CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0893 |
1.0899 |
0.0007 |
0.1% |
1.0966 |
| High |
1.0918 |
1.0960 |
0.0042 |
0.4% |
1.1020 |
| Low |
1.0863 |
1.0897 |
0.0034 |
0.3% |
1.0827 |
| Close |
1.0898 |
1.0950 |
0.0052 |
0.5% |
1.0836 |
| Range |
0.0055 |
0.0063 |
0.0008 |
14.7% |
0.0193 |
| ATR |
0.0096 |
0.0093 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
371 |
878 |
507 |
136.7% |
2,267 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1099 |
1.0984 |
|
| R3 |
1.1060 |
1.1036 |
1.0967 |
|
| R2 |
1.0998 |
1.0998 |
1.0961 |
|
| R1 |
1.0974 |
1.0974 |
1.0955 |
1.0986 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0941 |
| S1 |
1.0911 |
1.0911 |
1.0944 |
1.0923 |
| S2 |
1.0873 |
1.0873 |
1.0938 |
|
| S3 |
1.0810 |
1.0849 |
1.0932 |
|
| S4 |
1.0748 |
1.0786 |
1.0915 |
|
|
| 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 |
1.0966 |
1.0827 |
0.0139 |
1.3% |
0.0079 |
0.7% |
88% |
False |
False |
571 |
| 10 |
1.1030 |
1.0827 |
0.0204 |
1.9% |
0.0087 |
0.8% |
60% |
False |
False |
558 |
| 20 |
1.1033 |
1.0762 |
0.0271 |
2.5% |
0.0095 |
0.9% |
69% |
False |
False |
490 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0098 |
0.9% |
69% |
False |
False |
434 |
| 60 |
1.1126 |
1.0588 |
0.0538 |
4.9% |
0.0093 |
0.9% |
67% |
False |
False |
345 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
38% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1225 |
|
2.618 |
1.1123 |
|
1.618 |
1.1061 |
|
1.000 |
1.1022 |
|
0.618 |
1.0998 |
|
HIGH |
1.0960 |
|
0.618 |
1.0936 |
|
0.500 |
1.0928 |
|
0.382 |
1.0921 |
|
LOW |
1.0897 |
|
0.618 |
1.0858 |
|
1.000 |
1.0835 |
|
1.618 |
1.0796 |
|
2.618 |
1.0733 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0932 |
| PP |
1.0935 |
1.0915 |
| S1 |
1.0928 |
1.0898 |
|