CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1359 |
1.1400 |
0.0041 |
0.4% |
1.1118 |
| High |
1.1413 |
1.1417 |
0.0004 |
0.0% |
1.1377 |
| Low |
1.1357 |
1.1306 |
-0.0051 |
-0.4% |
1.1103 |
| Close |
1.1399 |
1.1332 |
-0.0067 |
-0.6% |
1.1348 |
| Range |
0.0057 |
0.0111 |
0.0054 |
95.6% |
0.0275 |
| ATR |
0.0080 |
0.0083 |
0.0002 |
2.7% |
0.0000 |
| Volume |
233,598 |
270,804 |
37,206 |
15.9% |
840,671 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1683 |
1.1618 |
1.1393 |
|
| R3 |
1.1573 |
1.1508 |
1.1362 |
|
| R2 |
1.1462 |
1.1462 |
1.1352 |
|
| R1 |
1.1397 |
1.1397 |
1.1342 |
1.1374 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1340 |
| S1 |
1.1287 |
1.1287 |
1.1322 |
1.1264 |
| S2 |
1.1241 |
1.1241 |
1.1312 |
|
| S3 |
1.1131 |
1.1176 |
1.1302 |
|
| S4 |
1.1020 |
1.1066 |
1.1271 |
|
|
| 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 |
1.1417 |
1.1140 |
0.0277 |
2.4% |
0.0103 |
0.9% |
69% |
True |
False |
230,809 |
| 10 |
1.1417 |
1.1103 |
0.0314 |
2.8% |
0.0090 |
0.8% |
73% |
True |
False |
200,714 |
| 20 |
1.1440 |
1.1103 |
0.0337 |
3.0% |
0.0077 |
0.7% |
68% |
False |
False |
168,186 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0080 |
0.7% |
43% |
False |
False |
165,208 |
| 60 |
1.1631 |
1.1088 |
0.0543 |
4.8% |
0.0085 |
0.7% |
45% |
False |
False |
170,859 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0090 |
0.8% |
62% |
False |
False |
144,131 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0094 |
0.8% |
63% |
False |
False |
115,608 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0093 |
0.8% |
66% |
False |
False |
96,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1886 |
|
2.618 |
1.1706 |
|
1.618 |
1.1595 |
|
1.000 |
1.1527 |
|
0.618 |
1.1485 |
|
HIGH |
1.1417 |
|
0.618 |
1.1374 |
|
0.500 |
1.1361 |
|
0.382 |
1.1348 |
|
LOW |
1.1306 |
|
0.618 |
1.1238 |
|
1.000 |
1.1196 |
|
1.618 |
1.1127 |
|
2.618 |
1.1017 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1361 |
1.1361 |
| PP |
1.1352 |
1.1352 |
| S1 |
1.1342 |
1.1342 |
|