CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1087 |
1.1056 |
-0.0032 |
-0.3% |
1.1354 |
| High |
1.1117 |
1.1144 |
0.0028 |
0.2% |
1.1458 |
| Low |
1.1004 |
1.1044 |
0.0040 |
0.4% |
1.0947 |
| Close |
1.1036 |
1.1080 |
0.0044 |
0.4% |
1.1156 |
| Range |
0.0113 |
0.0101 |
-0.0013 |
-11.1% |
0.0511 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
218,422 |
150,774 |
-67,648 |
-31.0% |
963,668 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1391 |
1.1336 |
1.1135 |
|
| R3 |
1.1290 |
1.1235 |
1.1107 |
|
| R2 |
1.1190 |
1.1190 |
1.1098 |
|
| R1 |
1.1135 |
1.1135 |
1.1089 |
1.1162 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1103 |
| S1 |
1.1034 |
1.1034 |
1.1070 |
1.1062 |
| S2 |
1.0989 |
1.0989 |
1.1061 |
|
| S3 |
1.0888 |
1.0934 |
1.1052 |
|
| S4 |
1.0788 |
1.0833 |
1.1024 |
|
|
| 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% |
0.0186 |
1.7% |
26% |
False |
False |
209,156 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0147 |
1.3% |
26% |
False |
False |
190,119 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0120 |
1.1% |
26% |
False |
False |
147,945 |
| 40 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0094 |
0.8% |
18% |
False |
False |
74,853 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0089 |
0.8% |
18% |
False |
False |
50,025 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0090 |
0.8% |
24% |
False |
False |
37,597 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0085 |
0.8% |
24% |
False |
False |
30,089 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0081 |
0.7% |
27% |
False |
False |
25,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1571 |
|
2.618 |
1.1407 |
|
1.618 |
1.1307 |
|
1.000 |
1.1245 |
|
0.618 |
1.1206 |
|
HIGH |
1.1144 |
|
0.618 |
1.1106 |
|
0.500 |
1.1094 |
|
0.382 |
1.1082 |
|
LOW |
1.1044 |
|
0.618 |
1.0981 |
|
1.000 |
1.0943 |
|
1.618 |
1.0881 |
|
2.618 |
1.0780 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1094 |
1.1201 |
| PP |
1.1089 |
1.1161 |
| S1 |
1.1084 |
1.1120 |
|