CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1395 |
1.1318 |
-0.0077 |
-0.7% |
1.1326 |
| High |
1.1420 |
1.1410 |
-0.0010 |
-0.1% |
1.1373 |
| Low |
1.1320 |
1.1315 |
-0.0006 |
0.0% |
1.1208 |
| Close |
1.1333 |
1.1385 |
0.0052 |
0.5% |
1.1346 |
| Range |
0.0100 |
0.0096 |
-0.0005 |
-4.5% |
0.0165 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1,985 |
1,798 |
-187 |
-9.4% |
3,647 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1616 |
1.1437 |
|
| R3 |
1.1561 |
1.1520 |
1.1411 |
|
| R2 |
1.1465 |
1.1465 |
1.1402 |
|
| R1 |
1.1425 |
1.1425 |
1.1393 |
1.1445 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1380 |
| S1 |
1.1329 |
1.1329 |
1.1376 |
1.1350 |
| S2 |
1.1274 |
1.1274 |
1.1367 |
|
| S3 |
1.1179 |
1.1234 |
1.1358 |
|
| S4 |
1.1083 |
1.1138 |
1.1332 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1740 |
1.1436 |
|
| R3 |
1.1639 |
1.1575 |
1.1391 |
|
| R2 |
1.1474 |
1.1474 |
1.1376 |
|
| R1 |
1.1410 |
1.1410 |
1.1361 |
1.1442 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1325 |
| S1 |
1.1245 |
1.1245 |
1.1330 |
1.1277 |
| S2 |
1.1144 |
1.1144 |
1.1315 |
|
| S3 |
1.0979 |
1.1080 |
1.1300 |
|
| S4 |
1.0814 |
1.0915 |
1.1255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1450 |
1.1208 |
0.0242 |
2.1% |
0.0098 |
0.9% |
73% |
False |
False |
1,459 |
| 10 |
1.1478 |
1.1208 |
0.0270 |
2.4% |
0.0091 |
0.8% |
65% |
False |
False |
932 |
| 20 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0076 |
0.7% |
65% |
False |
False |
541 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0062 |
0.5% |
37% |
False |
False |
291 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0054 |
0.5% |
37% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1660 |
|
1.618 |
1.1565 |
|
1.000 |
1.1506 |
|
0.618 |
1.1469 |
|
HIGH |
1.1410 |
|
0.618 |
1.1374 |
|
0.500 |
1.1362 |
|
0.382 |
1.1351 |
|
LOW |
1.1315 |
|
0.618 |
1.1255 |
|
1.000 |
1.1219 |
|
1.618 |
1.1160 |
|
2.618 |
1.1064 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1377 |
1.1384 |
| PP |
1.1370 |
1.1383 |
| S1 |
1.1362 |
1.1382 |
|