CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1135 |
1.1191 |
0.0056 |
0.5% |
1.1224 |
| High |
1.1198 |
1.1224 |
0.0026 |
0.2% |
1.1249 |
| Low |
1.1118 |
1.1149 |
0.0031 |
0.3% |
1.1116 |
| Close |
1.1187 |
1.1153 |
-0.0034 |
-0.3% |
1.1144 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-6.3% |
0.0134 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0000 |
| Volume |
182,534 |
168,309 |
-14,225 |
-7.8% |
681,650 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1352 |
1.1194 |
|
| R3 |
1.1325 |
1.1277 |
1.1174 |
|
| R2 |
1.1250 |
1.1250 |
1.1167 |
|
| R1 |
1.1202 |
1.1202 |
1.1160 |
1.1188 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1168 |
| S1 |
1.1127 |
1.1127 |
1.1146 |
1.1113 |
| S2 |
1.1100 |
1.1100 |
1.1139 |
|
| S3 |
1.1025 |
1.1052 |
1.1132 |
|
| S4 |
1.0950 |
1.0977 |
1.1112 |
|
|
| 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 |
1.1224 |
1.1103 |
0.0121 |
1.1% |
0.0078 |
0.7% |
42% |
True |
False |
170,619 |
| 10 |
1.1249 |
1.1103 |
0.0147 |
1.3% |
0.0067 |
0.6% |
34% |
False |
False |
151,501 |
| 20 |
1.1507 |
1.1103 |
0.0404 |
3.6% |
0.0070 |
0.6% |
13% |
False |
False |
146,586 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0080 |
0.7% |
10% |
False |
False |
159,147 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0089 |
0.8% |
39% |
False |
False |
169,364 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0091 |
0.8% |
39% |
False |
False |
129,873 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.2% |
0.0094 |
0.8% |
41% |
False |
False |
104,096 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.8% |
0.0093 |
0.8% |
45% |
False |
False |
86,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1420 |
|
1.618 |
1.1345 |
|
1.000 |
1.1299 |
|
0.618 |
1.1270 |
|
HIGH |
1.1224 |
|
0.618 |
1.1195 |
|
0.500 |
1.1186 |
|
0.382 |
1.1177 |
|
LOW |
1.1149 |
|
0.618 |
1.1102 |
|
1.000 |
1.1074 |
|
1.618 |
1.1027 |
|
2.618 |
1.0952 |
|
4.250 |
1.0830 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1186 |
1.1163 |
| PP |
1.1175 |
1.1160 |
| S1 |
1.1164 |
1.1156 |
|