CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1390 |
1.1395 |
0.0005 |
0.0% |
1.1326 |
| High |
1.1450 |
1.1420 |
-0.0030 |
-0.3% |
1.1373 |
| Low |
1.1380 |
1.1320 |
-0.0060 |
-0.5% |
1.1208 |
| Close |
1.1390 |
1.1333 |
-0.0058 |
-0.5% |
1.1346 |
| Range |
0.0071 |
0.0100 |
0.0030 |
41.8% |
0.0165 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,371 |
1,985 |
614 |
44.8% |
3,647 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1658 |
1.1595 |
1.1388 |
|
| R3 |
1.1558 |
1.1495 |
1.1360 |
|
| R2 |
1.1458 |
1.1458 |
1.1351 |
|
| R1 |
1.1395 |
1.1395 |
1.1342 |
1.1376 |
| PP |
1.1358 |
1.1358 |
1.1358 |
1.1348 |
| S1 |
1.1295 |
1.1295 |
1.1323 |
1.1276 |
| S2 |
1.1258 |
1.1258 |
1.1314 |
|
| S3 |
1.1158 |
1.1195 |
1.1305 |
|
| S4 |
1.1058 |
1.1095 |
1.1278 |
|
|
| 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% |
0.0100 |
0.9% |
51% |
False |
False |
1,169 |
| 10 |
1.1483 |
1.1208 |
0.0275 |
2.4% |
0.0086 |
0.8% |
45% |
False |
False |
763 |
| 20 |
1.1483 |
1.1200 |
0.0283 |
2.5% |
0.0075 |
0.7% |
47% |
False |
False |
454 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0061 |
0.5% |
27% |
False |
False |
246 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0054 |
0.5% |
27% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1845 |
|
2.618 |
1.1682 |
|
1.618 |
1.1582 |
|
1.000 |
1.1520 |
|
0.618 |
1.1482 |
|
HIGH |
1.1420 |
|
0.618 |
1.1382 |
|
0.500 |
1.1370 |
|
0.382 |
1.1358 |
|
LOW |
1.1320 |
|
0.618 |
1.1258 |
|
1.000 |
1.1220 |
|
1.618 |
1.1158 |
|
2.618 |
1.1058 |
|
4.250 |
1.0895 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1370 |
1.1378 |
| PP |
1.1358 |
1.1363 |
| S1 |
1.1345 |
1.1348 |
|