CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1227 |
0.0053 |
0.5% |
1.1263 |
| High |
1.1236 |
1.1262 |
0.0026 |
0.2% |
1.1284 |
| Low |
1.1157 |
1.1189 |
0.0032 |
0.3% |
1.1154 |
| Close |
1.1226 |
1.1193 |
-0.0033 |
-0.3% |
1.1182 |
| Range |
0.0080 |
0.0073 |
-0.0007 |
-8.2% |
0.0130 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
10,853 |
7,764 |
-3,089 |
-28.5% |
8,873 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1386 |
1.1233 |
|
| R3 |
1.1360 |
1.1313 |
1.1213 |
|
| R2 |
1.1287 |
1.1287 |
1.1206 |
|
| R1 |
1.1240 |
1.1240 |
1.1199 |
1.1227 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1208 |
| S1 |
1.1167 |
1.1167 |
1.1186 |
1.1154 |
| S2 |
1.1141 |
1.1141 |
1.1179 |
|
| S3 |
1.1068 |
1.1094 |
1.1172 |
|
| S4 |
1.0995 |
1.1021 |
1.1152 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1518 |
1.1253 |
|
| R3 |
1.1465 |
1.1388 |
1.1217 |
|
| R2 |
1.1336 |
1.1336 |
1.1205 |
|
| R1 |
1.1259 |
1.1259 |
1.1193 |
1.1233 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1193 |
| S1 |
1.1129 |
1.1129 |
1.1170 |
1.1103 |
| S2 |
1.1077 |
1.1077 |
1.1158 |
|
| S3 |
1.0947 |
1.1000 |
1.1146 |
|
| S4 |
1.0818 |
1.0870 |
1.1110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1262 |
1.1141 |
0.0121 |
1.1% |
0.0076 |
0.7% |
43% |
True |
False |
6,108 |
| 10 |
1.1284 |
1.1141 |
0.0143 |
1.3% |
0.0064 |
0.6% |
36% |
False |
False |
3,952 |
| 20 |
1.1542 |
1.1141 |
0.0402 |
3.6% |
0.0067 |
0.6% |
13% |
False |
False |
2,620 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.7% |
0.0073 |
0.7% |
10% |
False |
False |
1,515 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0081 |
0.7% |
38% |
False |
False |
1,116 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0076 |
0.7% |
38% |
False |
False |
857 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.1% |
0.0074 |
0.7% |
41% |
False |
False |
693 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.5% |
0.0070 |
0.6% |
43% |
False |
False |
579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1572 |
|
2.618 |
1.1453 |
|
1.618 |
1.1380 |
|
1.000 |
1.1335 |
|
0.618 |
1.1307 |
|
HIGH |
1.1262 |
|
0.618 |
1.1234 |
|
0.500 |
1.1225 |
|
0.382 |
1.1216 |
|
LOW |
1.1189 |
|
0.618 |
1.1143 |
|
1.000 |
1.1116 |
|
1.618 |
1.1070 |
|
2.618 |
1.0997 |
|
4.250 |
1.0878 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1201 |
| PP |
1.1214 |
1.1198 |
| S1 |
1.1203 |
1.1195 |
|