CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1056 |
1.1113 |
0.0058 |
0.5% |
1.1354 |
| High |
1.1144 |
1.1162 |
0.0018 |
0.2% |
1.1458 |
| Low |
1.1044 |
1.1081 |
0.0038 |
0.3% |
1.0947 |
| Close |
1.1080 |
1.1138 |
0.0059 |
0.5% |
1.1156 |
| Range |
0.0101 |
0.0081 |
-0.0020 |
-19.4% |
0.0511 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
150,774 |
156,177 |
5,403 |
3.6% |
963,668 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1335 |
1.1183 |
|
| R3 |
1.1289 |
1.1254 |
1.1160 |
|
| R2 |
1.1208 |
1.1208 |
1.1153 |
|
| R1 |
1.1173 |
1.1173 |
1.1145 |
1.1191 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1136 |
| S1 |
1.1092 |
1.1092 |
1.1131 |
1.1110 |
| S2 |
1.1046 |
1.1046 |
1.1123 |
|
| S3 |
1.0965 |
1.1011 |
1.1116 |
|
| S4 |
1.0884 |
1.0930 |
1.1093 |
|
|
| 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% |
37% |
False |
False |
214,790 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0144 |
1.3% |
37% |
False |
False |
189,020 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0120 |
1.1% |
37% |
False |
False |
155,211 |
| 40 |
1.1579 |
1.0947 |
0.0632 |
5.7% |
0.0093 |
0.8% |
30% |
False |
False |
78,731 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.4% |
0.0089 |
0.8% |
27% |
False |
False |
52,623 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0090 |
0.8% |
31% |
False |
False |
39,548 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0085 |
0.8% |
31% |
False |
False |
31,651 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0081 |
0.7% |
34% |
False |
False |
26,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1506 |
|
2.618 |
1.1374 |
|
1.618 |
1.1293 |
|
1.000 |
1.1243 |
|
0.618 |
1.1212 |
|
HIGH |
1.1162 |
|
0.618 |
1.1131 |
|
0.500 |
1.1122 |
|
0.382 |
1.1112 |
|
LOW |
1.1081 |
|
0.618 |
1.1031 |
|
1.000 |
1.1000 |
|
1.618 |
1.0950 |
|
2.618 |
1.0869 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1120 |
| PP |
1.1127 |
1.1101 |
| S1 |
1.1122 |
1.1083 |
|