CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1148 |
1.1152 |
0.0004 |
0.0% |
1.1265 |
| High |
1.1175 |
1.1161 |
-0.0014 |
-0.1% |
1.1276 |
| Low |
1.1100 |
1.1041 |
-0.0059 |
-0.5% |
1.1100 |
| Close |
1.1173 |
1.1063 |
-0.0111 |
-1.0% |
1.1173 |
| Range |
0.0075 |
0.0120 |
0.0045 |
60.0% |
0.0176 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.6% |
0.0000 |
| Volume |
1,319 |
1,371 |
52 |
3.9% |
6,404 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1375 |
1.1129 |
|
| R3 |
1.1328 |
1.1255 |
1.1096 |
|
| R2 |
1.1208 |
1.1208 |
1.1085 |
|
| R1 |
1.1135 |
1.1135 |
1.1074 |
1.1112 |
| PP |
1.1088 |
1.1088 |
1.1088 |
1.1076 |
| S1 |
1.1015 |
1.1015 |
1.1052 |
1.0992 |
| S2 |
1.0968 |
1.0968 |
1.1041 |
|
| S3 |
1.0848 |
1.0895 |
1.1030 |
|
| S4 |
1.0728 |
1.0775 |
1.0997 |
|
|
| 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 |
1.1276 |
1.1041 |
0.0235 |
2.1% |
0.0091 |
0.8% |
9% |
False |
True |
1,555 |
| 10 |
1.1414 |
1.1041 |
0.0373 |
3.4% |
0.0111 |
1.0% |
6% |
False |
True |
2,272 |
| 20 |
1.1414 |
1.0836 |
0.0578 |
5.2% |
0.0108 |
1.0% |
39% |
False |
False |
1,680 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0101 |
0.9% |
46% |
False |
False |
1,065 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0102 |
0.9% |
57% |
False |
False |
829 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0098 |
0.9% |
57% |
False |
False |
662 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
50% |
False |
False |
535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1475 |
|
1.618 |
1.1355 |
|
1.000 |
1.1281 |
|
0.618 |
1.1235 |
|
HIGH |
1.1161 |
|
0.618 |
1.1115 |
|
0.500 |
1.1101 |
|
0.382 |
1.1087 |
|
LOW |
1.1041 |
|
0.618 |
1.0967 |
|
1.000 |
1.0921 |
|
1.618 |
1.0847 |
|
2.618 |
1.0727 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1101 |
1.1114 |
| PP |
1.1088 |
1.1097 |
| S1 |
1.1075 |
1.1080 |
|