CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1354 |
1.1348 |
-0.0006 |
0.0% |
1.1285 |
| High |
1.1420 |
1.1386 |
-0.0034 |
-0.3% |
1.1342 |
| Low |
1.1338 |
1.1276 |
-0.0063 |
-0.6% |
1.1169 |
| Close |
1.1352 |
1.1294 |
-0.0058 |
-0.5% |
1.1307 |
| Range |
0.0082 |
0.0111 |
0.0029 |
35.6% |
0.0173 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
| Volume |
141,250 |
145,831 |
4,581 |
3.2% |
896,633 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1650 |
1.1583 |
1.1355 |
|
| R3 |
1.1540 |
1.1472 |
1.1324 |
|
| R2 |
1.1429 |
1.1429 |
1.1314 |
|
| R1 |
1.1362 |
1.1362 |
1.1304 |
1.1340 |
| PP |
1.1319 |
1.1319 |
1.1319 |
1.1308 |
| S1 |
1.1251 |
1.1251 |
1.1284 |
1.1230 |
| S2 |
1.1208 |
1.1208 |
1.1274 |
|
| S3 |
1.1098 |
1.1141 |
1.1264 |
|
| S4 |
1.0987 |
1.1030 |
1.1233 |
|
|
| 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 |
1.0% |
50% |
False |
False |
171,082 |
| 10 |
1.1454 |
1.1169 |
0.0285 |
2.5% |
0.0096 |
0.9% |
44% |
False |
False |
175,033 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0091 |
0.8% |
49% |
False |
False |
96,429 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0080 |
0.7% |
29% |
False |
False |
48,790 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0081 |
0.7% |
29% |
False |
False |
32,629 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0083 |
0.7% |
52% |
False |
False |
24,532 |
| 100 |
1.1665 |
1.0892 |
0.0773 |
6.8% |
0.0081 |
0.7% |
52% |
False |
False |
19,633 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0076 |
0.7% |
56% |
False |
False |
16,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1856 |
|
2.618 |
1.1675 |
|
1.618 |
1.1565 |
|
1.000 |
1.1497 |
|
0.618 |
1.1454 |
|
HIGH |
1.1386 |
|
0.618 |
1.1344 |
|
0.500 |
1.1331 |
|
0.382 |
1.1318 |
|
LOW |
1.1276 |
|
0.618 |
1.1207 |
|
1.000 |
1.1165 |
|
1.618 |
1.1097 |
|
2.618 |
1.0986 |
|
4.250 |
1.0806 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1331 |
1.1339 |
| PP |
1.1319 |
1.1324 |
| S1 |
1.1306 |
1.1309 |
|