CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1245 |
-0.0082 |
-0.7% |
1.1408 |
| High |
1.1336 |
1.1338 |
0.0002 |
0.0% |
1.1454 |
| Low |
1.1227 |
1.1228 |
0.0001 |
0.0% |
1.1283 |
| Close |
1.1242 |
1.1303 |
0.0061 |
0.5% |
1.1298 |
| Range |
0.0109 |
0.0110 |
0.0001 |
0.9% |
0.0171 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.5% |
0.0000 |
| Volume |
175,765 |
167,165 |
-8,600 |
-4.9% |
692,698 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1571 |
1.1363 |
|
| R3 |
1.1510 |
1.1461 |
1.1333 |
|
| R2 |
1.1400 |
1.1400 |
1.1323 |
|
| R1 |
1.1351 |
1.1351 |
1.1313 |
1.1375 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1302 |
| S1 |
1.1241 |
1.1241 |
1.1292 |
1.1265 |
| S2 |
1.1180 |
1.1180 |
1.1282 |
|
| S3 |
1.1070 |
1.1131 |
1.1272 |
|
| S4 |
1.0960 |
1.1021 |
1.1242 |
|
|
| 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% |
0.0096 |
0.8% |
33% |
False |
False |
184,829 |
| 10 |
1.1454 |
1.1180 |
0.0274 |
2.4% |
0.0095 |
0.8% |
45% |
False |
False |
121,403 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0081 |
0.7% |
52% |
False |
False |
62,366 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0078 |
0.7% |
31% |
False |
False |
31,614 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0077 |
0.7% |
31% |
False |
False |
21,177 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0080 |
0.7% |
53% |
False |
False |
15,933 |
| 100 |
1.1665 |
1.0892 |
0.0773 |
6.8% |
0.0079 |
0.7% |
53% |
False |
False |
12,752 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0073 |
0.6% |
57% |
False |
False |
10,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1806 |
|
2.618 |
1.1626 |
|
1.618 |
1.1516 |
|
1.000 |
1.1448 |
|
0.618 |
1.1406 |
|
HIGH |
1.1338 |
|
0.618 |
1.1296 |
|
0.500 |
1.1283 |
|
0.382 |
1.1270 |
|
LOW |
1.1228 |
|
0.618 |
1.1160 |
|
1.000 |
1.1118 |
|
1.618 |
1.1050 |
|
2.618 |
1.0940 |
|
4.250 |
1.0761 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1296 |
1.1296 |
| PP |
1.1290 |
1.1290 |
| S1 |
1.1283 |
1.1284 |
|