CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1103 |
1.1106 |
0.0003 |
0.0% |
1.1390 |
| High |
1.1142 |
1.1178 |
0.0037 |
0.3% |
1.1498 |
| Low |
1.1038 |
1.1106 |
0.0068 |
0.6% |
1.0994 |
| Close |
1.1072 |
1.1117 |
0.0045 |
0.4% |
1.1193 |
| Range |
0.0104 |
0.0073 |
-0.0031 |
-30.0% |
0.0505 |
| ATR |
0.0115 |
0.0115 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
342 |
250 |
-92 |
-26.9% |
7,039 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1306 |
1.1156 |
|
| R3 |
1.1278 |
1.1234 |
1.1136 |
|
| R2 |
1.1206 |
1.1206 |
1.1130 |
|
| R1 |
1.1161 |
1.1161 |
1.1123 |
1.1184 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1145 |
| S1 |
1.1089 |
1.1089 |
1.1110 |
1.1111 |
| S2 |
1.1061 |
1.1061 |
1.1103 |
|
| S3 |
1.0988 |
1.1016 |
1.1097 |
|
| S4 |
1.0916 |
1.0944 |
1.1077 |
|
|
| 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 |
4.5% |
0.0172 |
1.5% |
24% |
False |
False |
855 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0136 |
1.2% |
24% |
False |
False |
1,012 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0107 |
1.0% |
24% |
False |
False |
657 |
| 40 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0077 |
0.7% |
17% |
False |
False |
351 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.4% |
0.0063 |
0.6% |
17% |
False |
False |
241 |
| 80 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0061 |
0.5% |
24% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1486 |
|
2.618 |
1.1368 |
|
1.618 |
1.1295 |
|
1.000 |
1.1251 |
|
0.618 |
1.1223 |
|
HIGH |
1.1178 |
|
0.618 |
1.1150 |
|
0.500 |
1.1142 |
|
0.382 |
1.1133 |
|
LOW |
1.1106 |
|
0.618 |
1.1061 |
|
1.000 |
1.1033 |
|
1.618 |
1.0988 |
|
2.618 |
1.0916 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1142 |
1.1240 |
| PP |
1.1133 |
1.1199 |
| S1 |
1.1125 |
1.1158 |
|