CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1348 |
1.1284 |
-0.0065 |
-0.6% |
1.1285 |
| High |
1.1386 |
1.1375 |
-0.0011 |
-0.1% |
1.1342 |
| Low |
1.1276 |
1.1272 |
-0.0004 |
0.0% |
1.1169 |
| Close |
1.1294 |
1.1346 |
0.0052 |
0.5% |
1.1307 |
| Range |
0.0111 |
0.0103 |
-0.0008 |
-6.8% |
0.0173 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.9% |
0.0000 |
| Volume |
145,831 |
128,010 |
-17,821 |
-12.2% |
896,633 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1640 |
1.1596 |
1.1403 |
|
| R3 |
1.1537 |
1.1493 |
1.1374 |
|
| R2 |
1.1434 |
1.1434 |
1.1365 |
|
| R1 |
1.1390 |
1.1390 |
1.1355 |
1.1412 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1342 |
| S1 |
1.1287 |
1.1287 |
1.1337 |
1.1309 |
| S2 |
1.1228 |
1.1228 |
1.1327 |
|
| S3 |
1.1125 |
1.1184 |
1.1318 |
|
| S4 |
1.1022 |
1.1081 |
1.1289 |
|
|
| 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% |
0.0107 |
0.9% |
71% |
False |
False |
163,251 |
| 10 |
1.1454 |
1.1169 |
0.0285 |
2.5% |
0.0101 |
0.9% |
62% |
False |
False |
174,040 |
| 20 |
1.1454 |
1.1141 |
0.0313 |
2.8% |
0.0091 |
0.8% |
66% |
False |
False |
102,704 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0081 |
0.7% |
39% |
False |
False |
51,970 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0080 |
0.7% |
39% |
False |
False |
34,759 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0083 |
0.7% |
58% |
False |
False |
26,132 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0081 |
0.7% |
58% |
False |
False |
20,913 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0077 |
0.7% |
62% |
False |
False |
17,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1813 |
|
2.618 |
1.1645 |
|
1.618 |
1.1542 |
|
1.000 |
1.1478 |
|
0.618 |
1.1439 |
|
HIGH |
1.1375 |
|
0.618 |
1.1336 |
|
0.500 |
1.1324 |
|
0.382 |
1.1311 |
|
LOW |
1.1272 |
|
0.618 |
1.1208 |
|
1.000 |
1.1169 |
|
1.618 |
1.1105 |
|
2.618 |
1.1002 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1339 |
1.1346 |
| PP |
1.1331 |
1.1346 |
| S1 |
1.1324 |
1.1346 |
|