CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1363 |
0.0038 |
0.3% |
1.1414 |
| High |
1.1373 |
1.1363 |
-0.0010 |
-0.1% |
1.1483 |
| Low |
1.1314 |
1.1266 |
-0.0048 |
-0.4% |
1.1324 |
| Close |
1.1370 |
1.1281 |
-0.0090 |
-0.8% |
1.1336 |
| Range |
0.0059 |
0.0097 |
0.0038 |
64.4% |
0.0160 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.3% |
0.0000 |
| Volume |
145 |
1,012 |
867 |
597.9% |
1,239 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1594 |
1.1534 |
1.1334 |
|
| R3 |
1.1497 |
1.1437 |
1.1307 |
|
| R2 |
1.1400 |
1.1400 |
1.1298 |
|
| R1 |
1.1340 |
1.1340 |
1.1289 |
1.1322 |
| PP |
1.1303 |
1.1303 |
1.1303 |
1.1294 |
| S1 |
1.1243 |
1.1243 |
1.1272 |
1.1225 |
| S2 |
1.1206 |
1.1206 |
1.1263 |
|
| S3 |
1.1109 |
1.1146 |
1.1254 |
|
| S4 |
1.1012 |
1.1049 |
1.1227 |
|
|
| 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 |
1.1266 |
0.0217 |
1.9% |
0.0072 |
0.6% |
7% |
False |
True |
357 |
| 10 |
1.1483 |
1.1202 |
0.0282 |
2.5% |
0.0079 |
0.7% |
28% |
False |
False |
303 |
| 20 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0059 |
0.5% |
28% |
False |
False |
176 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0055 |
0.5% |
16% |
False |
False |
101 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0047 |
0.4% |
16% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1775 |
|
2.618 |
1.1617 |
|
1.618 |
1.1520 |
|
1.000 |
1.1460 |
|
0.618 |
1.1423 |
|
HIGH |
1.1363 |
|
0.618 |
1.1326 |
|
0.500 |
1.1315 |
|
0.382 |
1.1303 |
|
LOW |
1.1266 |
|
0.618 |
1.1206 |
|
1.000 |
1.1169 |
|
1.618 |
1.1109 |
|
2.618 |
1.1012 |
|
4.250 |
1.0854 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1315 |
1.1331 |
| PP |
1.1303 |
1.1314 |
| S1 |
1.1292 |
1.1297 |
|