CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1368 |
1.1360 |
-0.0008 |
-0.1% |
1.1118 |
| High |
1.1395 |
1.1383 |
-0.0013 |
-0.1% |
1.1377 |
| Low |
1.1328 |
1.1341 |
0.0013 |
0.1% |
1.1103 |
| Close |
1.1376 |
1.1365 |
-0.0012 |
-0.1% |
1.1348 |
| Range |
0.0067 |
0.0042 |
-0.0025 |
-37.3% |
0.0275 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
196,056 |
174,732 |
-21,324 |
-10.9% |
840,671 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1469 |
1.1388 |
|
| R3 |
1.1447 |
1.1427 |
1.1376 |
|
| R2 |
1.1405 |
1.1405 |
1.1372 |
|
| R1 |
1.1385 |
1.1385 |
1.1368 |
1.1395 |
| PP |
1.1363 |
1.1363 |
1.1363 |
1.1368 |
| S1 |
1.1343 |
1.1343 |
1.1361 |
1.1353 |
| S2 |
1.1321 |
1.1321 |
1.1357 |
|
| S3 |
1.1279 |
1.1301 |
1.1353 |
|
| S4 |
1.1237 |
1.1259 |
1.1341 |
|
|
| 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 |
1.1395 |
1.1118 |
0.0277 |
2.4% |
0.0100 |
0.9% |
89% |
False |
False |
200,097 |
| 10 |
1.1395 |
1.1103 |
0.0293 |
2.6% |
0.0087 |
0.8% |
90% |
False |
False |
178,212 |
| 20 |
1.1458 |
1.1103 |
0.0355 |
3.1% |
0.0075 |
0.7% |
74% |
False |
False |
155,145 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.6% |
0.0082 |
0.7% |
50% |
False |
False |
162,107 |
| 60 |
1.1631 |
1.1088 |
0.0543 |
4.8% |
0.0084 |
0.7% |
51% |
False |
False |
167,266 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0090 |
0.8% |
66% |
False |
False |
137,871 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0094 |
0.8% |
67% |
False |
False |
110,580 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0094 |
0.8% |
69% |
False |
False |
92,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1561 |
|
2.618 |
1.1492 |
|
1.618 |
1.1450 |
|
1.000 |
1.1425 |
|
0.618 |
1.1408 |
|
HIGH |
1.1383 |
|
0.618 |
1.1366 |
|
0.500 |
1.1362 |
|
0.382 |
1.1357 |
|
LOW |
1.1341 |
|
0.618 |
1.1315 |
|
1.000 |
1.1299 |
|
1.618 |
1.1273 |
|
2.618 |
1.1231 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1332 |
| PP |
1.1363 |
1.1300 |
| S1 |
1.1362 |
1.1267 |
|