CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1372 |
0.0089 |
0.8% |
1.1285 |
| High |
1.1375 |
1.1458 |
0.0083 |
0.7% |
1.1342 |
| Low |
1.1272 |
1.1353 |
0.0081 |
0.7% |
1.1169 |
| Close |
1.1346 |
1.1391 |
0.0045 |
0.4% |
1.1307 |
| Range |
0.0103 |
0.0105 |
0.0002 |
1.9% |
0.0173 |
| ATR |
0.0092 |
0.0094 |
0.0001 |
1.5% |
0.0000 |
| Volume |
128,010 |
159,404 |
31,394 |
24.5% |
896,633 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1658 |
1.1448 |
|
| R3 |
1.1610 |
1.1553 |
1.1419 |
|
| R2 |
1.1505 |
1.1505 |
1.1410 |
|
| R1 |
1.1448 |
1.1448 |
1.1400 |
1.1477 |
| PP |
1.1400 |
1.1400 |
1.1400 |
1.1415 |
| S1 |
1.1343 |
1.1343 |
1.1381 |
1.1372 |
| S2 |
1.1295 |
1.1295 |
1.1371 |
|
| S3 |
1.1190 |
1.1238 |
1.1362 |
|
| S4 |
1.1085 |
1.1133 |
1.1333 |
|
|
| 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 |
1.1458 |
1.1259 |
0.0199 |
1.7% |
0.0095 |
0.8% |
66% |
True |
False |
144,728 |
| 10 |
1.1458 |
1.1169 |
0.0289 |
2.5% |
0.0101 |
0.9% |
77% |
True |
False |
171,704 |
| 20 |
1.1458 |
1.1141 |
0.0317 |
2.8% |
0.0095 |
0.8% |
79% |
True |
False |
110,623 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0082 |
0.7% |
48% |
False |
False |
55,942 |
| 60 |
1.1665 |
1.1141 |
0.0525 |
4.6% |
0.0081 |
0.7% |
48% |
False |
False |
37,408 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0084 |
0.7% |
64% |
False |
False |
28,124 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0082 |
0.7% |
64% |
False |
False |
22,506 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0077 |
0.7% |
67% |
False |
False |
18,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1904 |
|
2.618 |
1.1732 |
|
1.618 |
1.1627 |
|
1.000 |
1.1563 |
|
0.618 |
1.1522 |
|
HIGH |
1.1458 |
|
0.618 |
1.1417 |
|
0.500 |
1.1405 |
|
0.382 |
1.1393 |
|
LOW |
1.1353 |
|
0.618 |
1.1288 |
|
1.000 |
1.1248 |
|
1.618 |
1.1183 |
|
2.618 |
1.1078 |
|
4.250 |
1.0906 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1405 |
1.1382 |
| PP |
1.1400 |
1.1373 |
| S1 |
1.1395 |
1.1365 |
|