CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1236 |
1.1414 |
0.0178 |
1.6% |
1.1225 |
| High |
1.1450 |
1.1458 |
0.0008 |
0.1% |
1.1450 |
| Low |
1.1227 |
1.1414 |
0.0187 |
1.7% |
1.1202 |
| Close |
1.1425 |
1.1454 |
0.0029 |
0.3% |
1.1425 |
| Range |
0.0223 |
0.0044 |
-0.0180 |
-80.5% |
0.0249 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
554 |
177 |
-377 |
-68.1% |
682 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1557 |
1.1478 |
|
| R3 |
1.1529 |
1.1513 |
1.1466 |
|
| R2 |
1.1485 |
1.1485 |
1.1462 |
|
| R1 |
1.1470 |
1.1470 |
1.1458 |
1.1478 |
| PP |
1.1442 |
1.1442 |
1.1442 |
1.1446 |
| S1 |
1.1426 |
1.1426 |
1.1450 |
1.1434 |
| S2 |
1.1398 |
1.1398 |
1.1446 |
|
| S3 |
1.1355 |
1.1383 |
1.1442 |
|
| S4 |
1.1311 |
1.1339 |
1.1430 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.2013 |
1.1562 |
|
| R3 |
1.1856 |
1.1765 |
1.1493 |
|
| R2 |
1.1607 |
1.1607 |
1.1471 |
|
| R1 |
1.1516 |
1.1516 |
1.1448 |
1.1562 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1382 |
| S1 |
1.1268 |
1.1268 |
1.1402 |
1.1313 |
| S2 |
1.1110 |
1.1110 |
1.1379 |
|
| S3 |
1.0862 |
1.1019 |
1.1357 |
|
| S4 |
1.0613 |
1.0771 |
1.1288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1458 |
1.1202 |
0.0256 |
2.2% |
0.0089 |
0.8% |
99% |
True |
False |
171 |
| 10 |
1.1458 |
1.1200 |
0.0258 |
2.2% |
0.0064 |
0.6% |
99% |
True |
False |
104 |
| 20 |
1.1522 |
1.1200 |
0.0322 |
2.8% |
0.0053 |
0.5% |
79% |
False |
False |
79 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0048 |
0.4% |
51% |
False |
False |
51 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0045 |
0.4% |
51% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1571 |
|
1.618 |
1.1528 |
|
1.000 |
1.1501 |
|
0.618 |
1.1484 |
|
HIGH |
1.1458 |
|
0.618 |
1.1441 |
|
0.500 |
1.1436 |
|
0.382 |
1.1431 |
|
LOW |
1.1414 |
|
0.618 |
1.1387 |
|
1.000 |
1.1371 |
|
1.618 |
1.1344 |
|
2.618 |
1.1300 |
|
4.250 |
1.1229 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1448 |
1.1417 |
| PP |
1.1442 |
1.1380 |
| S1 |
1.1436 |
1.1342 |
|