CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0966 |
0.0060 |
0.6% |
1.0985 |
| High |
1.1030 |
1.0980 |
-0.0051 |
-0.5% |
1.1030 |
| Low |
1.0906 |
1.0910 |
0.0004 |
0.0% |
1.0854 |
| Close |
1.0956 |
1.0971 |
0.0015 |
0.1% |
1.0956 |
| Range |
0.0124 |
0.0070 |
-0.0054 |
-43.5% |
0.0176 |
| ATR |
0.0102 |
0.0099 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
957 |
349 |
-608 |
-63.5% |
2,793 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1137 |
1.1010 |
|
| R3 |
1.1093 |
1.1067 |
1.0990 |
|
| R2 |
1.1023 |
1.1023 |
1.0984 |
|
| R1 |
1.0997 |
1.0997 |
1.0977 |
1.1010 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0960 |
| S1 |
1.0927 |
1.0927 |
1.0965 |
1.0940 |
| S2 |
1.0883 |
1.0883 |
1.0958 |
|
| S3 |
1.0813 |
1.0857 |
1.0952 |
|
| S4 |
1.0743 |
1.0787 |
1.0933 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1391 |
1.1053 |
|
| R3 |
1.1299 |
1.1215 |
1.1004 |
|
| R2 |
1.1123 |
1.1123 |
1.0988 |
|
| R1 |
1.1039 |
1.1039 |
1.0972 |
1.0993 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0924 |
| S1 |
1.0863 |
1.0863 |
1.0940 |
1.0817 |
| S2 |
1.0771 |
1.0771 |
1.0924 |
|
| S3 |
1.0595 |
1.0687 |
1.0908 |
|
| S4 |
1.0419 |
1.0511 |
1.0859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1030 |
1.0854 |
0.0176 |
1.6% |
0.0089 |
0.8% |
66% |
False |
False |
544 |
| 10 |
1.1030 |
1.0762 |
0.0268 |
2.4% |
0.0105 |
1.0% |
78% |
False |
False |
497 |
| 20 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0090 |
0.8% |
74% |
False |
False |
392 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0096 |
0.9% |
73% |
False |
False |
380 |
| 60 |
1.1400 |
1.0588 |
0.0812 |
7.4% |
0.0096 |
0.9% |
47% |
False |
False |
292 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
40% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1163 |
|
1.618 |
1.1093 |
|
1.000 |
1.1050 |
|
0.618 |
1.1023 |
|
HIGH |
1.0980 |
|
0.618 |
1.0953 |
|
0.500 |
1.0945 |
|
0.382 |
1.0936 |
|
LOW |
1.0910 |
|
0.618 |
1.0866 |
|
1.000 |
1.0840 |
|
1.618 |
1.0796 |
|
2.618 |
1.0726 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0962 |
1.0967 |
| PP |
1.0953 |
1.0962 |
| S1 |
1.0945 |
1.0958 |
|