CME Euro FX (E) Future September 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 |
1.1352 |
1.1285 |
-0.0067 |
-0.6% |
1.1408 |
| High |
1.1360 |
1.1342 |
-0.0018 |
-0.2% |
1.1454 |
| Low |
1.1283 |
1.1269 |
-0.0014 |
-0.1% |
1.1283 |
| Close |
1.1298 |
1.1332 |
0.0034 |
0.3% |
1.1298 |
| Range |
0.0077 |
0.0073 |
-0.0004 |
-5.2% |
0.0171 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
245,913 |
152,536 |
-93,377 |
-38.0% |
692,698 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1532 |
1.1504 |
1.1372 |
|
| R3 |
1.1459 |
1.1432 |
1.1352 |
|
| R2 |
1.1387 |
1.1387 |
1.1345 |
|
| R1 |
1.1359 |
1.1359 |
1.1339 |
1.1373 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1321 |
| S1 |
1.1287 |
1.1287 |
1.1325 |
1.1301 |
| S2 |
1.1242 |
1.1242 |
1.1319 |
|
| S3 |
1.1169 |
1.1214 |
1.1312 |
|
| S4 |
1.1097 |
1.1142 |
1.1292 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1856 |
1.1748 |
1.1392 |
|
| R3 |
1.1686 |
1.1577 |
1.1345 |
|
| R2 |
1.1515 |
1.1515 |
1.1329 |
|
| R1 |
1.1407 |
1.1407 |
1.1314 |
1.1376 |
| PP |
1.1345 |
1.1345 |
1.1345 |
1.1329 |
| S1 |
1.1236 |
1.1236 |
1.1282 |
1.1205 |
| S2 |
1.1174 |
1.1174 |
1.1267 |
|
| S3 |
1.1004 |
1.1066 |
1.1251 |
|
| S4 |
1.0833 |
1.0895 |
1.1204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1454 |
1.1269 |
0.0185 |
1.6% |
0.0071 |
0.6% |
34% |
False |
True |
158,778 |
| 10 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0089 |
0.8% |
61% |
False |
False |
88,997 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0074 |
0.7% |
61% |
False |
False |
45,508 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0076 |
0.7% |
37% |
False |
False |
23,047 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0075 |
0.7% |
37% |
False |
False |
15,472 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0079 |
0.7% |
57% |
False |
False |
11,647 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.1% |
0.0078 |
0.7% |
58% |
False |
False |
9,323 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0072 |
0.6% |
60% |
False |
False |
7,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1531 |
|
1.618 |
1.1459 |
|
1.000 |
1.1414 |
|
0.618 |
1.1386 |
|
HIGH |
1.1342 |
|
0.618 |
1.1314 |
|
0.500 |
1.1305 |
|
0.382 |
1.1297 |
|
LOW |
1.1269 |
|
0.618 |
1.1224 |
|
1.000 |
1.1197 |
|
1.618 |
1.1152 |
|
2.618 |
1.1079 |
|
4.250 |
1.0961 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1361 |
| PP |
1.1314 |
1.1352 |
| S1 |
1.1305 |
1.1342 |
|