CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0985 |
1.0913 |
-0.0072 |
-0.7% |
1.0907 |
| High |
1.1019 |
1.0946 |
-0.0073 |
-0.7% |
1.0993 |
| Low |
1.0899 |
1.0872 |
-0.0028 |
-0.3% |
1.0762 |
| Close |
1.0921 |
1.0903 |
-0.0018 |
-0.2% |
1.0952 |
| Range |
0.0120 |
0.0074 |
-0.0046 |
-38.1% |
0.0231 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
418 |
556 |
138 |
33.0% |
2,553 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1090 |
1.0944 |
|
| R3 |
1.1055 |
1.1016 |
1.0923 |
|
| R2 |
1.0981 |
1.0981 |
1.0917 |
|
| R1 |
1.0942 |
1.0942 |
1.0910 |
1.0924 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0898 |
| S1 |
1.0868 |
1.0868 |
1.0896 |
1.0850 |
| S2 |
1.0833 |
1.0833 |
1.0889 |
|
| S3 |
1.0759 |
1.0794 |
1.0883 |
|
| S4 |
1.0685 |
1.0720 |
1.0862 |
|
|
| 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 |
1.0772 |
0.0247 |
2.3% |
0.0112 |
1.0% |
53% |
False |
False |
420 |
| 10 |
1.1033 |
1.0762 |
0.0271 |
2.5% |
0.0103 |
0.9% |
52% |
False |
False |
423 |
| 20 |
1.1114 |
1.0762 |
0.0352 |
3.2% |
0.0093 |
0.8% |
40% |
False |
False |
414 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0094 |
0.9% |
60% |
False |
False |
342 |
| 60 |
1.1440 |
1.0588 |
0.0852 |
7.8% |
0.0093 |
0.9% |
37% |
False |
False |
256 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0094 |
0.9% |
33% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1260 |
|
2.618 |
1.1139 |
|
1.618 |
1.1065 |
|
1.000 |
1.1020 |
|
0.618 |
1.0991 |
|
HIGH |
1.0946 |
|
0.618 |
1.0917 |
|
0.500 |
1.0909 |
|
0.382 |
1.0900 |
|
LOW |
1.0872 |
|
0.618 |
1.0826 |
|
1.000 |
1.0798 |
|
1.618 |
1.0752 |
|
2.618 |
1.0678 |
|
4.250 |
1.0557 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.0935 |
| PP |
1.0907 |
1.0925 |
| S1 |
1.0905 |
1.0914 |
|