CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0800 |
-0.0077 |
-0.7% |
1.1024 |
| High |
1.0882 |
1.0845 |
-0.0037 |
-0.3% |
1.1046 |
| Low |
1.0762 |
1.0772 |
0.0010 |
0.1% |
1.0905 |
| Close |
1.0794 |
1.0837 |
0.0043 |
0.4% |
1.0917 |
| Range |
0.0120 |
0.0073 |
-0.0047 |
-39.2% |
0.0141 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
705 |
331 |
-374 |
-53.0% |
862 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.1010 |
1.0877 |
|
| R3 |
1.0964 |
1.0937 |
1.0857 |
|
| R2 |
1.0891 |
1.0891 |
1.0850 |
|
| R1 |
1.0864 |
1.0864 |
1.0844 |
1.0878 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0825 |
| S1 |
1.0791 |
1.0791 |
1.0830 |
1.0805 |
| S2 |
1.0745 |
1.0745 |
1.0824 |
|
| S3 |
1.0672 |
1.0718 |
1.0817 |
|
| S4 |
1.0599 |
1.0645 |
1.0797 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1289 |
1.0995 |
|
| R3 |
1.1238 |
1.1148 |
1.0956 |
|
| R2 |
1.1097 |
1.1097 |
1.0943 |
|
| R1 |
1.1007 |
1.1007 |
1.0930 |
1.0982 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0943 |
| S1 |
1.0866 |
1.0866 |
1.0904 |
1.0841 |
| S2 |
1.0815 |
1.0815 |
1.0891 |
|
| S3 |
1.0674 |
1.0725 |
1.0878 |
|
| S4 |
1.0533 |
1.0584 |
1.0839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0993 |
1.0762 |
0.0231 |
2.1% |
0.0093 |
0.9% |
32% |
False |
False |
401 |
| 10 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0079 |
0.7% |
26% |
False |
False |
334 |
| 20 |
1.1114 |
1.0762 |
0.0352 |
3.2% |
0.0089 |
0.8% |
21% |
False |
False |
379 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.9% |
0.0091 |
0.8% |
47% |
False |
False |
318 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0090 |
0.8% |
26% |
False |
False |
228 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0092 |
0.8% |
26% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1155 |
|
2.618 |
1.1036 |
|
1.618 |
1.0963 |
|
1.000 |
1.0918 |
|
0.618 |
1.0890 |
|
HIGH |
1.0845 |
|
0.618 |
1.0817 |
|
0.500 |
1.0809 |
|
0.382 |
1.0800 |
|
LOW |
1.0772 |
|
0.618 |
1.0727 |
|
1.000 |
1.0699 |
|
1.618 |
1.0654 |
|
2.618 |
1.0581 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0878 |
| PP |
1.0818 |
1.0864 |
| S1 |
1.0809 |
1.0851 |
|