CME Euro FX (E) Future September 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 |
1.1227 |
1.1193 |
-0.0034 |
-0.3% |
1.1155 |
| High |
1.1262 |
1.1415 |
0.0154 |
1.4% |
1.1415 |
| Low |
1.1189 |
1.1180 |
-0.0009 |
-0.1% |
1.1141 |
| Close |
1.1193 |
1.1387 |
0.0194 |
1.7% |
1.1387 |
| Range |
0.0073 |
0.0236 |
0.0163 |
222.6% |
0.0275 |
| ATR |
0.0071 |
0.0083 |
0.0012 |
16.6% |
0.0000 |
| Volume |
7,764 |
18,102 |
10,338 |
133.2% |
44,740 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2034 |
1.1946 |
1.1516 |
|
| R3 |
1.1798 |
1.1710 |
1.1451 |
|
| R2 |
1.1563 |
1.1563 |
1.1430 |
|
| R1 |
1.1475 |
1.1475 |
1.1408 |
1.1519 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1349 |
| S1 |
1.1239 |
1.1239 |
1.1365 |
1.1283 |
| S2 |
1.1092 |
1.1092 |
1.1343 |
|
| S3 |
1.0856 |
1.1004 |
1.1322 |
|
| S4 |
1.0621 |
1.0768 |
1.1257 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.2037 |
1.1537 |
|
| R3 |
1.1863 |
1.1762 |
1.1462 |
|
| R2 |
1.1589 |
1.1589 |
1.1437 |
|
| R1 |
1.1488 |
1.1488 |
1.1412 |
1.1538 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1339 |
| S1 |
1.1213 |
1.1213 |
1.1361 |
1.1264 |
| S2 |
1.1040 |
1.1040 |
1.1336 |
|
| S3 |
1.0765 |
1.0939 |
1.1311 |
|
| S4 |
1.0491 |
1.0664 |
1.1236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1415 |
1.1141 |
0.0275 |
2.4% |
0.0110 |
1.0% |
90% |
True |
False |
9,298 |
| 10 |
1.1415 |
1.1141 |
0.0275 |
2.4% |
0.0083 |
0.7% |
90% |
True |
False |
5,477 |
| 20 |
1.1534 |
1.1141 |
0.0394 |
3.5% |
0.0073 |
0.6% |
63% |
False |
False |
3,489 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0077 |
0.7% |
47% |
False |
False |
1,964 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0084 |
0.7% |
64% |
False |
False |
1,415 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0078 |
0.7% |
64% |
False |
False |
1,083 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0076 |
0.7% |
65% |
False |
False |
874 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0071 |
0.6% |
67% |
False |
False |
730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2416 |
|
2.618 |
1.2032 |
|
1.618 |
1.1796 |
|
1.000 |
1.1651 |
|
0.618 |
1.1561 |
|
HIGH |
1.1415 |
|
0.618 |
1.1325 |
|
0.500 |
1.1297 |
|
0.382 |
1.1269 |
|
LOW |
1.1180 |
|
0.618 |
1.1034 |
|
1.000 |
1.0944 |
|
1.618 |
1.0798 |
|
2.618 |
1.0563 |
|
4.250 |
1.0179 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1353 |
| PP |
1.1327 |
1.1319 |
| S1 |
1.1297 |
1.1286 |
|