CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0953 |
-0.0013 |
-0.1% |
1.0985 |
| High |
1.0980 |
1.1020 |
0.0040 |
0.4% |
1.1030 |
| Low |
1.0910 |
1.0920 |
0.0011 |
0.1% |
1.0854 |
| Close |
1.0971 |
1.0938 |
-0.0034 |
-0.3% |
1.0956 |
| Range |
0.0070 |
0.0100 |
0.0030 |
42.1% |
0.0176 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0000 |
| Volume |
349 |
557 |
208 |
59.6% |
2,793 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1258 |
1.1197 |
1.0992 |
|
| R3 |
1.1158 |
1.1098 |
1.0965 |
|
| R2 |
1.1059 |
1.1059 |
1.0956 |
|
| R1 |
1.0998 |
1.0998 |
1.0947 |
1.0979 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0949 |
| S1 |
1.0899 |
1.0899 |
1.0928 |
1.0879 |
| S2 |
1.0860 |
1.0860 |
1.0919 |
|
| S3 |
1.0760 |
1.0799 |
1.0910 |
|
| S4 |
1.0661 |
1.0700 |
1.0883 |
|
|
| 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% |
0.0094 |
0.9% |
47% |
False |
False |
545 |
| 10 |
1.1030 |
1.0772 |
0.0258 |
2.4% |
0.0103 |
0.9% |
64% |
False |
False |
482 |
| 20 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0091 |
0.8% |
62% |
False |
False |
398 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0096 |
0.9% |
66% |
False |
False |
382 |
| 60 |
1.1187 |
1.0588 |
0.0599 |
5.5% |
0.0094 |
0.9% |
58% |
False |
False |
301 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
37% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1442 |
|
2.618 |
1.1280 |
|
1.618 |
1.1180 |
|
1.000 |
1.1119 |
|
0.618 |
1.1081 |
|
HIGH |
1.1020 |
|
0.618 |
1.0981 |
|
0.500 |
1.0970 |
|
0.382 |
1.0958 |
|
LOW |
1.0920 |
|
0.618 |
1.0859 |
|
1.000 |
1.0821 |
|
1.618 |
1.0759 |
|
2.618 |
1.0660 |
|
4.250 |
1.0497 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.0968 |
| PP |
1.0959 |
1.0958 |
| S1 |
1.0948 |
1.0948 |
|