CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1372 |
1.1450 |
0.0078 |
0.7% |
1.1354 |
| High |
1.1458 |
1.1455 |
-0.0003 |
0.0% |
1.1458 |
| Low |
1.1353 |
1.0947 |
-0.0406 |
-3.6% |
1.0947 |
| Close |
1.1391 |
1.1156 |
-0.0235 |
-2.1% |
1.1156 |
| Range |
0.0105 |
0.0508 |
0.0403 |
383.8% |
0.0511 |
| ATR |
0.0094 |
0.0123 |
0.0030 |
31.6% |
0.0000 |
| Volume |
159,404 |
389,173 |
229,769 |
144.1% |
963,668 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2710 |
1.2441 |
1.1435 |
|
| R3 |
1.2202 |
1.1933 |
1.1295 |
|
| R2 |
1.1694 |
1.1694 |
1.1249 |
|
| R1 |
1.1425 |
1.1425 |
1.1202 |
1.1305 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1126 |
| S1 |
1.0917 |
1.0917 |
1.1109 |
1.0797 |
| S2 |
1.0678 |
1.0678 |
1.1062 |
|
| S3 |
1.0170 |
1.0409 |
1.1016 |
|
| S4 |
0.9662 |
0.9901 |
1.0876 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2718 |
1.2447 |
1.1436 |
|
| R3 |
1.2208 |
1.1937 |
1.1296 |
|
| R2 |
1.1697 |
1.1697 |
1.1249 |
|
| R1 |
1.1426 |
1.1426 |
1.1202 |
1.1307 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1127 |
| S1 |
1.0916 |
1.0916 |
1.1109 |
1.0796 |
| S2 |
1.0676 |
1.0676 |
1.1062 |
|
| S3 |
1.0166 |
1.0405 |
1.1015 |
|
| S4 |
0.9655 |
0.9895 |
1.0875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0182 |
1.6% |
41% |
False |
True |
192,733 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0144 |
1.3% |
41% |
False |
True |
186,030 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0117 |
1.0% |
41% |
False |
True |
129,974 |
| 40 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0093 |
0.8% |
29% |
False |
True |
65,653 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0088 |
0.8% |
29% |
False |
True |
43,890 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0090 |
0.8% |
34% |
False |
False |
32,989 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0087 |
0.8% |
34% |
False |
False |
26,398 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.5% |
0.0080 |
0.7% |
39% |
False |
False |
22,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3614 |
|
2.618 |
1.2785 |
|
1.618 |
1.2277 |
|
1.000 |
1.1963 |
|
0.618 |
1.1769 |
|
HIGH |
1.1455 |
|
0.618 |
1.1261 |
|
0.500 |
1.1201 |
|
0.382 |
1.1141 |
|
LOW |
1.0947 |
|
0.618 |
1.0633 |
|
1.000 |
1.0439 |
|
1.618 |
1.0125 |
|
2.618 |
0.9617 |
|
4.250 |
0.8788 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1201 |
1.1202 |
| PP |
1.1186 |
1.1187 |
| S1 |
1.1171 |
1.1171 |
|