CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1184 |
1.1231 |
0.0047 |
0.4% |
1.0868 |
| High |
1.1255 |
1.1380 |
0.0126 |
1.1% |
1.1278 |
| Low |
1.1130 |
1.1210 |
0.0080 |
0.7% |
1.0868 |
| Close |
1.1253 |
1.1329 |
0.0076 |
0.7% |
1.1186 |
| Range |
0.0125 |
0.0171 |
0.0046 |
36.4% |
0.0410 |
| ATR |
0.0110 |
0.0114 |
0.0004 |
4.0% |
0.0000 |
| Volume |
3,822 |
5,404 |
1,582 |
41.4% |
7,296 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1744 |
1.1422 |
|
| R3 |
1.1647 |
1.1573 |
1.1375 |
|
| R2 |
1.1477 |
1.1477 |
1.1360 |
|
| R1 |
1.1403 |
1.1403 |
1.1344 |
1.1440 |
| PP |
1.1306 |
1.1306 |
1.1306 |
1.1325 |
| S1 |
1.1232 |
1.1232 |
1.1313 |
1.1269 |
| S2 |
1.1136 |
1.1136 |
1.1297 |
|
| S3 |
1.0965 |
1.1062 |
1.1282 |
|
| S4 |
1.0795 |
1.0891 |
1.1235 |
|
|
| 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 |
1.1380 |
1.0946 |
0.0435 |
3.8% |
0.0165 |
1.5% |
88% |
True |
False |
3,067 |
| 10 |
1.1380 |
1.0854 |
0.0526 |
4.6% |
0.0123 |
1.1% |
90% |
True |
False |
1,948 |
| 20 |
1.1380 |
1.0827 |
0.0554 |
4.9% |
0.0106 |
0.9% |
91% |
True |
False |
1,237 |
| 40 |
1.1380 |
1.0762 |
0.0618 |
5.5% |
0.0100 |
0.9% |
92% |
True |
False |
818 |
| 60 |
1.1380 |
1.0588 |
0.0792 |
7.0% |
0.0099 |
0.9% |
93% |
True |
False |
632 |
| 80 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0097 |
0.9% |
78% |
False |
False |
495 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0097 |
0.9% |
78% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2105 |
|
2.618 |
1.1826 |
|
1.618 |
1.1656 |
|
1.000 |
1.1551 |
|
0.618 |
1.1485 |
|
HIGH |
1.1380 |
|
0.618 |
1.1315 |
|
0.500 |
1.1295 |
|
0.382 |
1.1275 |
|
LOW |
1.1210 |
|
0.618 |
1.1104 |
|
1.000 |
1.1039 |
|
1.618 |
1.0934 |
|
2.618 |
1.0763 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1317 |
1.1304 |
| PP |
1.1306 |
1.1279 |
| S1 |
1.1295 |
1.1255 |
|