CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1225 |
1.1202 |
-0.0023 |
-0.2% |
1.1282 |
| High |
1.1257 |
1.1266 |
0.0009 |
0.1% |
1.1306 |
| Low |
1.1209 |
1.1202 |
-0.0007 |
-0.1% |
1.1200 |
| Close |
1.1209 |
1.1266 |
0.0057 |
0.5% |
1.1222 |
| Range |
0.0049 |
0.0064 |
0.0016 |
32.0% |
0.0106 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.3% |
0.0000 |
| Volume |
46 |
28 |
-18 |
-39.1% |
184 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1415 |
1.1301 |
|
| R3 |
1.1372 |
1.1351 |
1.1283 |
|
| R2 |
1.1308 |
1.1308 |
1.1277 |
|
| R1 |
1.1287 |
1.1287 |
1.1271 |
1.1298 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1250 |
| S1 |
1.1223 |
1.1223 |
1.1260 |
1.1234 |
| S2 |
1.1180 |
1.1180 |
1.1254 |
|
| S3 |
1.1116 |
1.1159 |
1.1248 |
|
| S4 |
1.1052 |
1.1095 |
1.1230 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1497 |
1.1280 |
|
| R3 |
1.1455 |
1.1391 |
1.1251 |
|
| R2 |
1.1349 |
1.1349 |
1.1241 |
|
| R1 |
1.1285 |
1.1285 |
1.1232 |
1.1264 |
| PP |
1.1243 |
1.1243 |
1.1243 |
1.1232 |
| S1 |
1.1179 |
1.1179 |
1.1212 |
1.1158 |
| S2 |
1.1137 |
1.1137 |
1.1203 |
|
| S3 |
1.1031 |
1.1073 |
1.1193 |
|
| S4 |
1.0925 |
1.0967 |
1.1164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1299 |
1.1200 |
0.0099 |
0.9% |
0.0041 |
0.4% |
66% |
False |
False |
34 |
| 10 |
1.1372 |
1.1200 |
0.0172 |
1.5% |
0.0042 |
0.4% |
38% |
False |
False |
42 |
| 20 |
1.1597 |
1.1200 |
0.0397 |
3.5% |
0.0046 |
0.4% |
16% |
False |
False |
42 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0042 |
0.4% |
13% |
False |
False |
32 |
| 60 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0047 |
0.4% |
43% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1433 |
|
1.618 |
1.1369 |
|
1.000 |
1.1330 |
|
0.618 |
1.1305 |
|
HIGH |
1.1266 |
|
0.618 |
1.1241 |
|
0.500 |
1.1234 |
|
0.382 |
1.1226 |
|
LOW |
1.1202 |
|
0.618 |
1.1162 |
|
1.000 |
1.1138 |
|
1.618 |
1.1098 |
|
2.618 |
1.1034 |
|
4.250 |
1.0930 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1255 |
| PP |
1.1244 |
1.1244 |
| S1 |
1.1234 |
1.1233 |
|