CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1268 |
1.1354 |
0.0086 |
0.8% |
1.1285 |
| High |
1.1334 |
1.1420 |
0.0086 |
0.8% |
1.1342 |
| Low |
1.1259 |
1.1338 |
0.0079 |
0.7% |
1.1169 |
| Close |
1.1307 |
1.1352 |
0.0045 |
0.4% |
1.1307 |
| Range |
0.0075 |
0.0082 |
0.0007 |
9.4% |
0.0173 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.0% |
0.0000 |
| Volume |
149,148 |
141,250 |
-7,898 |
-5.3% |
896,633 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1614 |
1.1564 |
1.1396 |
|
| R3 |
1.1533 |
1.1483 |
1.1374 |
|
| R2 |
1.1451 |
1.1451 |
1.1366 |
|
| R1 |
1.1401 |
1.1401 |
1.1359 |
1.1386 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1362 |
| S1 |
1.1320 |
1.1320 |
1.1344 |
1.1304 |
| S2 |
1.1288 |
1.1288 |
1.1337 |
|
| S3 |
1.1207 |
1.1238 |
1.1329 |
|
| S4 |
1.1125 |
1.1157 |
1.1307 |
|
|
| 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 |
1.1420 |
1.1169 |
0.0251 |
2.2% |
0.0108 |
0.9% |
73% |
True |
False |
177,069 |
| 10 |
1.1454 |
1.1169 |
0.0285 |
2.5% |
0.0090 |
0.8% |
64% |
False |
False |
167,924 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0088 |
0.8% |
67% |
False |
False |
89,209 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0079 |
0.7% |
40% |
False |
False |
45,150 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0080 |
0.7% |
40% |
False |
False |
30,199 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0083 |
0.7% |
59% |
False |
False |
22,712 |
| 100 |
1.1665 |
1.0892 |
0.0773 |
6.8% |
0.0081 |
0.7% |
59% |
False |
False |
18,176 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0075 |
0.7% |
63% |
False |
False |
15,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1766 |
|
2.618 |
1.1633 |
|
1.618 |
1.1551 |
|
1.000 |
1.1501 |
|
0.618 |
1.1470 |
|
HIGH |
1.1420 |
|
0.618 |
1.1388 |
|
0.500 |
1.1379 |
|
0.382 |
1.1369 |
|
LOW |
1.1338 |
|
0.618 |
1.1288 |
|
1.000 |
1.1257 |
|
1.618 |
1.1206 |
|
2.618 |
1.1125 |
|
4.250 |
1.0992 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1379 |
1.1332 |
| PP |
1.1370 |
1.1313 |
| S1 |
1.1361 |
1.1294 |
|