CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1135 |
0.0017 |
0.1% |
1.1224 |
| High |
1.1178 |
1.1198 |
0.0020 |
0.2% |
1.1249 |
| Low |
1.1103 |
1.1118 |
0.0016 |
0.1% |
1.1116 |
| Close |
1.1130 |
1.1187 |
0.0057 |
0.5% |
1.1144 |
| Range |
0.0076 |
0.0080 |
0.0005 |
6.0% |
0.0134 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
210,972 |
182,534 |
-28,438 |
-13.5% |
681,650 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1377 |
1.1231 |
|
| R3 |
1.1328 |
1.1297 |
1.1209 |
|
| R2 |
1.1248 |
1.1248 |
1.1201 |
|
| R1 |
1.1217 |
1.1217 |
1.1194 |
1.1232 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1175 |
| S1 |
1.1137 |
1.1137 |
1.1179 |
1.1152 |
| S2 |
1.1088 |
1.1088 |
1.1172 |
|
| S3 |
1.1008 |
1.1057 |
1.1165 |
|
| S4 |
1.0928 |
1.0977 |
1.1143 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1490 |
1.1217 |
|
| R3 |
1.1436 |
1.1357 |
1.1180 |
|
| R2 |
1.1303 |
1.1303 |
1.1168 |
|
| R1 |
1.1223 |
1.1223 |
1.1156 |
1.1196 |
| PP |
1.1169 |
1.1169 |
1.1169 |
1.1156 |
| S1 |
1.1090 |
1.1090 |
1.1131 |
1.1063 |
| S2 |
1.1036 |
1.1036 |
1.1119 |
|
| S3 |
1.0902 |
1.0956 |
1.1107 |
|
| S4 |
1.0769 |
1.0823 |
1.1070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1222 |
1.1103 |
0.0120 |
1.1% |
0.0070 |
0.6% |
70% |
False |
False |
161,583 |
| 10 |
1.1325 |
1.1103 |
0.0222 |
2.0% |
0.0069 |
0.6% |
38% |
False |
False |
152,847 |
| 20 |
1.1544 |
1.1103 |
0.0441 |
3.9% |
0.0070 |
0.6% |
19% |
False |
False |
147,961 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0081 |
0.7% |
16% |
False |
False |
160,645 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0089 |
0.8% |
43% |
False |
False |
168,182 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0092 |
0.8% |
43% |
False |
False |
127,817 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.2% |
0.0094 |
0.8% |
45% |
False |
False |
102,416 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.8% |
0.0094 |
0.8% |
49% |
False |
False |
85,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1407 |
|
1.618 |
1.1327 |
|
1.000 |
1.1278 |
|
0.618 |
1.1247 |
|
HIGH |
1.1198 |
|
0.618 |
1.1167 |
|
0.500 |
1.1158 |
|
0.382 |
1.1149 |
|
LOW |
1.1118 |
|
0.618 |
1.1069 |
|
1.000 |
1.1038 |
|
1.618 |
1.0989 |
|
2.618 |
1.0909 |
|
4.250 |
1.0778 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1177 |
1.1176 |
| PP |
1.1168 |
1.1165 |
| S1 |
1.1158 |
1.1154 |
|