CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1316 |
1.1249 |
-0.0068 |
-0.6% |
1.1368 |
| High |
1.1322 |
1.1285 |
-0.0037 |
-0.3% |
1.1417 |
| Low |
1.1246 |
1.1234 |
-0.0012 |
-0.1% |
1.1246 |
| Close |
1.1261 |
1.1284 |
0.0023 |
0.2% |
1.1261 |
| Range |
0.0077 |
0.0052 |
-0.0025 |
-32.7% |
0.0171 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
128,537 |
9,962 |
-118,575 |
-92.2% |
1,003,727 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1405 |
1.1312 |
|
| R3 |
1.1371 |
1.1353 |
1.1298 |
|
| R2 |
1.1319 |
1.1319 |
1.1293 |
|
| R1 |
1.1302 |
1.1302 |
1.1289 |
1.1310 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1272 |
| S1 |
1.1250 |
1.1250 |
1.1279 |
1.1259 |
| S2 |
1.1216 |
1.1216 |
1.1275 |
|
| S3 |
1.1165 |
1.1199 |
1.1270 |
|
| S4 |
1.1113 |
1.1147 |
1.1256 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1712 |
1.1355 |
|
| R3 |
1.1650 |
1.1541 |
1.1308 |
|
| R2 |
1.1479 |
1.1479 |
1.1292 |
|
| R1 |
1.1370 |
1.1370 |
1.1277 |
1.1339 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1292 |
| S1 |
1.1199 |
1.1199 |
1.1245 |
1.1168 |
| S2 |
1.1137 |
1.1137 |
1.1230 |
|
| S3 |
1.0966 |
1.1028 |
1.1214 |
|
| S4 |
1.0795 |
1.0857 |
1.1167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1417 |
1.1234 |
0.0183 |
1.6% |
0.0067 |
0.6% |
28% |
False |
True |
163,526 |
| 10 |
1.1417 |
1.1103 |
0.0314 |
2.8% |
0.0087 |
0.8% |
58% |
False |
False |
185,436 |
| 20 |
1.1417 |
1.1103 |
0.0314 |
2.8% |
0.0075 |
0.7% |
58% |
False |
False |
159,872 |
| 40 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0080 |
0.7% |
34% |
False |
False |
161,608 |
| 60 |
1.1631 |
1.1103 |
0.0528 |
4.7% |
0.0081 |
0.7% |
34% |
False |
False |
165,090 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0089 |
0.8% |
55% |
False |
False |
145,827 |
| 100 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0093 |
0.8% |
57% |
False |
False |
116,984 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0093 |
0.8% |
60% |
False |
False |
97,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1420 |
|
1.618 |
1.1368 |
|
1.000 |
1.1337 |
|
0.618 |
1.1317 |
|
HIGH |
1.1285 |
|
0.618 |
1.1265 |
|
0.500 |
1.1259 |
|
0.382 |
1.1253 |
|
LOW |
1.1234 |
|
0.618 |
1.1202 |
|
1.000 |
1.1182 |
|
1.618 |
1.1150 |
|
2.618 |
1.1099 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1276 |
1.1325 |
| PP |
1.1268 |
1.1311 |
| S1 |
1.1259 |
1.1298 |
|