CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1359 |
-0.0001 |
0.0% |
1.1118 |
| High |
1.1383 |
1.1413 |
0.0031 |
0.3% |
1.1377 |
| Low |
1.1341 |
1.1357 |
0.0016 |
0.1% |
1.1103 |
| Close |
1.1365 |
1.1399 |
0.0035 |
0.3% |
1.1348 |
| Range |
0.0042 |
0.0057 |
0.0015 |
34.5% |
0.0275 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
174,732 |
233,598 |
58,866 |
33.7% |
840,671 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1536 |
1.1430 |
|
| R3 |
1.1503 |
1.1479 |
1.1415 |
|
| R2 |
1.1446 |
1.1446 |
1.1409 |
|
| R1 |
1.1423 |
1.1423 |
1.1404 |
1.1434 |
| PP |
1.1390 |
1.1390 |
1.1390 |
1.1395 |
| S1 |
1.1366 |
1.1366 |
1.1394 |
1.1378 |
| S2 |
1.1333 |
1.1333 |
1.1389 |
|
| S3 |
1.1277 |
1.1310 |
1.1383 |
|
| S4 |
1.1220 |
1.1253 |
1.1368 |
|
|
| 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 |
1.1413 |
1.1140 |
0.0274 |
2.4% |
0.0096 |
0.8% |
95% |
True |
False |
210,310 |
| 10 |
1.1413 |
1.1103 |
0.0311 |
2.7% |
0.0083 |
0.7% |
95% |
True |
False |
185,946 |
| 20 |
1.1458 |
1.1103 |
0.0355 |
3.1% |
0.0075 |
0.7% |
84% |
False |
False |
160,540 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.6% |
0.0080 |
0.7% |
56% |
False |
False |
163,393 |
| 60 |
1.1631 |
1.1088 |
0.0543 |
4.8% |
0.0084 |
0.7% |
57% |
False |
False |
168,561 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0090 |
0.8% |
70% |
False |
False |
140,774 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0094 |
0.8% |
71% |
False |
False |
112,910 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0093 |
0.8% |
73% |
False |
False |
94,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1653 |
|
2.618 |
1.1561 |
|
1.618 |
1.1504 |
|
1.000 |
1.1470 |
|
0.618 |
1.1448 |
|
HIGH |
1.1413 |
|
0.618 |
1.1391 |
|
0.500 |
1.1385 |
|
0.382 |
1.1378 |
|
LOW |
1.1357 |
|
0.618 |
1.1322 |
|
1.000 |
1.1300 |
|
1.618 |
1.1265 |
|
2.618 |
1.1209 |
|
4.250 |
1.1116 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1394 |
1.1390 |
| PP |
1.1390 |
1.1380 |
| S1 |
1.1385 |
1.1371 |
|