CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1063 |
1.1061 |
-0.0002 |
0.0% |
1.1265 |
| High |
1.1086 |
1.1082 |
-0.0004 |
0.0% |
1.1276 |
| Low |
1.1028 |
1.0996 |
-0.0032 |
-0.3% |
1.1100 |
| Close |
1.1046 |
1.1051 |
0.0005 |
0.0% |
1.1173 |
| Range |
0.0058 |
0.0086 |
0.0028 |
48.3% |
0.0176 |
| ATR |
0.0106 |
0.0104 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
2,561 |
6,631 |
4,070 |
158.9% |
6,404 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1301 |
1.1262 |
1.1098 |
|
| R3 |
1.1215 |
1.1176 |
1.1074 |
|
| R2 |
1.1129 |
1.1129 |
1.1066 |
|
| R1 |
1.1090 |
1.1090 |
1.1058 |
1.1066 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1031 |
| S1 |
1.1004 |
1.1004 |
1.1043 |
1.0980 |
| S2 |
1.0957 |
1.0957 |
1.1035 |
|
| S3 |
1.0871 |
1.0918 |
1.1027 |
|
| S4 |
1.0785 |
1.0832 |
1.1003 |
|
|
| 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 |
1.1186 |
1.0996 |
0.0190 |
1.7% |
0.0083 |
0.8% |
29% |
False |
True |
2,639 |
| 10 |
1.1414 |
1.0996 |
0.0418 |
3.8% |
0.0096 |
0.9% |
13% |
False |
True |
2,269 |
| 20 |
1.1414 |
1.0854 |
0.0560 |
5.1% |
0.0110 |
1.0% |
35% |
False |
False |
2,108 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0102 |
0.9% |
44% |
False |
False |
1,281 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0102 |
0.9% |
56% |
False |
False |
980 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0097 |
0.9% |
56% |
False |
False |
775 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
49% |
False |
False |
627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1307 |
|
1.618 |
1.1221 |
|
1.000 |
1.1168 |
|
0.618 |
1.1135 |
|
HIGH |
1.1082 |
|
0.618 |
1.1049 |
|
0.500 |
1.1039 |
|
0.382 |
1.1029 |
|
LOW |
1.0996 |
|
0.618 |
1.0943 |
|
1.000 |
1.0910 |
|
1.618 |
1.0857 |
|
2.618 |
1.0771 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1079 |
| PP |
1.1043 |
1.1069 |
| S1 |
1.1039 |
1.1060 |
|