CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1323 |
1.1357 |
0.0034 |
0.3% |
1.1184 |
| High |
1.1414 |
1.1373 |
-0.0041 |
-0.4% |
1.1414 |
| Low |
1.1316 |
1.1255 |
-0.0061 |
-0.5% |
1.1130 |
| Close |
1.1365 |
1.1296 |
-0.0069 |
-0.6% |
1.1296 |
| Range |
0.0098 |
0.0118 |
0.0020 |
20.4% |
0.0284 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,372 |
1,325 |
-1,047 |
-44.1% |
14,953 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1662 |
1.1597 |
1.1360 |
|
| R3 |
1.1544 |
1.1479 |
1.1328 |
|
| R2 |
1.1426 |
1.1426 |
1.1317 |
|
| R1 |
1.1361 |
1.1361 |
1.1306 |
1.1334 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1294 |
| S1 |
1.1243 |
1.1243 |
1.1285 |
1.1216 |
| S2 |
1.1190 |
1.1190 |
1.1274 |
|
| S3 |
1.1072 |
1.1125 |
1.1263 |
|
| S4 |
1.0954 |
1.1007 |
1.1231 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.1998 |
1.1452 |
|
| R3 |
1.1848 |
1.1714 |
1.1374 |
|
| R2 |
1.1564 |
1.1564 |
1.1348 |
|
| R1 |
1.1430 |
1.1430 |
1.1322 |
1.1497 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1313 |
| S1 |
1.1146 |
1.1146 |
1.1269 |
1.1213 |
| S2 |
1.0996 |
1.0996 |
1.1243 |
|
| S3 |
1.0712 |
1.0862 |
1.1217 |
|
| S4 |
1.0428 |
1.0578 |
1.1139 |
|
|
| 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% |
0.0131 |
1.2% |
58% |
False |
False |
2,990 |
| 10 |
1.1414 |
1.0868 |
0.0546 |
4.8% |
0.0131 |
1.2% |
78% |
False |
False |
2,224 |
| 20 |
1.1414 |
1.0827 |
0.0587 |
5.2% |
0.0111 |
1.0% |
80% |
False |
False |
1,452 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0100 |
0.9% |
82% |
False |
False |
921 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0100 |
0.9% |
86% |
False |
False |
720 |
| 80 |
1.1430 |
1.0588 |
0.0842 |
7.5% |
0.0099 |
0.9% |
84% |
False |
False |
565 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0096 |
0.8% |
74% |
False |
False |
459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1874 |
|
2.618 |
1.1681 |
|
1.618 |
1.1563 |
|
1.000 |
1.1491 |
|
0.618 |
1.1445 |
|
HIGH |
1.1373 |
|
0.618 |
1.1327 |
|
0.500 |
1.1314 |
|
0.382 |
1.1300 |
|
LOW |
1.1255 |
|
0.618 |
1.1182 |
|
1.000 |
1.1137 |
|
1.618 |
1.1064 |
|
2.618 |
1.0946 |
|
4.250 |
1.0753 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1309 |
| PP |
1.1308 |
1.1304 |
| S1 |
1.1302 |
1.1300 |
|