CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1275 |
1.1236 |
-0.0039 |
-0.3% |
1.1225 |
| High |
1.1300 |
1.1450 |
0.0150 |
1.3% |
1.1450 |
| Low |
1.1233 |
1.1227 |
-0.0006 |
0.0% |
1.1202 |
| Close |
1.1233 |
1.1425 |
0.0193 |
1.7% |
1.1425 |
| Range |
0.0068 |
0.0223 |
0.0156 |
230.4% |
0.0249 |
| ATR |
0.0056 |
0.0068 |
0.0012 |
21.5% |
0.0000 |
| Volume |
54 |
554 |
500 |
925.9% |
682 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2036 |
1.1954 |
1.1548 |
|
| R3 |
1.1813 |
1.1731 |
1.1486 |
|
| R2 |
1.1590 |
1.1590 |
1.1466 |
|
| R1 |
1.1508 |
1.1508 |
1.1445 |
1.1549 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1388 |
| S1 |
1.1285 |
1.1285 |
1.1405 |
1.1326 |
| S2 |
1.1144 |
1.1144 |
1.1384 |
|
| S3 |
1.0921 |
1.1062 |
1.1364 |
|
| S4 |
1.0698 |
1.0839 |
1.1302 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.2013 |
1.1562 |
|
| R3 |
1.1856 |
1.1765 |
1.1493 |
|
| R2 |
1.1607 |
1.1607 |
1.1471 |
|
| R1 |
1.1516 |
1.1516 |
1.1448 |
1.1562 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1382 |
| S1 |
1.1268 |
1.1268 |
1.1402 |
1.1313 |
| S2 |
1.1110 |
1.1110 |
1.1379 |
|
| S3 |
1.0862 |
1.1019 |
1.1357 |
|
| S4 |
1.0613 |
1.0771 |
1.1288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1450 |
1.1200 |
0.0250 |
2.2% |
0.0086 |
0.8% |
90% |
True |
False |
140 |
| 10 |
1.1450 |
1.1200 |
0.0250 |
2.2% |
0.0060 |
0.5% |
90% |
True |
False |
88 |
| 20 |
1.1551 |
1.1200 |
0.0351 |
3.1% |
0.0054 |
0.5% |
64% |
False |
False |
71 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0047 |
0.4% |
45% |
False |
False |
47 |
| 60 |
1.1700 |
1.0932 |
0.0769 |
6.7% |
0.0051 |
0.4% |
64% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2398 |
|
2.618 |
1.2034 |
|
1.618 |
1.1811 |
|
1.000 |
1.1673 |
|
0.618 |
1.1588 |
|
HIGH |
1.1450 |
|
0.618 |
1.1365 |
|
0.500 |
1.1339 |
|
0.382 |
1.1312 |
|
LOW |
1.1227 |
|
0.618 |
1.1089 |
|
1.000 |
1.1004 |
|
1.618 |
1.0866 |
|
2.618 |
1.0643 |
|
4.250 |
1.0279 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1392 |
| PP |
1.1367 |
1.1359 |
| S1 |
1.1339 |
1.1326 |
|