CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1231 |
1.1328 |
0.0097 |
0.9% |
1.0868 |
| High |
1.1380 |
1.1347 |
-0.0034 |
-0.3% |
1.1278 |
| Low |
1.1210 |
1.1204 |
-0.0006 |
-0.1% |
1.0868 |
| Close |
1.1329 |
1.1322 |
-0.0007 |
-0.1% |
1.1186 |
| Range |
0.0171 |
0.0143 |
-0.0028 |
-16.1% |
0.0410 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.8% |
0.0000 |
| Volume |
5,404 |
2,030 |
-3,374 |
-62.4% |
7,296 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1664 |
1.1400 |
|
| R3 |
1.1577 |
1.1521 |
1.1361 |
|
| R2 |
1.1434 |
1.1434 |
1.1348 |
|
| R1 |
1.1378 |
1.1378 |
1.1335 |
1.1334 |
| PP |
1.1291 |
1.1291 |
1.1291 |
1.1269 |
| S1 |
1.1235 |
1.1235 |
1.1308 |
1.1191 |
| S2 |
1.1148 |
1.1148 |
1.1295 |
|
| S3 |
1.1005 |
1.1092 |
1.1282 |
|
| S4 |
1.0862 |
1.0949 |
1.1243 |
|
|
| 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 |
1.1380 |
1.1111 |
0.0269 |
2.4% |
0.0145 |
1.3% |
78% |
False |
False |
2,755 |
| 10 |
1.1380 |
1.0854 |
0.0526 |
4.6% |
0.0131 |
1.2% |
89% |
False |
False |
2,063 |
| 20 |
1.1380 |
1.0827 |
0.0554 |
4.9% |
0.0109 |
1.0% |
89% |
False |
False |
1,310 |
| 40 |
1.1380 |
1.0762 |
0.0618 |
5.5% |
0.0101 |
0.9% |
91% |
False |
False |
862 |
| 60 |
1.1380 |
1.0588 |
0.0792 |
7.0% |
0.0099 |
0.9% |
93% |
False |
False |
665 |
| 80 |
1.1440 |
1.0588 |
0.0852 |
7.5% |
0.0097 |
0.9% |
86% |
False |
False |
519 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0097 |
0.9% |
77% |
False |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1954 |
|
2.618 |
1.1721 |
|
1.618 |
1.1578 |
|
1.000 |
1.1490 |
|
0.618 |
1.1435 |
|
HIGH |
1.1347 |
|
0.618 |
1.1292 |
|
0.500 |
1.1275 |
|
0.382 |
1.1258 |
|
LOW |
1.1204 |
|
0.618 |
1.1115 |
|
1.000 |
1.1061 |
|
1.618 |
1.0972 |
|
2.618 |
1.0829 |
|
4.250 |
1.0596 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1299 |
| PP |
1.1291 |
1.1277 |
| S1 |
1.1275 |
1.1255 |
|