CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1401 |
1.1438 |
0.0037 |
0.3% |
1.1155 |
| High |
1.1451 |
1.1454 |
0.0003 |
0.0% |
1.1415 |
| Low |
1.1395 |
1.1344 |
-0.0051 |
-0.4% |
1.1141 |
| Close |
1.1437 |
1.1369 |
-0.0068 |
-0.6% |
1.1387 |
| Range |
0.0057 |
0.0110 |
0.0053 |
93.8% |
0.0275 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
3.0% |
0.0000 |
| Volume |
137,941 |
182,769 |
44,828 |
32.5% |
44,740 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1653 |
1.1429 |
|
| R3 |
1.1608 |
1.1543 |
1.1399 |
|
| R2 |
1.1498 |
1.1498 |
1.1389 |
|
| R1 |
1.1434 |
1.1434 |
1.1379 |
1.1411 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1378 |
| S1 |
1.1324 |
1.1324 |
1.1359 |
1.1302 |
| S2 |
1.1279 |
1.1279 |
1.1349 |
|
| S3 |
1.1170 |
1.1215 |
1.1339 |
|
| S4 |
1.1060 |
1.1105 |
1.1309 |
|
|
| 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 |
1.1454 |
1.1180 |
0.0274 |
2.4% |
0.0102 |
0.9% |
69% |
True |
False |
92,977 |
| 10 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0089 |
0.8% |
73% |
True |
False |
49,542 |
| 20 |
1.1473 |
1.1141 |
0.0333 |
2.9% |
0.0074 |
0.7% |
69% |
False |
False |
25,723 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0075 |
0.7% |
44% |
False |
False |
13,095 |
| 60 |
1.1665 |
1.1129 |
0.0536 |
4.7% |
0.0078 |
0.7% |
45% |
False |
False |
8,846 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0077 |
0.7% |
61% |
False |
False |
6,666 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0077 |
0.7% |
63% |
False |
False |
5,339 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0071 |
0.6% |
65% |
False |
False |
4,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1919 |
|
2.618 |
1.1740 |
|
1.618 |
1.1631 |
|
1.000 |
1.1563 |
|
0.618 |
1.1521 |
|
HIGH |
1.1454 |
|
0.618 |
1.1412 |
|
0.500 |
1.1399 |
|
0.382 |
1.1386 |
|
LOW |
1.1344 |
|
0.618 |
1.1276 |
|
1.000 |
1.1235 |
|
1.618 |
1.1167 |
|
2.618 |
1.1057 |
|
4.250 |
1.0879 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1399 |
1.1399 |
| PP |
1.1389 |
1.1389 |
| S1 |
1.1379 |
1.1379 |
|