CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1184 |
-0.0060 |
-0.5% |
1.0868 |
| High |
1.1278 |
1.1255 |
-0.0024 |
-0.2% |
1.1278 |
| Low |
1.1149 |
1.1130 |
-0.0020 |
-0.2% |
1.0868 |
| Close |
1.1186 |
1.1253 |
0.0068 |
0.6% |
1.1186 |
| Range |
0.0129 |
0.0125 |
-0.0004 |
-3.1% |
0.0410 |
| ATR |
0.0108 |
0.0110 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,105 |
3,822 |
2,717 |
245.9% |
7,296 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1545 |
1.1322 |
|
| R3 |
1.1462 |
1.1420 |
1.1287 |
|
| R2 |
1.1337 |
1.1337 |
1.1276 |
|
| R1 |
1.1295 |
1.1295 |
1.1264 |
1.1316 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1223 |
| S1 |
1.1170 |
1.1170 |
1.1242 |
1.1191 |
| S2 |
1.1087 |
1.1087 |
1.1230 |
|
| S3 |
1.0962 |
1.1045 |
1.1219 |
|
| S4 |
1.0837 |
1.0920 |
1.1184 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2341 |
1.2173 |
1.1411 |
|
| R3 |
1.1931 |
1.1763 |
1.1298 |
|
| R2 |
1.1521 |
1.1521 |
1.1261 |
|
| R1 |
1.1353 |
1.1353 |
1.1223 |
1.1437 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1152 |
| S1 |
1.0943 |
1.0943 |
1.1148 |
1.1027 |
| S2 |
1.0701 |
1.0701 |
1.1110 |
|
| S3 |
1.0291 |
1.0533 |
1.1073 |
|
| S4 |
0.9881 |
1.0123 |
1.0960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1278 |
1.0929 |
0.0349 |
3.1% |
0.0141 |
1.2% |
93% |
False |
False |
2,144 |
| 10 |
1.1278 |
1.0854 |
0.0424 |
3.8% |
0.0112 |
1.0% |
94% |
False |
False |
1,445 |
| 20 |
1.1278 |
1.0827 |
0.0452 |
4.0% |
0.0103 |
0.9% |
94% |
False |
False |
987 |
| 40 |
1.1278 |
1.0762 |
0.0516 |
4.6% |
0.0097 |
0.9% |
95% |
False |
False |
691 |
| 60 |
1.1278 |
1.0588 |
0.0690 |
6.1% |
0.0097 |
0.9% |
96% |
False |
False |
542 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0096 |
0.9% |
70% |
False |
False |
428 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0096 |
0.9% |
70% |
False |
False |
348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1786 |
|
2.618 |
1.1582 |
|
1.618 |
1.1457 |
|
1.000 |
1.1380 |
|
0.618 |
1.1332 |
|
HIGH |
1.1255 |
|
0.618 |
1.1207 |
|
0.500 |
1.1192 |
|
0.382 |
1.1177 |
|
LOW |
1.1130 |
|
0.618 |
1.1052 |
|
1.000 |
1.1005 |
|
1.618 |
1.0927 |
|
2.618 |
1.0802 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1234 |
| PP |
1.1212 |
1.1214 |
| S1 |
1.1192 |
1.1195 |
|