CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0893 |
0.0057 |
0.5% |
1.0966 |
| High |
1.0902 |
1.0918 |
0.0016 |
0.1% |
1.1020 |
| Low |
1.0836 |
1.0863 |
0.0028 |
0.3% |
1.0827 |
| Close |
1.0882 |
1.0898 |
0.0016 |
0.1% |
1.0836 |
| Range |
0.0067 |
0.0055 |
-0.0012 |
-18.0% |
0.0193 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
248 |
371 |
123 |
49.6% |
2,267 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1031 |
1.0927 |
|
| R3 |
1.1002 |
1.0977 |
1.0912 |
|
| R2 |
1.0947 |
1.0947 |
1.0907 |
|
| R1 |
1.0922 |
1.0922 |
1.0902 |
1.0935 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0899 |
| S1 |
1.0868 |
1.0868 |
1.0893 |
1.0880 |
| S2 |
1.0838 |
1.0838 |
1.0888 |
|
| S3 |
1.0784 |
1.0813 |
1.0883 |
|
| S4 |
1.0729 |
1.0759 |
1.0868 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1473 |
1.1348 |
1.0942 |
|
| R3 |
1.1280 |
1.1155 |
1.0889 |
|
| R2 |
1.1087 |
1.1087 |
1.0871 |
|
| R1 |
1.0962 |
1.0962 |
1.0854 |
1.0928 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0877 |
| S1 |
1.0769 |
1.0769 |
1.0818 |
1.0735 |
| S2 |
1.0701 |
1.0701 |
1.0801 |
|
| S3 |
1.0508 |
1.0576 |
1.0783 |
|
| S4 |
1.0315 |
1.0383 |
1.0730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0827 |
0.0193 |
1.8% |
0.0087 |
0.8% |
37% |
False |
False |
507 |
| 10 |
1.1030 |
1.0827 |
0.0204 |
1.9% |
0.0088 |
0.8% |
35% |
False |
False |
526 |
| 20 |
1.1046 |
1.0762 |
0.0284 |
2.6% |
0.0094 |
0.9% |
48% |
False |
False |
454 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0098 |
0.9% |
59% |
False |
False |
416 |
| 60 |
1.1126 |
1.0588 |
0.0538 |
4.9% |
0.0093 |
0.9% |
58% |
False |
False |
331 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
33% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1149 |
|
2.618 |
1.1060 |
|
1.618 |
1.1006 |
|
1.000 |
1.0972 |
|
0.618 |
1.0951 |
|
HIGH |
1.0918 |
|
0.618 |
1.0897 |
|
0.500 |
1.0890 |
|
0.382 |
1.0884 |
|
LOW |
1.0863 |
|
0.618 |
1.0829 |
|
1.000 |
1.0809 |
|
1.618 |
1.0775 |
|
2.618 |
1.0720 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0895 |
1.0890 |
| PP |
1.0893 |
1.0883 |
| S1 |
1.0890 |
1.0876 |
|