CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1312 |
1.1390 |
0.0079 |
0.7% |
1.1326 |
| High |
1.1369 |
1.1450 |
0.0081 |
0.7% |
1.1373 |
| Low |
1.1306 |
1.1380 |
0.0074 |
0.7% |
1.1208 |
| Close |
1.1346 |
1.1390 |
0.0045 |
0.4% |
1.1346 |
| Range |
0.0063 |
0.0071 |
0.0008 |
11.9% |
0.0165 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.7% |
0.0000 |
| Volume |
1,049 |
1,371 |
322 |
30.7% |
3,647 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1575 |
1.1429 |
|
| R3 |
1.1548 |
1.1504 |
1.1409 |
|
| R2 |
1.1477 |
1.1477 |
1.1403 |
|
| R1 |
1.1434 |
1.1434 |
1.1396 |
1.1425 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1402 |
| S1 |
1.1363 |
1.1363 |
1.1384 |
1.1355 |
| S2 |
1.1336 |
1.1336 |
1.1377 |
|
| S3 |
1.1266 |
1.1293 |
1.1371 |
|
| S4 |
1.1195 |
1.1222 |
1.1351 |
|
|
| 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 |
1.1450 |
1.1208 |
0.0242 |
2.1% |
0.0099 |
0.9% |
75% |
True |
False |
974 |
| 10 |
1.1483 |
1.1208 |
0.0275 |
2.4% |
0.0079 |
0.7% |
66% |
False |
False |
608 |
| 20 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0071 |
0.6% |
67% |
False |
False |
356 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0058 |
0.5% |
38% |
False |
False |
197 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0053 |
0.5% |
38% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1750 |
|
2.618 |
1.1635 |
|
1.618 |
1.1564 |
|
1.000 |
1.1521 |
|
0.618 |
1.1494 |
|
HIGH |
1.1450 |
|
0.618 |
1.1423 |
|
0.500 |
1.1415 |
|
0.382 |
1.1406 |
|
LOW |
1.1380 |
|
0.618 |
1.1336 |
|
1.000 |
1.1309 |
|
1.618 |
1.1265 |
|
2.618 |
1.1195 |
|
4.250 |
1.1080 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1415 |
1.1370 |
| PP |
1.1407 |
1.1349 |
| S1 |
1.1398 |
1.1329 |
|