CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1478 |
0.0036 |
0.3% |
1.1225 |
| High |
1.1483 |
1.1478 |
-0.0006 |
0.0% |
1.1450 |
| Low |
1.1442 |
1.1388 |
-0.0054 |
-0.5% |
1.1202 |
| Close |
1.1475 |
1.1407 |
-0.0068 |
-0.6% |
1.1425 |
| Range |
0.0042 |
0.0090 |
0.0048 |
115.7% |
0.0249 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0000 |
| Volume |
101 |
112 |
11 |
10.9% |
682 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1693 |
1.1639 |
1.1456 |
|
| R3 |
1.1603 |
1.1550 |
1.1432 |
|
| R2 |
1.1514 |
1.1514 |
1.1423 |
|
| R1 |
1.1460 |
1.1460 |
1.1415 |
1.1442 |
| PP |
1.1424 |
1.1424 |
1.1424 |
1.1415 |
| S1 |
1.1371 |
1.1371 |
1.1399 |
1.1353 |
| S2 |
1.1335 |
1.1335 |
1.1391 |
|
| S3 |
1.1245 |
1.1281 |
1.1382 |
|
| S4 |
1.1156 |
1.1192 |
1.1358 |
|
|
| 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 |
1.1483 |
1.1227 |
0.0256 |
2.2% |
0.0085 |
0.7% |
70% |
False |
False |
275 |
| 10 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0068 |
0.6% |
73% |
False |
False |
159 |
| 20 |
1.1504 |
1.1200 |
0.0304 |
2.7% |
0.0056 |
0.5% |
68% |
False |
False |
104 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0049 |
0.4% |
41% |
False |
False |
65 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0047 |
0.4% |
41% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1858 |
|
2.618 |
1.1712 |
|
1.618 |
1.1622 |
|
1.000 |
1.1567 |
|
0.618 |
1.1533 |
|
HIGH |
1.1478 |
|
0.618 |
1.1443 |
|
0.500 |
1.1433 |
|
0.382 |
1.1422 |
|
LOW |
1.1388 |
|
0.618 |
1.1333 |
|
1.000 |
1.1299 |
|
1.618 |
1.1243 |
|
2.618 |
1.1154 |
|
4.250 |
1.1008 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1433 |
1.1436 |
| PP |
1.1424 |
1.1426 |
| S1 |
1.1416 |
1.1417 |
|