CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1414 |
1.1448 |
0.0034 |
0.3% |
1.1225 |
| High |
1.1458 |
1.1448 |
-0.0010 |
-0.1% |
1.1450 |
| Low |
1.1414 |
1.1419 |
0.0005 |
0.0% |
1.1202 |
| Close |
1.1454 |
1.1442 |
-0.0013 |
-0.1% |
1.1425 |
| Range |
0.0044 |
0.0029 |
-0.0015 |
-34.5% |
0.0249 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
177 |
433 |
256 |
144.6% |
682 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1510 |
1.1457 |
|
| R3 |
1.1493 |
1.1482 |
1.1449 |
|
| R2 |
1.1465 |
1.1465 |
1.1447 |
|
| R1 |
1.1453 |
1.1453 |
1.1444 |
1.1445 |
| PP |
1.1436 |
1.1436 |
1.1436 |
1.1432 |
| S1 |
1.1425 |
1.1425 |
1.1439 |
1.1416 |
| S2 |
1.1408 |
1.1408 |
1.1436 |
|
| S3 |
1.1379 |
1.1396 |
1.1434 |
|
| S4 |
1.1351 |
1.1368 |
1.1426 |
|
|
| 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 |
1.1458 |
1.1202 |
0.0256 |
2.2% |
0.0085 |
0.7% |
94% |
False |
False |
249 |
| 10 |
1.1458 |
1.1200 |
0.0258 |
2.3% |
0.0064 |
0.6% |
94% |
False |
False |
145 |
| 20 |
1.1522 |
1.1200 |
0.0322 |
2.8% |
0.0053 |
0.5% |
75% |
False |
False |
99 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0048 |
0.4% |
48% |
False |
False |
61 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0045 |
0.4% |
48% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1522 |
|
1.618 |
1.1494 |
|
1.000 |
1.1476 |
|
0.618 |
1.1465 |
|
HIGH |
1.1448 |
|
0.618 |
1.1437 |
|
0.500 |
1.1433 |
|
0.382 |
1.1430 |
|
LOW |
1.1419 |
|
0.618 |
1.1401 |
|
1.000 |
1.1391 |
|
1.618 |
1.1373 |
|
2.618 |
1.1344 |
|
4.250 |
1.1298 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1439 |
1.1408 |
| PP |
1.1436 |
1.1375 |
| S1 |
1.1433 |
1.1342 |
|