CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1316 |
-0.0084 |
-0.7% |
1.1368 |
| High |
1.1417 |
1.1322 |
-0.0095 |
-0.8% |
1.1417 |
| Low |
1.1306 |
1.1246 |
-0.0061 |
-0.5% |
1.1246 |
| Close |
1.1332 |
1.1261 |
-0.0071 |
-0.6% |
1.1261 |
| Range |
0.0111 |
0.0077 |
-0.0034 |
-30.8% |
0.0171 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.3% |
0.0000 |
| Volume |
270,804 |
128,537 |
-142,267 |
-52.5% |
1,003,727 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1506 |
1.1460 |
1.1303 |
|
| R3 |
1.1429 |
1.1383 |
1.1282 |
|
| R2 |
1.1353 |
1.1353 |
1.1275 |
|
| R1 |
1.1307 |
1.1307 |
1.1268 |
1.1292 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1269 |
| S1 |
1.1230 |
1.1230 |
1.1254 |
1.1215 |
| S2 |
1.1200 |
1.1200 |
1.1247 |
|
| S3 |
1.1123 |
1.1154 |
1.1240 |
|
| S4 |
1.1047 |
1.1077 |
1.1219 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1712 |
1.1355 |
|
| R3 |
1.1650 |
1.1541 |
1.1308 |
|
| R2 |
1.1479 |
1.1479 |
1.1292 |
|
| R1 |
1.1370 |
1.1370 |
1.1277 |
1.1339 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1292 |
| S1 |
1.1199 |
1.1199 |
1.1245 |
1.1168 |
| S2 |
1.1137 |
1.1137 |
1.1230 |
|
| S3 |
1.0966 |
1.1028 |
1.1214 |
|
| S4 |
1.0795 |
1.0857 |
1.1167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1417 |
1.1246 |
0.0171 |
1.5% |
0.0071 |
0.6% |
9% |
False |
True |
200,745 |
| 10 |
1.1417 |
1.1103 |
0.0314 |
2.8% |
0.0091 |
0.8% |
50% |
False |
False |
198,338 |
| 20 |
1.1417 |
1.1103 |
0.0314 |
2.8% |
0.0078 |
0.7% |
50% |
False |
False |
168,122 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0081 |
0.7% |
30% |
False |
False |
164,655 |
| 60 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0083 |
0.7% |
30% |
False |
False |
169,179 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0090 |
0.8% |
52% |
False |
False |
145,719 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0094 |
0.8% |
54% |
False |
False |
116,890 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0093 |
0.8% |
57% |
False |
False |
97,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1647 |
|
2.618 |
1.1522 |
|
1.618 |
1.1446 |
|
1.000 |
1.1399 |
|
0.618 |
1.1369 |
|
HIGH |
1.1322 |
|
0.618 |
1.1293 |
|
0.500 |
1.1284 |
|
0.382 |
1.1275 |
|
LOW |
1.1246 |
|
0.618 |
1.1198 |
|
1.000 |
1.1169 |
|
1.618 |
1.1122 |
|
2.618 |
1.1045 |
|
4.250 |
1.0920 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1331 |
| PP |
1.1276 |
1.1308 |
| S1 |
1.1269 |
1.1284 |
|