CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1087 |
-0.0363 |
-3.2% |
1.1354 |
| High |
1.1455 |
1.1117 |
-0.0339 |
-3.0% |
1.1458 |
| Low |
1.0947 |
1.1004 |
0.0057 |
0.5% |
1.0947 |
| Close |
1.1156 |
1.1036 |
-0.0120 |
-1.1% |
1.1156 |
| Range |
0.0508 |
0.0113 |
-0.0395 |
-77.8% |
0.0511 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.7% |
0.0000 |
| Volume |
389,173 |
218,422 |
-170,751 |
-43.9% |
963,668 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1391 |
1.1327 |
1.1098 |
|
| R3 |
1.1278 |
1.1214 |
1.1067 |
|
| R2 |
1.1165 |
1.1165 |
1.1057 |
|
| R1 |
1.1101 |
1.1101 |
1.1046 |
1.1076 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1040 |
| S1 |
1.0988 |
1.0988 |
1.1026 |
1.0963 |
| S2 |
1.0939 |
1.0939 |
1.1015 |
|
| S3 |
1.0826 |
1.0875 |
1.1005 |
|
| S4 |
1.0713 |
1.0762 |
1.0974 |
|
|
| 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% |
0.0188 |
1.7% |
17% |
False |
False |
208,168 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0148 |
1.3% |
17% |
False |
False |
192,618 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0118 |
1.1% |
17% |
False |
False |
140,808 |
| 40 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0093 |
0.8% |
12% |
False |
False |
71,096 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0088 |
0.8% |
12% |
False |
False |
47,519 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0090 |
0.8% |
18% |
False |
False |
35,715 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
18% |
False |
False |
28,582 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.6% |
0.0081 |
0.7% |
25% |
False |
False |
23,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1597 |
|
2.618 |
1.1412 |
|
1.618 |
1.1299 |
|
1.000 |
1.1230 |
|
0.618 |
1.1186 |
|
HIGH |
1.1117 |
|
0.618 |
1.1073 |
|
0.500 |
1.1060 |
|
0.382 |
1.1047 |
|
LOW |
1.1004 |
|
0.618 |
1.0934 |
|
1.000 |
1.0891 |
|
1.618 |
1.0821 |
|
2.618 |
1.0708 |
|
4.250 |
1.0523 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1202 |
| PP |
1.1052 |
1.1147 |
| S1 |
1.1044 |
1.1091 |
|