CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1414 |
1.1486 |
0.0072 |
0.6% |
1.1390 |
| High |
1.1498 |
1.1486 |
-0.0013 |
-0.1% |
1.1498 |
| Low |
1.1403 |
1.0994 |
-0.0410 |
-3.6% |
1.0994 |
| Close |
1.1429 |
1.1193 |
-0.0237 |
-2.1% |
1.1193 |
| Range |
0.0095 |
0.0492 |
0.0397 |
417.9% |
0.0505 |
| ATR |
0.0083 |
0.0112 |
0.0029 |
35.2% |
0.0000 |
| Volume |
410 |
1,475 |
1,065 |
259.8% |
7,039 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2700 |
1.2438 |
1.1463 |
|
| R3 |
1.2208 |
1.1946 |
1.1328 |
|
| R2 |
1.1716 |
1.1716 |
1.1283 |
|
| R1 |
1.1454 |
1.1454 |
1.1238 |
1.1339 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1166 |
| S1 |
1.0962 |
1.0962 |
1.1147 |
1.0847 |
| S2 |
1.0732 |
1.0732 |
1.1102 |
|
| S3 |
1.0240 |
1.0470 |
1.1057 |
|
| S4 |
0.9748 |
0.9978 |
1.0922 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2742 |
1.2472 |
1.1470 |
|
| R3 |
1.2237 |
1.1967 |
1.1331 |
|
| R2 |
1.1733 |
1.1733 |
1.1285 |
|
| R1 |
1.1463 |
1.1463 |
1.1239 |
1.1345 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1169 |
| S1 |
1.0958 |
1.0958 |
1.1146 |
1.0841 |
| S2 |
1.0724 |
1.0724 |
1.1100 |
|
| S3 |
1.0219 |
1.0454 |
1.1054 |
|
| S4 |
0.9715 |
0.9949 |
1.0915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0171 |
1.5% |
39% |
False |
True |
1,407 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0134 |
1.2% |
39% |
False |
True |
1,068 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0102 |
0.9% |
39% |
False |
True |
631 |
| 40 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0076 |
0.7% |
28% |
False |
True |
337 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0062 |
0.6% |
28% |
False |
True |
232 |
| 80 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0060 |
0.5% |
34% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3577 |
|
2.618 |
1.2774 |
|
1.618 |
1.2282 |
|
1.000 |
1.1978 |
|
0.618 |
1.1790 |
|
HIGH |
1.1486 |
|
0.618 |
1.1298 |
|
0.500 |
1.1240 |
|
0.382 |
1.1181 |
|
LOW |
1.0994 |
|
0.618 |
1.0689 |
|
1.000 |
1.0502 |
|
1.618 |
1.0197 |
|
2.618 |
0.9705 |
|
4.250 |
0.8903 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1240 |
1.1246 |
| PP |
1.1224 |
1.1228 |
| S1 |
1.1208 |
1.1210 |
|