CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1174 |
-0.0010 |
-0.1% |
1.1184 |
| High |
1.1216 |
1.1186 |
-0.0030 |
-0.3% |
1.1414 |
| Low |
1.1145 |
1.1108 |
-0.0037 |
-0.3% |
1.1130 |
| Close |
1.1178 |
1.1135 |
-0.0043 |
-0.4% |
1.1296 |
| Range |
0.0071 |
0.0078 |
0.0008 |
10.6% |
0.0284 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,514 |
1,317 |
-197 |
-13.0% |
14,953 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1334 |
1.1178 |
|
| R3 |
1.1299 |
1.1256 |
1.1156 |
|
| R2 |
1.1221 |
1.1221 |
1.1149 |
|
| R1 |
1.1178 |
1.1178 |
1.1142 |
1.1161 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1134 |
| S1 |
1.1100 |
1.1100 |
1.1128 |
1.1083 |
| S2 |
1.1065 |
1.1065 |
1.1121 |
|
| S3 |
1.0987 |
1.1022 |
1.1114 |
|
| S4 |
1.0909 |
1.0944 |
1.1092 |
|
|
| 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 |
1.1108 |
0.0306 |
2.7% |
0.0095 |
0.9% |
9% |
False |
True |
1,756 |
| 10 |
1.1414 |
1.1108 |
0.0306 |
2.7% |
0.0120 |
1.1% |
9% |
False |
True |
2,255 |
| 20 |
1.1414 |
1.0827 |
0.0587 |
5.3% |
0.0109 |
1.0% |
53% |
False |
False |
1,613 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0100 |
0.9% |
57% |
False |
False |
1,006 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0101 |
0.9% |
66% |
False |
False |
793 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0098 |
0.9% |
66% |
False |
False |
629 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0096 |
0.9% |
57% |
False |
False |
508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1518 |
|
2.618 |
1.1390 |
|
1.618 |
1.1312 |
|
1.000 |
1.1264 |
|
0.618 |
1.1234 |
|
HIGH |
1.1186 |
|
0.618 |
1.1156 |
|
0.500 |
1.1147 |
|
0.382 |
1.1138 |
|
LOW |
1.1108 |
|
0.618 |
1.1060 |
|
1.000 |
1.1030 |
|
1.618 |
1.0982 |
|
2.618 |
1.0904 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1147 |
1.1192 |
| PP |
1.1143 |
1.1173 |
| S1 |
1.1139 |
1.1154 |
|