CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1326 |
0.0041 |
0.4% |
1.1408 |
| High |
1.1342 |
1.1336 |
-0.0006 |
0.0% |
1.1454 |
| Low |
1.1269 |
1.1227 |
-0.0042 |
-0.4% |
1.1283 |
| Close |
1.1332 |
1.1242 |
-0.0090 |
-0.8% |
1.1298 |
| Range |
0.0073 |
0.0109 |
0.0037 |
50.3% |
0.0171 |
| ATR |
0.0079 |
0.0082 |
0.0002 |
2.7% |
0.0000 |
| Volume |
152,536 |
175,765 |
23,229 |
15.2% |
692,698 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1528 |
1.1302 |
|
| R3 |
1.1486 |
1.1419 |
1.1272 |
|
| R2 |
1.1377 |
1.1377 |
1.1262 |
|
| R1 |
1.1310 |
1.1310 |
1.1252 |
1.1289 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1258 |
| S1 |
1.1201 |
1.1201 |
1.1232 |
1.1180 |
| S2 |
1.1159 |
1.1159 |
1.1222 |
|
| S3 |
1.1050 |
1.1092 |
1.1212 |
|
| S4 |
1.0941 |
1.0983 |
1.1182 |
|
|
| 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 |
1.1227 |
0.0227 |
2.0% |
0.0085 |
0.8% |
7% |
False |
True |
178,984 |
| 10 |
1.1454 |
1.1157 |
0.0297 |
2.6% |
0.0092 |
0.8% |
29% |
False |
False |
105,771 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0078 |
0.7% |
32% |
False |
False |
54,251 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.7% |
0.0077 |
0.7% |
19% |
False |
False |
27,439 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.7% |
0.0076 |
0.7% |
19% |
False |
False |
18,394 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0079 |
0.7% |
45% |
False |
False |
13,843 |
| 100 |
1.1665 |
1.0875 |
0.0790 |
7.0% |
0.0078 |
0.7% |
46% |
False |
False |
11,080 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0072 |
0.6% |
49% |
False |
False |
9,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1799 |
|
2.618 |
1.1621 |
|
1.618 |
1.1512 |
|
1.000 |
1.1445 |
|
0.618 |
1.1403 |
|
HIGH |
1.1336 |
|
0.618 |
1.1294 |
|
0.500 |
1.1282 |
|
0.382 |
1.1269 |
|
LOW |
1.1227 |
|
0.618 |
1.1160 |
|
1.000 |
1.1118 |
|
1.618 |
1.1051 |
|
2.618 |
1.0942 |
|
4.250 |
1.0764 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1293 |
| PP |
1.1268 |
1.1276 |
| S1 |
1.1255 |
1.1259 |
|