CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1113 |
1.1154 |
0.0041 |
0.4% |
1.1354 |
| High |
1.1162 |
1.1185 |
0.0023 |
0.2% |
1.1458 |
| Low |
1.1081 |
1.1052 |
-0.0029 |
-0.3% |
1.0947 |
| Close |
1.1138 |
1.1108 |
-0.0031 |
-0.3% |
1.1156 |
| Range |
0.0081 |
0.0133 |
0.0052 |
63.6% |
0.0511 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.7% |
0.0000 |
| Volume |
156,177 |
220,001 |
63,824 |
40.9% |
963,668 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1442 |
1.1180 |
|
| R3 |
1.1380 |
1.1310 |
1.1144 |
|
| R2 |
1.1247 |
1.1247 |
1.1132 |
|
| R1 |
1.1177 |
1.1177 |
1.1120 |
1.1146 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1099 |
| S1 |
1.1045 |
1.1045 |
1.1095 |
1.1014 |
| S2 |
1.0982 |
1.0982 |
1.1083 |
|
| S3 |
1.0850 |
1.0912 |
1.1071 |
|
| S4 |
1.0717 |
1.0780 |
1.1035 |
|
|
| 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 |
1.1455 |
1.0947 |
0.0508 |
4.6% |
0.0187 |
1.7% |
32% |
False |
False |
226,909 |
| 10 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0141 |
1.3% |
31% |
False |
False |
185,819 |
| 20 |
1.1458 |
1.0947 |
0.0511 |
4.6% |
0.0123 |
1.1% |
31% |
False |
False |
165,823 |
| 40 |
1.1542 |
1.0947 |
0.0595 |
5.4% |
0.0095 |
0.9% |
27% |
False |
False |
84,222 |
| 60 |
1.1665 |
1.0947 |
0.0718 |
6.5% |
0.0090 |
0.8% |
22% |
False |
False |
56,284 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0091 |
0.8% |
27% |
False |
False |
42,293 |
| 100 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0086 |
0.8% |
27% |
False |
False |
33,850 |
| 120 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0082 |
0.7% |
30% |
False |
False |
28,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1748 |
|
2.618 |
1.1531 |
|
1.618 |
1.1399 |
|
1.000 |
1.1317 |
|
0.618 |
1.1266 |
|
HIGH |
1.1185 |
|
0.618 |
1.1134 |
|
0.500 |
1.1118 |
|
0.382 |
1.1103 |
|
LOW |
1.1052 |
|
0.618 |
1.0970 |
|
1.000 |
1.0920 |
|
1.618 |
1.0838 |
|
2.618 |
1.0705 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1118 |
1.1114 |
| PP |
1.1115 |
1.1112 |
| S1 |
1.1111 |
1.1110 |
|