CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.0982 |
0.0035 |
0.3% |
1.0836 |
| High |
1.1009 |
1.0982 |
-0.0027 |
-0.2% |
1.1009 |
| Low |
1.0920 |
1.0854 |
-0.0066 |
-0.6% |
1.0836 |
| Close |
1.0998 |
1.0870 |
-0.0129 |
-1.2% |
1.0870 |
| Range |
0.0089 |
0.0128 |
0.0040 |
44.6% |
0.0173 |
| ATR |
0.0093 |
0.0097 |
0.0004 |
3.9% |
0.0000 |
| Volume |
1,140 |
943 |
-197 |
-17.3% |
3,580 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1206 |
1.0940 |
|
| R3 |
1.1158 |
1.1078 |
1.0905 |
|
| R2 |
1.1030 |
1.1030 |
1.0893 |
|
| R1 |
1.0950 |
1.0950 |
1.0881 |
1.0926 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0890 |
| S1 |
1.0822 |
1.0822 |
1.0858 |
1.0798 |
| S2 |
1.0774 |
1.0774 |
1.0846 |
|
| S3 |
1.0646 |
1.0694 |
1.0834 |
|
| S4 |
1.0518 |
1.0566 |
1.0799 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1320 |
1.0965 |
|
| R3 |
1.1251 |
1.1147 |
1.0917 |
|
| R2 |
1.1078 |
1.1078 |
1.0901 |
|
| R1 |
1.0974 |
1.0974 |
1.0885 |
1.1026 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0931 |
| S1 |
1.0801 |
1.0801 |
1.0854 |
1.0853 |
| S2 |
1.0732 |
1.0732 |
1.0838 |
|
| S3 |
1.0559 |
1.0628 |
1.0822 |
|
| S4 |
1.0386 |
1.0455 |
1.0774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0836 |
0.0173 |
1.6% |
0.0080 |
0.7% |
20% |
False |
False |
716 |
| 10 |
1.1030 |
1.0827 |
0.0204 |
1.9% |
0.0091 |
0.8% |
21% |
False |
False |
680 |
| 20 |
1.1030 |
1.0762 |
0.0268 |
2.5% |
0.0100 |
0.9% |
40% |
False |
False |
568 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0101 |
0.9% |
54% |
False |
False |
482 |
| 60 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0095 |
0.9% |
54% |
False |
False |
380 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.8% |
0.0092 |
0.8% |
30% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1317 |
|
1.618 |
1.1189 |
|
1.000 |
1.1110 |
|
0.618 |
1.1061 |
|
HIGH |
1.0982 |
|
0.618 |
1.0933 |
|
0.500 |
1.0918 |
|
0.382 |
1.0903 |
|
LOW |
1.0854 |
|
0.618 |
1.0775 |
|
1.000 |
1.0726 |
|
1.618 |
1.0647 |
|
2.618 |
1.0519 |
|
4.250 |
1.0310 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0931 |
| PP |
1.0902 |
1.0911 |
| S1 |
1.0886 |
1.0890 |
|