CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0974 |
1.0985 |
0.0011 |
0.1% |
1.0907 |
| High |
1.0976 |
1.1019 |
0.0043 |
0.4% |
1.0993 |
| Low |
1.0852 |
1.0899 |
0.0047 |
0.4% |
1.0762 |
| Close |
1.0952 |
1.0921 |
-0.0031 |
-0.3% |
1.0952 |
| Range |
0.0124 |
0.0120 |
-0.0005 |
-3.6% |
0.0231 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
1.2% |
0.0000 |
| Volume |
360 |
418 |
58 |
16.1% |
2,553 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1305 |
1.1232 |
1.0987 |
|
| R3 |
1.1185 |
1.1113 |
1.0954 |
|
| R2 |
1.1066 |
1.1066 |
1.0943 |
|
| R1 |
1.0993 |
1.0993 |
1.0932 |
1.0970 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0934 |
| S1 |
1.0874 |
1.0874 |
1.0910 |
1.0850 |
| S2 |
1.0827 |
1.0827 |
1.0899 |
|
| S3 |
1.0707 |
1.0754 |
1.0888 |
|
| S4 |
1.0588 |
1.0635 |
1.0855 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1505 |
1.1079 |
|
| R3 |
1.1364 |
1.1274 |
1.1016 |
|
| R2 |
1.1133 |
1.1133 |
1.0994 |
|
| R1 |
1.1043 |
1.1043 |
1.0973 |
1.1088 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0925 |
| S1 |
1.0812 |
1.0812 |
1.0931 |
1.0857 |
| S2 |
1.0671 |
1.0671 |
1.0910 |
|
| S3 |
1.0440 |
1.0581 |
1.0888 |
|
| S4 |
1.0209 |
1.0350 |
1.0825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1019 |
1.0762 |
0.0257 |
2.3% |
0.0121 |
1.1% |
62% |
True |
False |
450 |
| 10 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0099 |
0.9% |
56% |
False |
False |
383 |
| 20 |
1.1114 |
1.0762 |
0.0352 |
3.2% |
0.0094 |
0.9% |
45% |
False |
False |
399 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0096 |
0.9% |
63% |
False |
False |
330 |
| 60 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0094 |
0.9% |
35% |
False |
False |
248 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0094 |
0.9% |
35% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1331 |
|
1.618 |
1.1212 |
|
1.000 |
1.1138 |
|
0.618 |
1.1092 |
|
HIGH |
1.1019 |
|
0.618 |
1.0973 |
|
0.500 |
1.0959 |
|
0.382 |
1.0945 |
|
LOW |
1.0899 |
|
0.618 |
1.0825 |
|
1.000 |
1.0780 |
|
1.618 |
1.0706 |
|
2.618 |
1.0586 |
|
4.250 |
1.0391 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0959 |
1.0921 |
| PP |
1.0946 |
1.0921 |
| S1 |
1.0934 |
1.0920 |
|