CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1061 |
1.1055 |
-0.0007 |
-0.1% |
1.1265 |
| High |
1.1082 |
1.1086 |
0.0004 |
0.0% |
1.1276 |
| Low |
1.0996 |
1.1023 |
0.0027 |
0.2% |
1.1100 |
| Close |
1.1051 |
1.1077 |
0.0026 |
0.2% |
1.1173 |
| Range |
0.0086 |
0.0063 |
-0.0024 |
-27.3% |
0.0176 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
6,631 |
6,287 |
-344 |
-5.2% |
6,404 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1225 |
1.1111 |
|
| R3 |
1.1187 |
1.1163 |
1.1094 |
|
| R2 |
1.1124 |
1.1124 |
1.1088 |
|
| R1 |
1.1100 |
1.1100 |
1.1082 |
1.1112 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1068 |
| S1 |
1.1038 |
1.1038 |
1.1071 |
1.1050 |
| S2 |
1.0999 |
1.0999 |
1.1065 |
|
| S3 |
1.0937 |
1.0975 |
1.1059 |
|
| S4 |
1.0874 |
1.0913 |
1.1042 |
|
|
| 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 |
1.1175 |
1.0996 |
0.0179 |
1.6% |
0.0080 |
0.7% |
45% |
False |
False |
3,633 |
| 10 |
1.1414 |
1.0996 |
0.0418 |
3.8% |
0.0088 |
0.8% |
19% |
False |
False |
2,695 |
| 20 |
1.1414 |
1.0854 |
0.0560 |
5.1% |
0.0110 |
1.0% |
40% |
False |
False |
2,379 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0102 |
0.9% |
48% |
False |
False |
1,435 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0102 |
0.9% |
59% |
False |
False |
1,082 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0098 |
0.9% |
59% |
False |
False |
854 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
51% |
False |
False |
690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1351 |
|
2.618 |
1.1249 |
|
1.618 |
1.1187 |
|
1.000 |
1.1148 |
|
0.618 |
1.1124 |
|
HIGH |
1.1086 |
|
0.618 |
1.1062 |
|
0.500 |
1.1054 |
|
0.382 |
1.1047 |
|
LOW |
1.1023 |
|
0.618 |
1.0984 |
|
1.000 |
1.0961 |
|
1.618 |
1.0922 |
|
2.618 |
1.0859 |
|
4.250 |
1.0757 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1065 |
| PP |
1.1062 |
1.1053 |
| S1 |
1.1054 |
1.1041 |
|