CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1193 |
1.1408 |
0.0215 |
1.9% |
1.1155 |
| High |
1.1415 |
1.1434 |
0.0019 |
0.2% |
1.1415 |
| Low |
1.1180 |
1.1367 |
0.0188 |
1.7% |
1.1141 |
| Close |
1.1387 |
1.1414 |
0.0028 |
0.2% |
1.1387 |
| Range |
0.0236 |
0.0067 |
-0.0169 |
-71.8% |
0.0275 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
18,102 |
51,341 |
33,239 |
183.6% |
44,740 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1576 |
1.1451 |
|
| R3 |
1.1538 |
1.1509 |
1.1432 |
|
| R2 |
1.1471 |
1.1471 |
1.1426 |
|
| R1 |
1.1443 |
1.1443 |
1.1420 |
1.1457 |
| PP |
1.1405 |
1.1405 |
1.1405 |
1.1412 |
| S1 |
1.1376 |
1.1376 |
1.1408 |
1.1391 |
| S2 |
1.1338 |
1.1338 |
1.1402 |
|
| S3 |
1.1272 |
1.1310 |
1.1396 |
|
| S4 |
1.1205 |
1.1243 |
1.1377 |
|
|
| 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 |
1.1434 |
1.1141 |
0.0293 |
2.6% |
0.0106 |
0.9% |
93% |
True |
False |
19,216 |
| 10 |
1.1434 |
1.1141 |
0.0293 |
2.6% |
0.0086 |
0.8% |
93% |
True |
False |
10,495 |
| 20 |
1.1492 |
1.1141 |
0.0352 |
3.1% |
0.0072 |
0.6% |
78% |
False |
False |
6,035 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0077 |
0.7% |
52% |
False |
False |
3,239 |
| 60 |
1.1665 |
1.1129 |
0.0536 |
4.7% |
0.0079 |
0.7% |
53% |
False |
False |
2,268 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0078 |
0.7% |
67% |
False |
False |
1,724 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0077 |
0.7% |
69% |
False |
False |
1,387 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0072 |
0.6% |
70% |
False |
False |
1,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1716 |
|
2.618 |
1.1608 |
|
1.618 |
1.1541 |
|
1.000 |
1.1500 |
|
0.618 |
1.1475 |
|
HIGH |
1.1434 |
|
0.618 |
1.1408 |
|
0.500 |
1.1400 |
|
0.382 |
1.1392 |
|
LOW |
1.1367 |
|
0.618 |
1.1326 |
|
1.000 |
1.1301 |
|
1.618 |
1.1259 |
|
2.618 |
1.1193 |
|
4.250 |
1.1084 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1378 |
| PP |
1.1405 |
1.1342 |
| S1 |
1.1400 |
1.1307 |
|