CME Euro FX (E) Future September 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 |
1.1438 |
1.1352 |
-0.0086 |
-0.7% |
1.1408 |
| High |
1.1454 |
1.1360 |
-0.0094 |
-0.8% |
1.1454 |
| Low |
1.1344 |
1.1283 |
-0.0061 |
-0.5% |
1.1283 |
| Close |
1.1369 |
1.1298 |
-0.0071 |
-0.6% |
1.1298 |
| Range |
0.0110 |
0.0077 |
-0.0033 |
-30.1% |
0.0171 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.6% |
0.0000 |
| Volume |
182,769 |
245,913 |
63,144 |
34.5% |
692,698 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1543 |
1.1497 |
1.1340 |
|
| R3 |
1.1467 |
1.1421 |
1.1319 |
|
| R2 |
1.1390 |
1.1390 |
1.1312 |
|
| R1 |
1.1344 |
1.1344 |
1.1305 |
1.1329 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1306 |
| S1 |
1.1268 |
1.1268 |
1.1291 |
1.1252 |
| S2 |
1.1237 |
1.1237 |
1.1284 |
|
| S3 |
1.1161 |
1.1191 |
1.1277 |
|
| S4 |
1.1084 |
1.1115 |
1.1256 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1856 |
1.1748 |
1.1392 |
|
| R3 |
1.1686 |
1.1577 |
1.1345 |
|
| R2 |
1.1515 |
1.1515 |
1.1329 |
|
| R1 |
1.1407 |
1.1407 |
1.1314 |
1.1376 |
| PP |
1.1345 |
1.1345 |
1.1345 |
1.1329 |
| S1 |
1.1236 |
1.1236 |
1.1282 |
1.1205 |
| S2 |
1.1174 |
1.1174 |
1.1267 |
|
| S3 |
1.1004 |
1.1066 |
1.1251 |
|
| S4 |
1.0833 |
1.0895 |
1.1204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1454 |
1.1283 |
0.0171 |
1.5% |
0.0070 |
0.6% |
9% |
False |
True |
138,539 |
| 10 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0090 |
0.8% |
50% |
False |
False |
73,918 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0075 |
0.7% |
50% |
False |
False |
37,994 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0075 |
0.7% |
30% |
False |
False |
19,239 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0076 |
0.7% |
30% |
False |
False |
12,936 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0078 |
0.7% |
52% |
False |
False |
9,740 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.1% |
0.0078 |
0.7% |
54% |
False |
False |
7,798 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0071 |
0.6% |
56% |
False |
False |
6,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1685 |
|
2.618 |
1.1560 |
|
1.618 |
1.1483 |
|
1.000 |
1.1436 |
|
0.618 |
1.1407 |
|
HIGH |
1.1360 |
|
0.618 |
1.1330 |
|
0.500 |
1.1321 |
|
0.382 |
1.1312 |
|
LOW |
1.1283 |
|
0.618 |
1.1236 |
|
1.000 |
1.1207 |
|
1.618 |
1.1159 |
|
2.618 |
1.1083 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1321 |
1.1368 |
| PP |
1.1314 |
1.1345 |
| S1 |
1.1306 |
1.1321 |
|