CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1106 |
1.1134 |
0.0028 |
0.3% |
1.1390 |
| High |
1.1178 |
1.1199 |
0.0021 |
0.2% |
1.1498 |
| Low |
1.1106 |
1.1120 |
0.0014 |
0.1% |
1.0994 |
| Close |
1.1117 |
1.1176 |
0.0059 |
0.5% |
1.1193 |
| Range |
0.0073 |
0.0079 |
0.0007 |
9.0% |
0.0505 |
| ATR |
0.0115 |
0.0112 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
250 |
869 |
619 |
247.6% |
7,039 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1402 |
1.1368 |
1.1219 |
|
| R3 |
1.1323 |
1.1289 |
1.1197 |
|
| R2 |
1.1244 |
1.1244 |
1.1190 |
|
| R1 |
1.1210 |
1.1210 |
1.1183 |
1.1227 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1173 |
| S1 |
1.1131 |
1.1131 |
1.1168 |
1.1148 |
| S2 |
1.1086 |
1.1086 |
1.1161 |
|
| S3 |
1.1007 |
1.1052 |
1.1154 |
|
| S4 |
1.0928 |
1.0973 |
1.1132 |
|
|
| 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% |
0.0168 |
1.5% |
36% |
False |
False |
669 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0133 |
1.2% |
36% |
False |
False |
1,064 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0108 |
1.0% |
36% |
False |
False |
699 |
| 40 |
1.1597 |
1.0994 |
0.0604 |
5.4% |
0.0077 |
0.7% |
30% |
False |
False |
370 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0064 |
0.6% |
26% |
False |
False |
254 |
| 80 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0062 |
0.6% |
32% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1405 |
|
1.618 |
1.1326 |
|
1.000 |
1.1278 |
|
0.618 |
1.1247 |
|
HIGH |
1.1199 |
|
0.618 |
1.1168 |
|
0.500 |
1.1159 |
|
0.382 |
1.1150 |
|
LOW |
1.1120 |
|
0.618 |
1.1071 |
|
1.000 |
1.1041 |
|
1.618 |
1.0992 |
|
2.618 |
1.0913 |
|
4.250 |
1.0784 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1170 |
1.1156 |
| PP |
1.1165 |
1.1137 |
| S1 |
1.1159 |
1.1118 |
|