CME Euro FX (E) Future September 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 |
1.1408 |
1.1395 |
-0.0013 |
-0.1% |
1.1155 |
| High |
1.1434 |
1.1421 |
-0.0013 |
-0.1% |
1.1415 |
| Low |
1.1367 |
1.1379 |
0.0012 |
0.1% |
1.1141 |
| Close |
1.1414 |
1.1403 |
-0.0012 |
-0.1% |
1.1387 |
| Range |
0.0067 |
0.0042 |
-0.0025 |
-36.8% |
0.0275 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
51,341 |
74,734 |
23,393 |
45.6% |
44,740 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1527 |
1.1507 |
1.1426 |
|
| R3 |
1.1485 |
1.1465 |
1.1414 |
|
| R2 |
1.1443 |
1.1443 |
1.1410 |
|
| R1 |
1.1423 |
1.1423 |
1.1406 |
1.1433 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1406 |
| S1 |
1.1381 |
1.1381 |
1.1399 |
1.1391 |
| S2 |
1.1359 |
1.1359 |
1.1395 |
|
| S3 |
1.1317 |
1.1339 |
1.1391 |
|
| S4 |
1.1275 |
1.1297 |
1.1379 |
|
|
| 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 |
1.1157 |
0.0277 |
2.4% |
0.0099 |
0.9% |
89% |
False |
False |
32,558 |
| 10 |
1.1434 |
1.1141 |
0.0293 |
2.6% |
0.0085 |
0.7% |
89% |
False |
False |
17,824 |
| 20 |
1.1492 |
1.1141 |
0.0352 |
3.1% |
0.0072 |
0.6% |
75% |
False |
False |
9,750 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0076 |
0.7% |
50% |
False |
False |
5,106 |
| 60 |
1.1665 |
1.1129 |
0.0536 |
4.7% |
0.0078 |
0.7% |
51% |
False |
False |
3,508 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0077 |
0.7% |
66% |
False |
False |
2,658 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0077 |
0.7% |
67% |
False |
False |
2,134 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0072 |
0.6% |
69% |
False |
False |
1,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1599 |
|
2.618 |
1.1530 |
|
1.618 |
1.1488 |
|
1.000 |
1.1463 |
|
0.618 |
1.1446 |
|
HIGH |
1.1421 |
|
0.618 |
1.1404 |
|
0.500 |
1.1400 |
|
0.382 |
1.1395 |
|
LOW |
1.1379 |
|
0.618 |
1.1353 |
|
1.000 |
1.1337 |
|
1.618 |
1.1311 |
|
2.618 |
1.1269 |
|
4.250 |
1.1200 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1402 |
1.1371 |
| PP |
1.1401 |
1.1339 |
| S1 |
1.1400 |
1.1307 |
|