CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1055 |
1.1067 |
0.0012 |
0.1% |
1.1152 |
| High |
1.1086 |
1.1103 |
0.0018 |
0.2% |
1.1161 |
| Low |
1.1023 |
1.0948 |
-0.0075 |
-0.7% |
1.0948 |
| Close |
1.1077 |
1.0963 |
-0.0114 |
-1.0% |
1.0963 |
| Range |
0.0063 |
0.0155 |
0.0093 |
148.0% |
0.0213 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
3.8% |
0.0000 |
| Volume |
6,287 |
4,204 |
-2,083 |
-33.1% |
21,054 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1371 |
1.1048 |
|
| R3 |
1.1315 |
1.1216 |
1.1006 |
|
| R2 |
1.1160 |
1.1160 |
1.0991 |
|
| R1 |
1.1061 |
1.1061 |
1.0977 |
1.1033 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0991 |
| S1 |
1.0906 |
1.0906 |
1.0949 |
1.0878 |
| S2 |
1.0850 |
1.0850 |
1.0935 |
|
| S3 |
1.0695 |
1.0751 |
1.0920 |
|
| S4 |
1.0540 |
1.0596 |
1.0878 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1663 |
1.1526 |
1.1080 |
|
| R3 |
1.1450 |
1.1313 |
1.1022 |
|
| R2 |
1.1237 |
1.1237 |
1.1002 |
|
| R1 |
1.1100 |
1.1100 |
1.0983 |
1.1062 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1005 |
| S1 |
1.0887 |
1.0887 |
1.0943 |
1.0849 |
| S2 |
1.0811 |
1.0811 |
1.0924 |
|
| S3 |
1.0598 |
1.0674 |
1.0904 |
|
| S4 |
1.0385 |
1.0461 |
1.0846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1161 |
1.0948 |
0.0213 |
1.9% |
0.0096 |
0.9% |
7% |
False |
True |
4,210 |
| 10 |
1.1373 |
1.0948 |
0.0425 |
3.9% |
0.0094 |
0.9% |
4% |
False |
True |
2,878 |
| 20 |
1.1414 |
1.0854 |
0.0560 |
5.1% |
0.0113 |
1.0% |
19% |
False |
False |
2,532 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0104 |
0.9% |
31% |
False |
False |
1,528 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0104 |
0.9% |
45% |
False |
False |
1,151 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0098 |
0.9% |
45% |
False |
False |
906 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0096 |
0.9% |
39% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1762 |
|
2.618 |
1.1509 |
|
1.618 |
1.1354 |
|
1.000 |
1.1258 |
|
0.618 |
1.1199 |
|
HIGH |
1.1103 |
|
0.618 |
1.1044 |
|
0.500 |
1.1026 |
|
0.382 |
1.1007 |
|
LOW |
1.0948 |
|
0.618 |
1.0852 |
|
1.000 |
1.0793 |
|
1.618 |
1.0697 |
|
2.618 |
1.0542 |
|
4.250 |
1.0289 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1026 |
| PP |
1.1005 |
1.1005 |
| S1 |
1.0984 |
1.0984 |
|