CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1245 |
1.1299 |
0.0055 |
0.5% |
1.1408 |
| High |
1.1338 |
1.1333 |
-0.0006 |
0.0% |
1.1454 |
| Low |
1.1228 |
1.1169 |
-0.0059 |
-0.5% |
1.1283 |
| Close |
1.1303 |
1.1276 |
-0.0027 |
-0.2% |
1.1298 |
| Range |
0.0110 |
0.0164 |
0.0054 |
48.6% |
0.0171 |
| ATR |
0.0084 |
0.0089 |
0.0006 |
6.8% |
0.0000 |
| Volume |
167,165 |
252,019 |
84,854 |
50.8% |
692,698 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1676 |
1.1365 |
|
| R3 |
1.1586 |
1.1513 |
1.1320 |
|
| R2 |
1.1423 |
1.1423 |
1.1305 |
|
| R1 |
1.1349 |
1.1349 |
1.1290 |
1.1304 |
| PP |
1.1259 |
1.1259 |
1.1259 |
1.1237 |
| S1 |
1.1186 |
1.1186 |
1.1261 |
1.1141 |
| S2 |
1.1096 |
1.1096 |
1.1246 |
|
| S3 |
1.0932 |
1.1022 |
1.1231 |
|
| S4 |
1.0769 |
1.0859 |
1.1186 |
|
|
| 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 |
1.1360 |
1.1169 |
0.0191 |
1.7% |
0.0106 |
0.9% |
56% |
False |
True |
198,679 |
| 10 |
1.1454 |
1.1169 |
0.0285 |
2.5% |
0.0104 |
0.9% |
37% |
False |
True |
145,828 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0084 |
0.7% |
43% |
False |
False |
74,890 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.7% |
0.0080 |
0.7% |
26% |
False |
False |
37,910 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.7% |
0.0079 |
0.7% |
26% |
False |
False |
25,371 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0082 |
0.7% |
49% |
False |
False |
19,083 |
| 100 |
1.1665 |
1.0892 |
0.0773 |
6.9% |
0.0080 |
0.7% |
50% |
False |
False |
15,272 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0074 |
0.7% |
53% |
False |
False |
12,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2027 |
|
2.618 |
1.1761 |
|
1.618 |
1.1597 |
|
1.000 |
1.1496 |
|
0.618 |
1.1434 |
|
HIGH |
1.1333 |
|
0.618 |
1.1270 |
|
0.500 |
1.1251 |
|
0.382 |
1.1231 |
|
LOW |
1.1169 |
|
0.618 |
1.1068 |
|
1.000 |
1.1006 |
|
1.618 |
1.0904 |
|
2.618 |
1.0741 |
|
4.250 |
1.0474 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1268 |
| PP |
1.1259 |
1.1261 |
| S1 |
1.1251 |
1.1254 |
|