CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0947 |
0.0048 |
0.4% |
1.0966 |
| High |
1.0960 |
1.1009 |
0.0049 |
0.4% |
1.1020 |
| Low |
1.0897 |
1.0920 |
0.0023 |
0.2% |
1.0827 |
| Close |
1.0950 |
1.0998 |
0.0049 |
0.4% |
1.0836 |
| Range |
0.0063 |
0.0089 |
0.0026 |
41.6% |
0.0193 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
878 |
1,140 |
262 |
29.8% |
2,267 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1208 |
1.1047 |
|
| R3 |
1.1153 |
1.1120 |
1.1022 |
|
| R2 |
1.1064 |
1.1064 |
1.1014 |
|
| R1 |
1.1031 |
1.1031 |
1.1006 |
1.1048 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0984 |
| S1 |
1.0943 |
1.0943 |
1.0990 |
1.0959 |
| S2 |
1.0887 |
1.0887 |
1.0982 |
|
| S3 |
1.0799 |
1.0854 |
1.0974 |
|
| S4 |
1.0710 |
1.0766 |
1.0949 |
|
|
| 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 |
1.1009 |
1.0834 |
0.0175 |
1.6% |
0.0069 |
0.6% |
94% |
True |
False |
621 |
| 10 |
1.1030 |
1.0827 |
0.0204 |
1.9% |
0.0087 |
0.8% |
84% |
False |
False |
643 |
| 20 |
1.1030 |
1.0762 |
0.0268 |
2.4% |
0.0095 |
0.9% |
88% |
False |
False |
525 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0099 |
0.9% |
78% |
False |
False |
461 |
| 60 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0093 |
0.8% |
78% |
False |
False |
364 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0091 |
0.8% |
43% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1385 |
|
2.618 |
1.1240 |
|
1.618 |
1.1152 |
|
1.000 |
1.1097 |
|
0.618 |
1.1063 |
|
HIGH |
1.1009 |
|
0.618 |
1.0975 |
|
0.500 |
1.0964 |
|
0.382 |
1.0954 |
|
LOW |
1.0920 |
|
0.618 |
1.0865 |
|
1.000 |
1.0832 |
|
1.618 |
1.0777 |
|
2.618 |
1.0688 |
|
4.250 |
1.0544 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0977 |
| PP |
1.0976 |
1.0957 |
| S1 |
1.0964 |
1.0936 |
|