CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1275 |
0.0073 |
0.7% |
1.1282 |
| High |
1.1266 |
1.1300 |
0.0035 |
0.3% |
1.1306 |
| Low |
1.1202 |
1.1233 |
0.0031 |
0.3% |
1.1200 |
| Close |
1.1266 |
1.1233 |
-0.0033 |
-0.3% |
1.1222 |
| Range |
0.0064 |
0.0068 |
0.0004 |
5.5% |
0.0106 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.7% |
0.0000 |
| Volume |
28 |
54 |
26 |
92.9% |
184 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1413 |
1.1270 |
|
| R3 |
1.1390 |
1.1345 |
1.1251 |
|
| R2 |
1.1323 |
1.1323 |
1.1245 |
|
| R1 |
1.1278 |
1.1278 |
1.1239 |
1.1266 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1249 |
| S1 |
1.1210 |
1.1210 |
1.1226 |
1.1199 |
| S2 |
1.1188 |
1.1188 |
1.1220 |
|
| S3 |
1.1120 |
1.1143 |
1.1214 |
|
| S4 |
1.1053 |
1.1075 |
1.1195 |
|
|
| 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 |
1.1300 |
1.1200 |
0.0100 |
0.9% |
0.0050 |
0.4% |
33% |
True |
False |
43 |
| 10 |
1.1309 |
1.1200 |
0.0109 |
1.0% |
0.0042 |
0.4% |
30% |
False |
False |
39 |
| 20 |
1.1575 |
1.1200 |
0.0375 |
3.3% |
0.0047 |
0.4% |
9% |
False |
False |
44 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.5% |
0.0044 |
0.4% |
7% |
False |
False |
33 |
| 60 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0048 |
0.4% |
39% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1587 |
|
2.618 |
1.1477 |
|
1.618 |
1.1409 |
|
1.000 |
1.1368 |
|
0.618 |
1.1342 |
|
HIGH |
1.1300 |
|
0.618 |
1.1274 |
|
0.500 |
1.1266 |
|
0.382 |
1.1258 |
|
LOW |
1.1233 |
|
0.618 |
1.1191 |
|
1.000 |
1.1165 |
|
1.618 |
1.1123 |
|
2.618 |
1.1056 |
|
4.250 |
1.0946 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1251 |
| PP |
1.1255 |
1.1245 |
| S1 |
1.1244 |
1.1239 |
|