CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1346 |
1.1312 |
-0.0034 |
-0.3% |
1.1326 |
| High |
1.1369 |
1.1369 |
0.0000 |
0.0% |
1.1373 |
| Low |
1.1208 |
1.1306 |
0.0098 |
0.9% |
1.1208 |
| Close |
1.1314 |
1.1346 |
0.0032 |
0.3% |
1.1346 |
| Range |
0.0161 |
0.0063 |
-0.0098 |
-60.9% |
0.0165 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,093 |
1,049 |
-44 |
-4.0% |
3,647 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1500 |
1.1380 |
|
| R3 |
1.1466 |
1.1437 |
1.1363 |
|
| R2 |
1.1403 |
1.1403 |
1.1357 |
|
| R1 |
1.1374 |
1.1374 |
1.1351 |
1.1389 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1347 |
| S1 |
1.1311 |
1.1311 |
1.1340 |
1.1326 |
| S2 |
1.1277 |
1.1277 |
1.1334 |
|
| S3 |
1.1214 |
1.1248 |
1.1328 |
|
| S4 |
1.1151 |
1.1185 |
1.1311 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1740 |
1.1436 |
|
| R3 |
1.1639 |
1.1575 |
1.1391 |
|
| R2 |
1.1474 |
1.1474 |
1.1376 |
|
| R1 |
1.1410 |
1.1410 |
1.1361 |
1.1442 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1325 |
| S1 |
1.1245 |
1.1245 |
1.1330 |
1.1277 |
| S2 |
1.1144 |
1.1144 |
1.1315 |
|
| S3 |
1.0979 |
1.1080 |
1.1300 |
|
| S4 |
1.0814 |
1.0915 |
1.1255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1208 |
0.0165 |
1.5% |
0.0097 |
0.9% |
83% |
False |
False |
729 |
| 10 |
1.1483 |
1.1208 |
0.0275 |
2.4% |
0.0076 |
0.7% |
50% |
False |
False |
488 |
| 20 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0068 |
0.6% |
51% |
False |
False |
288 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0058 |
0.5% |
29% |
False |
False |
163 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0052 |
0.5% |
29% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1637 |
|
2.618 |
1.1534 |
|
1.618 |
1.1471 |
|
1.000 |
1.1432 |
|
0.618 |
1.1408 |
|
HIGH |
1.1369 |
|
0.618 |
1.1345 |
|
0.500 |
1.1338 |
|
0.382 |
1.1330 |
|
LOW |
1.1306 |
|
0.618 |
1.1267 |
|
1.000 |
1.1243 |
|
1.618 |
1.1204 |
|
2.618 |
1.1141 |
|
4.250 |
1.1038 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1343 |
1.1327 |
| PP |
1.1340 |
1.1308 |
| S1 |
1.1338 |
1.1290 |
|