086 |
0.8% |
1.1009 |
| Low |
1.0946 |
1.1111 |
0.0166 |
1.5% |
1.0836 |
| Close |
1.1134 |
1.1253 |
0.0119 |
1.1% |
1.0870 |
| Range |
0.0239 |
0.0160 |
-0.0080 |
-33.3% |
0.0173 |
| ATR |
0.0103 |
0.0107 |
0.0004 |
3.9% |
0.0000 |
| Volume |
3,594 |
1,414 |
-2,180 |
-60.7% |
3,580 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1690 |
1.1631 |
1.1340 |
|
| R3 |
1.1530 |
1.1471 |
1.1296 |
|
| R2 |
1.1371 |
1.1371 |
1.1282 |
|
| R1 |
1.1312 |
1.1312 |
1.1267 |
1.1341 |
| PP |
1.1211 |
1.1211 |
1.1211 |
1.1226 |
| S1 |
1.1152 |
1.1152 |
1.1238 |
1.1182 |
| S2 |
1.1052 |
1.1052 |
1.1223 |
|
| S3 |
1.0892 |
1.0993 |
1.1209 |
|
| S4 |
1.0733 |
1.0833 |
1.1165 |
|
|
| 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 |
1.1271 |
1.0854 |
0.0417 |
3.7% |
0.0132 |
1.2% |
96% |
True |
False |
1,426 |
| 10 |
1.1271 |
1.0834 |
0.0437 |
3.9% |
0.0100 |
0.9% |
96% |
True |
False |
1,024 |
| 20 |
1.1271 |
1.0822 |
0.0449 |
4.0% |
0.0105 |
0.9% |
96% |
True |
False |
781 |
| 40 |
1.1271 |
1.0762 |
0.0509 |
4.5% |
0.0097 |
0.9% |
96% |
True |
False |
580 |
| 60 |
1.1271 |
1.0588 |
0.0683 |
6.1% |
0.0095 |
0.8% |
97% |
True |
False |
473 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0094 |
0.8% |
70% |
False |
False |
366 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0094 |
0.8% |
70% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1948 |
|
2.618 |
1.1688 |
|
1.618 |
1.1529 |
|
1.000 |
1.1430 |
|
0.618 |
1.1369 |
|
HIGH |
1.1271 |
|
0.618 |
1.1210 |
|
0.500 |
1.1191 |
|
0.382 |
1.1172 |
|
LOW |
1.1111 |
|
0.618 |
1.1012 |
|
1.000 |
1.0952 |
|
1.618 |
1.0853 |
|
2.618 |
1.0693 |
|
4.250 |
1.0433 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1232 |
1.1202 |
| PP |
1.1211 |
1.1151 |
| S1 |
1.1191 |
1.1100 |
|