CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1191 |
1.1156 |
-0.0035 |
-0.3% |
1.1118 |
| High |
1.1224 |
1.1377 |
0.0154 |
1.4% |
1.1377 |
| Low |
1.1149 |
1.1140 |
-0.0009 |
-0.1% |
1.1103 |
| Close |
1.1153 |
1.1348 |
0.0195 |
1.7% |
1.1348 |
| Range |
0.0075 |
0.0238 |
0.0163 |
216.7% |
0.0275 |
| ATR |
0.0075 |
0.0087 |
0.0012 |
15.4% |
0.0000 |
| Volume |
168,309 |
278,856 |
110,547 |
65.7% |
840,671 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2001 |
1.1912 |
1.1479 |
|
| R3 |
1.1763 |
1.1674 |
1.1413 |
|
| R2 |
1.1526 |
1.1526 |
1.1392 |
|
| R1 |
1.1437 |
1.1437 |
1.1370 |
1.1481 |
| PP |
1.1288 |
1.1288 |
1.1288 |
1.1310 |
| S1 |
1.1199 |
1.1199 |
1.1326 |
1.1244 |
| S2 |
1.1051 |
1.1051 |
1.1304 |
|
| S3 |
1.0813 |
1.0962 |
1.1283 |
|
| S4 |
1.0576 |
1.0724 |
1.1217 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2099 |
1.1998 |
1.1499 |
|
| R3 |
1.1825 |
1.1724 |
1.1423 |
|
| R2 |
1.1550 |
1.1550 |
1.1398 |
|
| R1 |
1.1449 |
1.1449 |
1.1373 |
1.1500 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1301 |
| S1 |
1.1175 |
1.1175 |
1.1323 |
1.1225 |
| S2 |
1.1001 |
1.1001 |
1.1298 |
|
| S3 |
1.0727 |
1.0900 |
1.1273 |
|
| S4 |
1.0452 |
1.0626 |
1.1197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1377 |
1.1103 |
0.0275 |
2.4% |
0.0112 |
1.0% |
89% |
True |
False |
195,931 |
| 10 |
1.1377 |
1.1103 |
0.0275 |
2.4% |
0.0085 |
0.8% |
89% |
True |
False |
162,832 |
| 20 |
1.1498 |
1.1103 |
0.0396 |
3.5% |
0.0077 |
0.7% |
62% |
False |
False |
151,969 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0083 |
0.7% |
46% |
False |
False |
160,474 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0091 |
0.8% |
64% |
False |
False |
170,781 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0092 |
0.8% |
64% |
False |
False |
133,291 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0095 |
0.8% |
65% |
False |
False |
106,880 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0095 |
0.8% |
67% |
False |
False |
89,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2386 |
|
2.618 |
1.1999 |
|
1.618 |
1.1761 |
|
1.000 |
1.1615 |
|
0.618 |
1.1524 |
|
HIGH |
1.1377 |
|
0.618 |
1.1286 |
|
0.500 |
1.1258 |
|
0.382 |
1.1230 |
|
LOW |
1.1140 |
|
0.618 |
1.0993 |
|
1.000 |
1.0902 |
|
1.618 |
1.0755 |
|
2.618 |
1.0518 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1315 |
| PP |
1.1288 |
1.1281 |
| S1 |
1.1258 |
1.1248 |
|