CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1244 |
0.0126 |
1.1% |
1.0868 |
| High |
1.1271 |
1.1278 |
0.0008 |
0.1% |
1.1278 |
| Low |
1.1111 |
1.1149 |
0.0038 |
0.3% |
1.0868 |
| Close |
1.1253 |
1.1186 |
-0.0067 |
-0.6% |
1.1186 |
| Range |
0.0160 |
0.0129 |
-0.0031 |
-19.1% |
0.0410 |
| ATR |
0.0107 |
0.0108 |
0.0002 |
1.5% |
0.0000 |
| Volume |
1,414 |
1,105 |
-309 |
-21.9% |
7,296 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1517 |
1.1256 |
|
| R3 |
1.1462 |
1.1388 |
1.1221 |
|
| R2 |
1.1333 |
1.1333 |
1.1209 |
|
| R1 |
1.1259 |
1.1259 |
1.1197 |
1.1232 |
| PP |
1.1204 |
1.1204 |
1.1204 |
1.1190 |
| S1 |
1.1130 |
1.1130 |
1.1174 |
1.1103 |
| S2 |
1.1075 |
1.1075 |
1.1162 |
|
| S3 |
1.0946 |
1.1001 |
1.1150 |
|
| S4 |
1.0817 |
1.0872 |
1.1115 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2341 |
1.2173 |
1.1411 |
|
| R3 |
1.1931 |
1.1763 |
1.1298 |
|
| R2 |
1.1521 |
1.1521 |
1.1261 |
|
| R1 |
1.1353 |
1.1353 |
1.1223 |
1.1437 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1152 |
| S1 |
1.0943 |
1.0943 |
1.1148 |
1.1027 |
| S2 |
1.0701 |
1.0701 |
1.1110 |
|
| S3 |
1.0291 |
1.0533 |
1.1073 |
|
| S4 |
0.9881 |
1.0123 |
1.0960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1278 |
1.0868 |
0.0410 |
3.7% |
0.0132 |
1.2% |
77% |
True |
False |
1,459 |
| 10 |
1.1278 |
1.0836 |
0.0443 |
4.0% |
0.0106 |
0.9% |
79% |
True |
False |
1,087 |
| 20 |
1.1278 |
1.0827 |
0.0452 |
4.0% |
0.0103 |
0.9% |
80% |
True |
False |
814 |
| 40 |
1.1278 |
1.0762 |
0.0516 |
4.6% |
0.0098 |
0.9% |
82% |
True |
False |
601 |
| 60 |
1.1278 |
1.0588 |
0.0690 |
6.2% |
0.0096 |
0.9% |
87% |
True |
False |
482 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0095 |
0.9% |
63% |
False |
False |
380 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0095 |
0.9% |
63% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1826 |
|
2.618 |
1.1616 |
|
1.618 |
1.1487 |
|
1.000 |
1.1407 |
|
0.618 |
1.1358 |
|
HIGH |
1.1278 |
|
0.618 |
1.1229 |
|
0.500 |
1.1214 |
|
0.382 |
1.1198 |
|
LOW |
1.1149 |
|
0.618 |
1.1069 |
|
1.000 |
1.1020 |
|
1.618 |
1.0940 |
|
2.618 |
1.0811 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1214 |
1.1161 |
| PP |
1.1204 |
1.1136 |
| S1 |
1.1195 |
1.1112 |
|