CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1363 |
1.1288 |
-0.0075 |
-0.7% |
1.1414 |
| High |
1.1363 |
1.1372 |
0.0009 |
0.1% |
1.1483 |
| Low |
1.1266 |
1.1267 |
0.0001 |
0.0% |
1.1324 |
| Close |
1.1281 |
1.1341 |
0.0060 |
0.5% |
1.1336 |
| Range |
0.0097 |
0.0105 |
0.0008 |
8.2% |
0.0160 |
| ATR |
0.0068 |
0.0070 |
0.0003 |
3.9% |
0.0000 |
| Volume |
1,012 |
348 |
-664 |
-65.6% |
1,239 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1596 |
1.1398 |
|
| R3 |
1.1536 |
1.1491 |
1.1369 |
|
| R2 |
1.1431 |
1.1431 |
1.1360 |
|
| R1 |
1.1386 |
1.1386 |
1.1350 |
1.1409 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1338 |
| S1 |
1.1281 |
1.1281 |
1.1331 |
1.1304 |
| S2 |
1.1221 |
1.1221 |
1.1321 |
|
| S3 |
1.1116 |
1.1176 |
1.1312 |
|
| S4 |
1.1011 |
1.1071 |
1.1283 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1757 |
1.1423 |
|
| R3 |
1.1700 |
1.1597 |
1.1379 |
|
| R2 |
1.1540 |
1.1540 |
1.1365 |
|
| R1 |
1.1438 |
1.1438 |
1.1350 |
1.1409 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1366 |
| S1 |
1.1278 |
1.1278 |
1.1321 |
1.1250 |
| S2 |
1.1221 |
1.1221 |
1.1306 |
|
| S3 |
1.1062 |
1.1119 |
1.1292 |
|
| S4 |
1.0902 |
1.0959 |
1.1248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1478 |
1.1266 |
0.0212 |
1.9% |
0.0085 |
0.7% |
35% |
False |
False |
406 |
| 10 |
1.1483 |
1.1227 |
0.0256 |
2.3% |
0.0083 |
0.7% |
44% |
False |
False |
335 |
| 20 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0062 |
0.5% |
50% |
False |
False |
188 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0056 |
0.5% |
28% |
False |
False |
110 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0049 |
0.4% |
28% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1818 |
|
2.618 |
1.1646 |
|
1.618 |
1.1541 |
|
1.000 |
1.1477 |
|
0.618 |
1.1436 |
|
HIGH |
1.1372 |
|
0.618 |
1.1331 |
|
0.500 |
1.1319 |
|
0.382 |
1.1307 |
|
LOW |
1.1267 |
|
0.618 |
1.1202 |
|
1.000 |
1.1162 |
|
1.618 |
1.1097 |
|
2.618 |
1.0992 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1334 |
| PP |
1.1326 |
1.1327 |
| S1 |
1.1319 |
1.1320 |
|