CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1148 |
-0.0026 |
-0.2% |
1.1265 |
| High |
1.1186 |
1.1175 |
-0.0011 |
-0.1% |
1.1276 |
| Low |
1.1108 |
1.1100 |
-0.0008 |
-0.1% |
1.1100 |
| Close |
1.1135 |
1.1173 |
0.0038 |
0.3% |
1.1173 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0176 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
1,317 |
1,319 |
2 |
0.2% |
6,404 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1349 |
1.1214 |
|
| R3 |
1.1299 |
1.1274 |
1.1194 |
|
| R2 |
1.1224 |
1.1224 |
1.1187 |
|
| R1 |
1.1199 |
1.1199 |
1.1180 |
1.1212 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1156 |
| S1 |
1.1124 |
1.1124 |
1.1166 |
1.1137 |
| S2 |
1.1074 |
1.1074 |
1.1159 |
|
| S3 |
1.0999 |
1.1049 |
1.1152 |
|
| S4 |
1.0924 |
1.0974 |
1.1132 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1617 |
1.1270 |
|
| R3 |
1.1534 |
1.1441 |
1.1221 |
|
| R2 |
1.1358 |
1.1358 |
1.1205 |
|
| R1 |
1.1266 |
1.1266 |
1.1189 |
1.1224 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1162 |
| S1 |
1.1090 |
1.1090 |
1.1157 |
1.1049 |
| S2 |
1.1007 |
1.1007 |
1.1141 |
|
| S3 |
1.0832 |
1.0915 |
1.1125 |
|
| S4 |
1.0656 |
1.0739 |
1.1076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1100 |
0.0273 |
2.4% |
0.0091 |
0.8% |
27% |
False |
True |
1,545 |
| 10 |
1.1414 |
1.1100 |
0.0314 |
2.8% |
0.0112 |
1.0% |
23% |
False |
True |
2,246 |
| 20 |
1.1414 |
1.0834 |
0.0580 |
5.2% |
0.0106 |
0.9% |
58% |
False |
False |
1,635 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0100 |
0.9% |
63% |
False |
False |
1,036 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0100 |
0.9% |
71% |
False |
False |
809 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0097 |
0.9% |
71% |
False |
False |
645 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0096 |
0.9% |
61% |
False |
False |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1371 |
|
1.618 |
1.1296 |
|
1.000 |
1.1250 |
|
0.618 |
1.1221 |
|
HIGH |
1.1175 |
|
0.618 |
1.1146 |
|
0.500 |
1.1138 |
|
0.382 |
1.1129 |
|
LOW |
1.1100 |
|
0.618 |
1.1054 |
|
1.000 |
1.1025 |
|
1.618 |
1.0979 |
|
2.618 |
1.0904 |
|
4.250 |
1.0781 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1161 |
1.1168 |
| PP |
1.1149 |
1.1163 |
| S1 |
1.1138 |
1.1158 |
|