CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0953 |
1.0936 |
-0.0017 |
-0.2% |
1.0985 |
| High |
1.1020 |
1.0966 |
-0.0054 |
-0.5% |
1.1030 |
| Low |
1.0920 |
1.0827 |
-0.0094 |
-0.9% |
1.0854 |
| Close |
1.0938 |
1.0923 |
-0.0015 |
-0.1% |
1.0956 |
| Range |
0.0100 |
0.0139 |
0.0040 |
39.7% |
0.0176 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.9% |
0.0000 |
| Volume |
557 |
891 |
334 |
60.0% |
2,793 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1262 |
1.0999 |
|
| R3 |
1.1183 |
1.1123 |
1.0961 |
|
| R2 |
1.1044 |
1.1044 |
1.0948 |
|
| R1 |
1.0984 |
1.0984 |
1.0936 |
1.0944 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0885 |
| S1 |
1.0845 |
1.0845 |
1.0910 |
1.0805 |
| S2 |
1.0766 |
1.0766 |
1.0898 |
|
| S3 |
1.0627 |
1.0706 |
1.0885 |
|
| S4 |
1.0488 |
1.0567 |
1.0847 |
|
|
| 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 |
1.0827 |
0.0204 |
1.9% |
0.0106 |
1.0% |
47% |
False |
True |
666 |
| 10 |
1.1030 |
1.0822 |
0.0208 |
1.9% |
0.0109 |
1.0% |
49% |
False |
False |
538 |
| 20 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0094 |
0.9% |
57% |
False |
False |
436 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0098 |
0.9% |
64% |
False |
False |
396 |
| 60 |
1.1142 |
1.0588 |
0.0554 |
5.1% |
0.0094 |
0.9% |
60% |
False |
False |
315 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0093 |
0.9% |
35% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1556 |
|
2.618 |
1.1329 |
|
1.618 |
1.1190 |
|
1.000 |
1.1105 |
|
0.618 |
1.1051 |
|
HIGH |
1.0966 |
|
0.618 |
1.0912 |
|
0.500 |
1.0896 |
|
0.382 |
1.0880 |
|
LOW |
1.0827 |
|
0.618 |
1.0741 |
|
1.000 |
1.0688 |
|
1.618 |
1.0602 |
|
2.618 |
1.0463 |
|
4.250 |
1.0236 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0923 |
| PP |
1.0905 |
1.0923 |
| S1 |
1.0896 |
1.0923 |
|