CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1486 |
1.1103 |
-0.0383 |
-3.3% |
1.1390 |
| High |
1.1486 |
1.1142 |
-0.0344 |
-3.0% |
1.1498 |
| Low |
1.0994 |
1.1038 |
0.0045 |
0.4% |
1.0994 |
| Close |
1.1193 |
1.1072 |
-0.0121 |
-1.1% |
1.1193 |
| Range |
0.0492 |
0.0104 |
-0.0389 |
-79.0% |
0.0505 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.7% |
0.0000 |
| Volume |
1,475 |
342 |
-1,133 |
-76.8% |
7,039 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1337 |
1.1129 |
|
| R3 |
1.1291 |
1.1233 |
1.1100 |
|
| R2 |
1.1187 |
1.1187 |
1.1091 |
|
| R1 |
1.1130 |
1.1130 |
1.1081 |
1.1107 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1072 |
| S1 |
1.1026 |
1.1026 |
1.1063 |
1.1003 |
| S2 |
1.0980 |
1.0980 |
1.1053 |
|
| S3 |
1.0877 |
1.0923 |
1.1044 |
|
| S4 |
1.0773 |
1.0819 |
1.1015 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2742 |
1.2472 |
1.1470 |
|
| R3 |
1.2237 |
1.1967 |
1.1331 |
|
| R2 |
1.1733 |
1.1733 |
1.1285 |
|
| R1 |
1.1463 |
1.1463 |
1.1239 |
1.1345 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1169 |
| S1 |
1.0958 |
1.0958 |
1.1146 |
1.0841 |
| S2 |
1.0724 |
1.0724 |
1.1100 |
|
| S3 |
1.0219 |
1.0454 |
1.1054 |
|
| S4 |
0.9715 |
0.9949 |
1.0915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0177 |
1.6% |
16% |
False |
False |
1,202 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0138 |
1.2% |
16% |
False |
False |
1,088 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.6% |
0.0106 |
1.0% |
16% |
False |
False |
647 |
| 40 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0077 |
0.7% |
11% |
False |
False |
346 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0063 |
0.6% |
11% |
False |
False |
237 |
| 80 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0061 |
0.6% |
18% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1412 |
|
1.618 |
1.1309 |
|
1.000 |
1.1245 |
|
0.618 |
1.1205 |
|
HIGH |
1.1142 |
|
0.618 |
1.1102 |
|
0.500 |
1.1090 |
|
0.382 |
1.1078 |
|
LOW |
1.1038 |
|
0.618 |
1.0974 |
|
1.000 |
1.0935 |
|
1.618 |
1.0871 |
|
2.618 |
1.0767 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1090 |
1.1246 |
| PP |
1.1084 |
1.1188 |
| S1 |
1.1078 |
1.1130 |
|