CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1118 |
-0.0079 |
-0.7% |
1.1224 |
| High |
1.1206 |
1.1178 |
-0.0028 |
-0.2% |
1.1249 |
| Low |
1.1116 |
1.1103 |
-0.0013 |
-0.1% |
1.1116 |
| Close |
1.1144 |
1.1130 |
-0.0014 |
-0.1% |
1.1144 |
| Range |
0.0090 |
0.0076 |
-0.0015 |
-16.1% |
0.0134 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.1% |
0.0000 |
| Volume |
138,986 |
210,972 |
71,986 |
51.8% |
681,650 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1322 |
1.1172 |
|
| R3 |
1.1288 |
1.1247 |
1.1151 |
|
| R2 |
1.1212 |
1.1212 |
1.1144 |
|
| R1 |
1.1171 |
1.1171 |
1.1137 |
1.1192 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1147 |
| S1 |
1.1096 |
1.1096 |
1.1123 |
1.1116 |
| S2 |
1.1061 |
1.1061 |
1.1116 |
|
| S3 |
1.0986 |
1.1020 |
1.1109 |
|
| S4 |
1.0910 |
1.0945 |
1.1088 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1490 |
1.1217 |
|
| R3 |
1.1436 |
1.1357 |
1.1180 |
|
| R2 |
1.1303 |
1.1303 |
1.1168 |
|
| R1 |
1.1223 |
1.1223 |
1.1156 |
1.1196 |
| PP |
1.1169 |
1.1169 |
1.1169 |
1.1156 |
| S1 |
1.1090 |
1.1090 |
1.1131 |
1.1063 |
| S2 |
1.1036 |
1.1036 |
1.1119 |
|
| S3 |
1.0902 |
1.0956 |
1.1107 |
|
| S4 |
1.0769 |
1.0823 |
1.1070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1234 |
1.1103 |
0.0131 |
1.2% |
0.0073 |
0.7% |
21% |
False |
True |
156,328 |
| 10 |
1.1358 |
1.1103 |
0.0256 |
2.3% |
0.0067 |
0.6% |
11% |
False |
True |
146,949 |
| 20 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0072 |
0.6% |
5% |
False |
True |
150,359 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0081 |
0.7% |
5% |
False |
True |
160,634 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0089 |
0.8% |
36% |
False |
False |
165,751 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0092 |
0.8% |
36% |
False |
False |
125,549 |
| 100 |
1.1631 |
1.0822 |
0.0809 |
7.3% |
0.0095 |
0.9% |
38% |
False |
False |
100,596 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.8% |
0.0094 |
0.8% |
42% |
False |
False |
83,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1499 |
|
2.618 |
1.1376 |
|
1.618 |
1.1300 |
|
1.000 |
1.1254 |
|
0.618 |
1.1225 |
|
HIGH |
1.1178 |
|
0.618 |
1.1149 |
|
0.500 |
1.1140 |
|
0.382 |
1.1131 |
|
LOW |
1.1103 |
|
0.618 |
1.1056 |
|
1.000 |
1.1027 |
|
1.618 |
1.0980 |
|
2.618 |
1.0905 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1162 |
| PP |
1.1137 |
1.1152 |
| S1 |
1.1133 |
1.1141 |
|