CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1299 |
1.1268 |
-0.0032 |
-0.3% |
1.1285 |
| High |
1.1333 |
1.1334 |
0.0001 |
0.0% |
1.1342 |
| Low |
1.1169 |
1.1259 |
0.0090 |
0.8% |
1.1169 |
| Close |
1.1276 |
1.1307 |
0.0032 |
0.3% |
1.1307 |
| Range |
0.0164 |
0.0075 |
-0.0089 |
-54.4% |
0.0173 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
252,019 |
149,148 |
-102,871 |
-40.8% |
896,633 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1523 |
1.1490 |
1.1348 |
|
| R3 |
1.1449 |
1.1415 |
1.1327 |
|
| R2 |
1.1374 |
1.1374 |
1.1321 |
|
| R1 |
1.1341 |
1.1341 |
1.1314 |
1.1358 |
| PP |
1.1300 |
1.1300 |
1.1300 |
1.1308 |
| S1 |
1.1266 |
1.1266 |
1.1300 |
1.1283 |
| S2 |
1.1225 |
1.1225 |
1.1293 |
|
| S3 |
1.1151 |
1.1192 |
1.1287 |
|
| S4 |
1.1076 |
1.1117 |
1.1266 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1790 |
1.1721 |
1.1402 |
|
| R3 |
1.1618 |
1.1549 |
1.1354 |
|
| R2 |
1.1445 |
1.1445 |
1.1339 |
|
| R1 |
1.1376 |
1.1376 |
1.1323 |
1.1411 |
| PP |
1.1273 |
1.1273 |
1.1273 |
1.1290 |
| S1 |
1.1204 |
1.1204 |
1.1291 |
1.1238 |
| S2 |
1.1100 |
1.1100 |
1.1275 |
|
| S3 |
1.0928 |
1.1031 |
1.1260 |
|
| S4 |
1.0755 |
1.0859 |
1.1212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1342 |
1.1169 |
0.0173 |
1.5% |
0.0106 |
0.9% |
80% |
False |
False |
179,326 |
| 10 |
1.1454 |
1.1169 |
0.0285 |
2.5% |
0.0088 |
0.8% |
49% |
False |
False |
158,933 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0085 |
0.8% |
53% |
False |
False |
82,205 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0079 |
0.7% |
32% |
False |
False |
41,626 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0079 |
0.7% |
32% |
False |
False |
27,854 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0083 |
0.7% |
53% |
False |
False |
20,947 |
| 100 |
1.1665 |
1.0892 |
0.0773 |
6.8% |
0.0081 |
0.7% |
54% |
False |
False |
16,763 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0074 |
0.7% |
57% |
False |
False |
13,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1529 |
|
1.618 |
1.1454 |
|
1.000 |
1.1408 |
|
0.618 |
1.1380 |
|
HIGH |
1.1334 |
|
0.618 |
1.1305 |
|
0.500 |
1.1296 |
|
0.382 |
1.1287 |
|
LOW |
1.1259 |
|
0.618 |
1.1213 |
|
1.000 |
1.1185 |
|
1.618 |
1.1138 |
|
2.618 |
1.1064 |
|
4.250 |
1.0942 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1289 |
| PP |
1.1300 |
1.1271 |
| S1 |
1.1296 |
1.1254 |
|