CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1318 |
1.1414 |
0.0096 |
0.8% |
1.1326 |
| High |
1.1410 |
1.1498 |
0.0088 |
0.8% |
1.1373 |
| Low |
1.1315 |
1.1403 |
0.0089 |
0.8% |
1.1208 |
| Close |
1.1385 |
1.1429 |
0.0045 |
0.4% |
1.1346 |
| Range |
0.0096 |
0.0095 |
-0.0001 |
-0.5% |
0.0165 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.9% |
0.0000 |
| Volume |
1,798 |
410 |
-1,388 |
-77.2% |
3,647 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1674 |
1.1481 |
|
| R3 |
1.1633 |
1.1579 |
1.1455 |
|
| R2 |
1.1538 |
1.1538 |
1.1446 |
|
| R1 |
1.1484 |
1.1484 |
1.1438 |
1.1511 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1457 |
| S1 |
1.1389 |
1.1389 |
1.1420 |
1.1416 |
| S2 |
1.1348 |
1.1348 |
1.1412 |
|
| S3 |
1.1253 |
1.1294 |
1.1403 |
|
| S4 |
1.1158 |
1.1199 |
1.1377 |
|
|
| 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 |
1.1498 |
1.1306 |
0.0192 |
1.7% |
0.0085 |
0.7% |
64% |
True |
False |
1,322 |
| 10 |
1.1498 |
1.1208 |
0.0290 |
2.5% |
0.0092 |
0.8% |
76% |
True |
False |
962 |
| 20 |
1.1498 |
1.1200 |
0.0298 |
2.6% |
0.0080 |
0.7% |
77% |
True |
False |
561 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0064 |
0.6% |
46% |
False |
False |
301 |
| 60 |
1.1700 |
1.1200 |
0.0500 |
4.4% |
0.0054 |
0.5% |
46% |
False |
False |
208 |
| 80 |
1.1700 |
1.0932 |
0.0769 |
6.7% |
0.0054 |
0.5% |
65% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1902 |
|
2.618 |
1.1747 |
|
1.618 |
1.1652 |
|
1.000 |
1.1593 |
|
0.618 |
1.1557 |
|
HIGH |
1.1498 |
|
0.618 |
1.1462 |
|
0.500 |
1.1451 |
|
0.382 |
1.1439 |
|
LOW |
1.1403 |
|
0.618 |
1.1344 |
|
1.000 |
1.1308 |
|
1.618 |
1.1249 |
|
2.618 |
1.1154 |
|
4.250 |
1.0999 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1451 |
1.1421 |
| PP |
1.1443 |
1.1414 |
| S1 |
1.1436 |
1.1406 |
|