CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1152 |
1.1063 |
-0.0089 |
-0.8% |
1.1265 |
| High |
1.1161 |
1.1086 |
-0.0075 |
-0.7% |
1.1276 |
| Low |
1.1041 |
1.1028 |
-0.0013 |
-0.1% |
1.1100 |
| Close |
1.1063 |
1.1046 |
-0.0017 |
-0.1% |
1.1173 |
| Range |
0.0120 |
0.0058 |
-0.0062 |
-51.7% |
0.0176 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
1,371 |
2,561 |
1,190 |
86.8% |
6,404 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1195 |
1.1078 |
|
| R3 |
1.1169 |
1.1137 |
1.1062 |
|
| R2 |
1.1111 |
1.1111 |
1.1057 |
|
| R1 |
1.1079 |
1.1079 |
1.1051 |
1.1066 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1047 |
| S1 |
1.1021 |
1.1021 |
1.1041 |
1.1008 |
| S2 |
1.0995 |
1.0995 |
1.1035 |
|
| S3 |
1.0937 |
1.0963 |
1.1030 |
|
| S4 |
1.0879 |
1.0905 |
1.1014 |
|
|
| 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 |
1.1216 |
1.1028 |
0.0188 |
1.7% |
0.0080 |
0.7% |
10% |
False |
True |
1,616 |
| 10 |
1.1414 |
1.1028 |
0.0386 |
3.5% |
0.0104 |
0.9% |
5% |
False |
True |
2,146 |
| 20 |
1.1414 |
1.0854 |
0.0560 |
5.1% |
0.0108 |
1.0% |
34% |
False |
False |
1,795 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0101 |
0.9% |
44% |
False |
False |
1,119 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0102 |
0.9% |
55% |
False |
False |
871 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0099 |
0.9% |
55% |
False |
False |
694 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
48% |
False |
False |
561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1333 |
|
2.618 |
1.1238 |
|
1.618 |
1.1180 |
|
1.000 |
1.1144 |
|
0.618 |
1.1122 |
|
HIGH |
1.1086 |
|
0.618 |
1.1064 |
|
0.500 |
1.1057 |
|
0.382 |
1.1050 |
|
LOW |
1.1028 |
|
0.618 |
1.0992 |
|
1.000 |
1.0970 |
|
1.618 |
1.0934 |
|
2.618 |
1.0876 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1057 |
1.1102 |
| PP |
1.1053 |
1.1083 |
| S1 |
1.1050 |
1.1065 |
|