CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1395 |
1.1401 |
0.0006 |
0.1% |
1.1155 |
| High |
1.1421 |
1.1451 |
0.0031 |
0.3% |
1.1415 |
| Low |
1.1379 |
1.1395 |
0.0016 |
0.1% |
1.1141 |
| Close |
1.1403 |
1.1437 |
0.0034 |
0.3% |
1.1387 |
| Range |
0.0042 |
0.0057 |
0.0015 |
34.5% |
0.0275 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
74,734 |
137,941 |
63,207 |
84.6% |
44,740 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1573 |
1.1468 |
|
| R3 |
1.1540 |
1.1517 |
1.1452 |
|
| R2 |
1.1484 |
1.1484 |
1.1447 |
|
| R1 |
1.1460 |
1.1460 |
1.1442 |
1.1472 |
| PP |
1.1427 |
1.1427 |
1.1427 |
1.1433 |
| S1 |
1.1404 |
1.1404 |
1.1431 |
1.1416 |
| S2 |
1.1371 |
1.1371 |
1.1426 |
|
| S3 |
1.1314 |
1.1347 |
1.1421 |
|
| S4 |
1.1258 |
1.1291 |
1.1405 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.2037 |
1.1537 |
|
| R3 |
1.1863 |
1.1762 |
1.1462 |
|
| R2 |
1.1589 |
1.1589 |
1.1437 |
|
| R1 |
1.1488 |
1.1488 |
1.1412 |
1.1538 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1339 |
| S1 |
1.1213 |
1.1213 |
1.1361 |
1.1264 |
| S2 |
1.1040 |
1.1040 |
1.1336 |
|
| S3 |
1.0765 |
1.0939 |
1.1311 |
|
| S4 |
1.0491 |
1.0664 |
1.1236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1451 |
1.1180 |
0.0272 |
2.4% |
0.0095 |
0.8% |
95% |
True |
False |
57,976 |
| 10 |
1.1451 |
1.1141 |
0.0311 |
2.7% |
0.0082 |
0.7% |
95% |
True |
False |
31,368 |
| 20 |
1.1492 |
1.1141 |
0.0352 |
3.1% |
0.0072 |
0.6% |
84% |
False |
False |
16,628 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0075 |
0.7% |
56% |
False |
False |
8,533 |
| 60 |
1.1665 |
1.1129 |
0.0536 |
4.7% |
0.0077 |
0.7% |
57% |
False |
False |
5,802 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0077 |
0.7% |
70% |
False |
False |
4,382 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0077 |
0.7% |
71% |
False |
False |
3,513 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0071 |
0.6% |
73% |
False |
False |
2,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1599 |
|
1.618 |
1.1542 |
|
1.000 |
1.1508 |
|
0.618 |
1.1486 |
|
HIGH |
1.1451 |
|
0.618 |
1.1429 |
|
0.500 |
1.1423 |
|
0.382 |
1.1416 |
|
LOW |
1.1395 |
|
0.618 |
1.1360 |
|
1.000 |
1.1338 |
|
1.618 |
1.1303 |
|
2.618 |
1.1247 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1432 |
1.1427 |
| PP |
1.1427 |
1.1418 |
| S1 |
1.1423 |
1.1409 |
|