CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1265 |
1.1183 |
-0.0082 |
-0.7% |
1.1184 |
| High |
1.1276 |
1.1216 |
-0.0060 |
-0.5% |
1.1414 |
| Low |
1.1164 |
1.1145 |
-0.0019 |
-0.2% |
1.1130 |
| Close |
1.1183 |
1.1178 |
-0.0005 |
0.0% |
1.1296 |
| Range |
0.0112 |
0.0071 |
-0.0042 |
-37.1% |
0.0284 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
2,254 |
1,514 |
-740 |
-32.8% |
14,953 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1391 |
1.1355 |
1.1216 |
|
| R3 |
1.1320 |
1.1284 |
1.1197 |
|
| R2 |
1.1250 |
1.1250 |
1.1190 |
|
| R1 |
1.1214 |
1.1214 |
1.1184 |
1.1197 |
| PP |
1.1179 |
1.1179 |
1.1179 |
1.1171 |
| S1 |
1.1143 |
1.1143 |
1.1171 |
1.1126 |
| S2 |
1.1109 |
1.1109 |
1.1165 |
|
| S3 |
1.1038 |
1.1073 |
1.1158 |
|
| S4 |
1.0968 |
1.1002 |
1.1139 |
|
|
| 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 |
1.1145 |
0.0269 |
2.4% |
0.0108 |
1.0% |
12% |
False |
True |
1,899 |
| 10 |
1.1414 |
1.0946 |
0.0468 |
4.2% |
0.0136 |
1.2% |
50% |
False |
False |
2,483 |
| 20 |
1.1414 |
1.0827 |
0.0587 |
5.3% |
0.0110 |
1.0% |
60% |
False |
False |
1,575 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0100 |
0.9% |
64% |
False |
False |
983 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0101 |
0.9% |
71% |
False |
False |
778 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0100 |
0.9% |
71% |
False |
False |
613 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0096 |
0.9% |
62% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1515 |
|
2.618 |
1.1400 |
|
1.618 |
1.1330 |
|
1.000 |
1.1286 |
|
0.618 |
1.1259 |
|
HIGH |
1.1216 |
|
0.618 |
1.1189 |
|
0.500 |
1.1180 |
|
0.382 |
1.1172 |
|
LOW |
1.1145 |
|
0.618 |
1.1101 |
|
1.000 |
1.1075 |
|
1.618 |
1.1031 |
|
2.618 |
1.0960 |
|
4.250 |
1.0845 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1180 |
1.1259 |
| PP |
1.1179 |
1.1232 |
| S1 |
1.1178 |
1.1205 |
|