CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.0868 |
-0.0114 |
-1.0% |
1.0836 |
| High |
1.0982 |
1.0950 |
-0.0032 |
-0.3% |
1.1009 |
| Low |
1.0854 |
1.0868 |
0.0014 |
0.1% |
1.0836 |
| Close |
1.0870 |
1.0935 |
0.0065 |
0.6% |
1.0870 |
| Range |
0.0128 |
0.0082 |
-0.0046 |
-35.9% |
0.0173 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
943 |
397 |
-546 |
-57.9% |
3,580 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1131 |
1.0980 |
|
| R3 |
1.1082 |
1.1049 |
1.0957 |
|
| R2 |
1.1000 |
1.1000 |
1.0950 |
|
| R1 |
1.0967 |
1.0967 |
1.0942 |
1.0983 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0926 |
| S1 |
1.0885 |
1.0885 |
1.0927 |
1.0901 |
| S2 |
1.0836 |
1.0836 |
1.0919 |
|
| S3 |
1.0754 |
1.0803 |
1.0912 |
|
| S4 |
1.0672 |
1.0721 |
1.0889 |
|
|
| 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 |
1.0854 |
0.0155 |
1.4% |
0.0083 |
0.8% |
52% |
False |
False |
745 |
| 10 |
1.1020 |
1.0827 |
0.0193 |
1.8% |
0.0086 |
0.8% |
56% |
False |
False |
624 |
| 20 |
1.1030 |
1.0762 |
0.0268 |
2.5% |
0.0100 |
0.9% |
64% |
False |
False |
579 |
| 40 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0101 |
0.9% |
66% |
False |
False |
482 |
| 60 |
1.1114 |
1.0588 |
0.0526 |
4.8% |
0.0095 |
0.9% |
66% |
False |
False |
383 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0092 |
0.8% |
36% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1299 |
|
2.618 |
1.1165 |
|
1.618 |
1.1083 |
|
1.000 |
1.1032 |
|
0.618 |
1.1001 |
|
HIGH |
1.0950 |
|
0.618 |
1.0919 |
|
0.500 |
1.0909 |
|
0.382 |
1.0899 |
|
LOW |
1.0868 |
|
0.618 |
1.0817 |
|
1.000 |
1.0786 |
|
1.618 |
1.0735 |
|
2.618 |
1.0653 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0933 |
| PP |
1.0918 |
1.0932 |
| S1 |
1.0909 |
1.0931 |
|