CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1323 |
-0.0005 |
0.0% |
1.0868 |
| High |
1.1347 |
1.1414 |
0.0067 |
0.6% |
1.1278 |
| Low |
1.1204 |
1.1316 |
0.0112 |
1.0% |
1.0868 |
| Close |
1.1322 |
1.1365 |
0.0043 |
0.4% |
1.1186 |
| Range |
0.0143 |
0.0098 |
-0.0045 |
-31.5% |
0.0410 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2,030 |
2,372 |
342 |
16.8% |
7,296 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1610 |
1.1418 |
|
| R3 |
1.1561 |
1.1512 |
1.1391 |
|
| R2 |
1.1463 |
1.1463 |
1.1382 |
|
| R1 |
1.1414 |
1.1414 |
1.1373 |
1.1438 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1377 |
| S1 |
1.1316 |
1.1316 |
1.1356 |
1.1340 |
| S2 |
1.1267 |
1.1267 |
1.1347 |
|
| S3 |
1.1169 |
1.1218 |
1.1338 |
|
| S4 |
1.1071 |
1.1120 |
1.1311 |
|
|
| 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 |
1.1414 |
1.1130 |
0.0284 |
2.5% |
0.0133 |
1.2% |
83% |
True |
False |
2,946 |
| 10 |
1.1414 |
1.0854 |
0.0560 |
4.9% |
0.0132 |
1.2% |
91% |
True |
False |
2,186 |
| 20 |
1.1414 |
1.0827 |
0.0587 |
5.2% |
0.0110 |
1.0% |
92% |
True |
False |
1,415 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.7% |
0.0101 |
0.9% |
92% |
True |
False |
913 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0099 |
0.9% |
94% |
True |
False |
702 |
| 80 |
1.1430 |
1.0588 |
0.0842 |
7.4% |
0.0098 |
0.9% |
92% |
False |
False |
549 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0096 |
0.8% |
82% |
False |
False |
446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1830 |
|
2.618 |
1.1670 |
|
1.618 |
1.1572 |
|
1.000 |
1.1512 |
|
0.618 |
1.1474 |
|
HIGH |
1.1414 |
|
0.618 |
1.1376 |
|
0.500 |
1.1365 |
|
0.382 |
1.1353 |
|
LOW |
1.1316 |
|
0.618 |
1.1255 |
|
1.000 |
1.1218 |
|
1.618 |
1.1157 |
|
2.618 |
1.1059 |
|
4.250 |
1.0899 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1346 |
| PP |
1.1365 |
1.1327 |
| S1 |
1.1365 |
1.1309 |
|