CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1478 |
1.1377 |
-0.0101 |
-0.9% |
1.1414 |
| High |
1.1478 |
1.1396 |
-0.0082 |
-0.7% |
1.1483 |
| Low |
1.1388 |
1.1324 |
-0.0065 |
-0.6% |
1.1324 |
| Close |
1.1407 |
1.1336 |
-0.0072 |
-0.6% |
1.1336 |
| Range |
0.0090 |
0.0072 |
-0.0018 |
-19.6% |
0.0160 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.2% |
0.0000 |
| Volume |
112 |
416 |
304 |
271.4% |
1,239 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1524 |
1.1375 |
|
| R3 |
1.1496 |
1.1452 |
1.1355 |
|
| R2 |
1.1424 |
1.1424 |
1.1349 |
|
| R1 |
1.1380 |
1.1380 |
1.1342 |
1.1366 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1345 |
| S1 |
1.1308 |
1.1308 |
1.1329 |
1.1294 |
| S2 |
1.1280 |
1.1280 |
1.1322 |
|
| S3 |
1.1208 |
1.1236 |
1.1316 |
|
| S4 |
1.1136 |
1.1164 |
1.1296 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1757 |
1.1423 |
|
| R3 |
1.1700 |
1.1597 |
1.1379 |
|
| R2 |
1.1540 |
1.1540 |
1.1365 |
|
| R1 |
1.1438 |
1.1438 |
1.1350 |
1.1409 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1366 |
| S1 |
1.1278 |
1.1278 |
1.1321 |
1.1250 |
| S2 |
1.1221 |
1.1221 |
1.1306 |
|
| S3 |
1.1062 |
1.1119 |
1.1292 |
|
| S4 |
1.0902 |
1.0959 |
1.1248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1483 |
1.1324 |
0.0160 |
1.4% |
0.0055 |
0.5% |
8% |
False |
True |
247 |
| 10 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0070 |
0.6% |
48% |
False |
False |
193 |
| 20 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0057 |
0.5% |
48% |
False |
False |
123 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0051 |
0.4% |
27% |
False |
False |
73 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0048 |
0.4% |
27% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1702 |
|
2.618 |
1.1584 |
|
1.618 |
1.1512 |
|
1.000 |
1.1468 |
|
0.618 |
1.1440 |
|
HIGH |
1.1396 |
|
0.618 |
1.1368 |
|
0.500 |
1.1360 |
|
0.382 |
1.1351 |
|
LOW |
1.1324 |
|
0.618 |
1.1279 |
|
1.000 |
1.1252 |
|
1.618 |
1.1207 |
|
2.618 |
1.1135 |
|
4.250 |
1.1018 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1360 |
1.1403 |
| PP |
1.1352 |
1.1381 |
| S1 |
1.1344 |
1.1358 |
|