CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1156 |
1.1368 |
0.0212 |
1.9% |
1.1118 |
| High |
1.1377 |
1.1395 |
0.0018 |
0.2% |
1.1377 |
| Low |
1.1140 |
1.1328 |
0.0189 |
1.7% |
1.1103 |
| Close |
1.1348 |
1.1376 |
0.0028 |
0.2% |
1.1348 |
| Range |
0.0238 |
0.0067 |
-0.0171 |
-71.8% |
0.0275 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
278,856 |
196,056 |
-82,800 |
-29.7% |
840,671 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1539 |
1.1413 |
|
| R3 |
1.1500 |
1.1472 |
1.1394 |
|
| R2 |
1.1433 |
1.1433 |
1.1388 |
|
| R1 |
1.1405 |
1.1405 |
1.1382 |
1.1419 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1374 |
| S1 |
1.1338 |
1.1338 |
1.1370 |
1.1352 |
| S2 |
1.1299 |
1.1299 |
1.1364 |
|
| S3 |
1.1232 |
1.1271 |
1.1358 |
|
| S4 |
1.1165 |
1.1204 |
1.1339 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2099 |
1.1998 |
1.1499 |
|
| R3 |
1.1825 |
1.1724 |
1.1423 |
|
| R2 |
1.1550 |
1.1550 |
1.1398 |
|
| R1 |
1.1449 |
1.1449 |
1.1373 |
1.1500 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1301 |
| S1 |
1.1175 |
1.1175 |
1.1323 |
1.1225 |
| S2 |
1.1001 |
1.1001 |
1.1298 |
|
| S3 |
1.0727 |
1.0900 |
1.1273 |
|
| S4 |
1.0452 |
1.0626 |
1.1197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1395 |
1.1103 |
0.0293 |
2.6% |
0.0107 |
0.9% |
94% |
True |
False |
207,345 |
| 10 |
1.1395 |
1.1103 |
0.0293 |
2.6% |
0.0088 |
0.8% |
94% |
True |
False |
171,837 |
| 20 |
1.1458 |
1.1103 |
0.0355 |
3.1% |
0.0075 |
0.7% |
77% |
False |
False |
152,338 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.6% |
0.0083 |
0.7% |
52% |
False |
False |
161,441 |
| 60 |
1.1631 |
1.1088 |
0.0543 |
4.8% |
0.0086 |
0.8% |
53% |
False |
False |
169,277 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0091 |
0.8% |
67% |
False |
False |
135,717 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0095 |
0.8% |
68% |
False |
False |
108,835 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0094 |
0.8% |
71% |
False |
False |
90,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1570 |
|
1.618 |
1.1503 |
|
1.000 |
1.1462 |
|
0.618 |
1.1436 |
|
HIGH |
1.1395 |
|
0.618 |
1.1369 |
|
0.500 |
1.1362 |
|
0.382 |
1.1354 |
|
LOW |
1.1328 |
|
0.618 |
1.1287 |
|
1.000 |
1.1261 |
|
1.618 |
1.1220 |
|
2.618 |
1.1153 |
|
4.250 |
1.1043 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1340 |
| PP |
1.1366 |
1.1304 |
| S1 |
1.1362 |
1.1267 |
|