CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1448 |
1.1442 |
-0.0006 |
-0.1% |
1.1225 |
| High |
1.1448 |
1.1483 |
0.0036 |
0.3% |
1.1450 |
| Low |
1.1419 |
1.1442 |
0.0023 |
0.2% |
1.1202 |
| Close |
1.1442 |
1.1475 |
0.0034 |
0.3% |
1.1425 |
| Range |
0.0029 |
0.0042 |
0.0013 |
45.6% |
0.0249 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
433 |
101 |
-332 |
-76.7% |
682 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1575 |
1.1498 |
|
| R3 |
1.1550 |
1.1533 |
1.1486 |
|
| R2 |
1.1508 |
1.1508 |
1.1483 |
|
| R1 |
1.1492 |
1.1492 |
1.1479 |
1.1500 |
| PP |
1.1467 |
1.1467 |
1.1467 |
1.1471 |
| S1 |
1.1450 |
1.1450 |
1.1471 |
1.1458 |
| S2 |
1.1425 |
1.1425 |
1.1467 |
|
| S3 |
1.1384 |
1.1409 |
1.1464 |
|
| S4 |
1.1342 |
1.1367 |
1.1452 |
|
|
| 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 |
1.1483 |
1.1227 |
0.0256 |
2.2% |
0.0081 |
0.7% |
97% |
True |
False |
263 |
| 10 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0061 |
0.5% |
97% |
True |
False |
149 |
| 20 |
1.1522 |
1.1200 |
0.0322 |
2.8% |
0.0054 |
0.5% |
86% |
False |
False |
101 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0048 |
0.4% |
55% |
False |
False |
63 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0046 |
0.4% |
55% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1659 |
|
2.618 |
1.1592 |
|
1.618 |
1.1550 |
|
1.000 |
1.1525 |
|
0.618 |
1.1509 |
|
HIGH |
1.1483 |
|
0.618 |
1.1467 |
|
0.500 |
1.1462 |
|
0.382 |
1.1457 |
|
LOW |
1.1442 |
|
0.618 |
1.1416 |
|
1.000 |
1.1400 |
|
1.618 |
1.1374 |
|
2.618 |
1.1333 |
|
4.250 |
1.1265 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1471 |
1.1466 |
| PP |
1.1467 |
1.1457 |
| S1 |
1.1462 |
1.1449 |
|