CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1357 |
1.1265 |
-0.0093 |
-0.8% |
1.1184 |
| High |
1.1373 |
1.1276 |
-0.0097 |
-0.9% |
1.1414 |
| Low |
1.1255 |
1.1164 |
-0.0091 |
-0.8% |
1.1130 |
| Close |
1.1296 |
1.1183 |
-0.0113 |
-1.0% |
1.1296 |
| Range |
0.0118 |
0.0112 |
-0.0006 |
-5.1% |
0.0284 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,325 |
2,254 |
929 |
70.1% |
14,953 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1543 |
1.1475 |
1.1244 |
|
| R3 |
1.1431 |
1.1363 |
1.1213 |
|
| R2 |
1.1319 |
1.1319 |
1.1203 |
|
| R1 |
1.1251 |
1.1251 |
1.1193 |
1.1229 |
| PP |
1.1207 |
1.1207 |
1.1207 |
1.1196 |
| S1 |
1.1139 |
1.1139 |
1.1172 |
1.1117 |
| S2 |
1.1095 |
1.1095 |
1.1162 |
|
| S3 |
1.0983 |
1.1027 |
1.1152 |
|
| S4 |
1.0871 |
1.0915 |
1.1121 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.1998 |
1.1452 |
|
| R3 |
1.1848 |
1.1714 |
1.1374 |
|
| R2 |
1.1564 |
1.1564 |
1.1348 |
|
| R1 |
1.1430 |
1.1430 |
1.1322 |
1.1497 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1313 |
| S1 |
1.1146 |
1.1146 |
1.1269 |
1.1213 |
| S2 |
1.0996 |
1.0996 |
1.1243 |
|
| S3 |
1.0712 |
1.0862 |
1.1217 |
|
| S4 |
1.0428 |
1.0578 |
1.1139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1414 |
1.1164 |
0.0250 |
2.2% |
0.0128 |
1.1% |
8% |
False |
True |
2,677 |
| 10 |
1.1414 |
1.0929 |
0.0485 |
4.3% |
0.0134 |
1.2% |
52% |
False |
False |
2,410 |
| 20 |
1.1414 |
1.0827 |
0.0587 |
5.2% |
0.0110 |
1.0% |
61% |
False |
False |
1,517 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0100 |
0.9% |
65% |
False |
False |
962 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0101 |
0.9% |
72% |
False |
False |
757 |
| 80 |
1.1421 |
1.0588 |
0.0833 |
7.4% |
0.0099 |
0.9% |
71% |
False |
False |
594 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0096 |
0.9% |
62% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1752 |
|
2.618 |
1.1569 |
|
1.618 |
1.1457 |
|
1.000 |
1.1388 |
|
0.618 |
1.1345 |
|
HIGH |
1.1276 |
|
0.618 |
1.1233 |
|
0.500 |
1.1220 |
|
0.382 |
1.1206 |
|
LOW |
1.1164 |
|
0.618 |
1.1094 |
|
1.000 |
1.1052 |
|
1.618 |
1.0982 |
|
2.618 |
1.0870 |
|
4.250 |
1.0688 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1220 |
1.1289 |
| PP |
1.1207 |
1.1253 |
| S1 |
1.1195 |
1.1218 |
|