CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1134 |
1.1193 |
0.0059 |
0.5% |
1.1390 |
| High |
1.1199 |
1.1219 |
0.0020 |
0.2% |
1.1498 |
| Low |
1.1120 |
1.1092 |
-0.0028 |
-0.2% |
1.0994 |
| Close |
1.1176 |
1.1145 |
-0.0031 |
-0.3% |
1.1193 |
| Range |
0.0079 |
0.0127 |
0.0048 |
60.1% |
0.0505 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
0.9% |
0.0000 |
| Volume |
869 |
1,066 |
197 |
22.7% |
7,039 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1464 |
1.1214 |
|
| R3 |
1.1405 |
1.1338 |
1.1179 |
|
| R2 |
1.1278 |
1.1278 |
1.1168 |
|
| R1 |
1.1211 |
1.1211 |
1.1156 |
1.1182 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1137 |
| S1 |
1.1085 |
1.1085 |
1.1133 |
1.1055 |
| S2 |
1.1025 |
1.1025 |
1.1121 |
|
| S3 |
1.0899 |
1.0958 |
1.1110 |
|
| S4 |
1.0772 |
1.0832 |
1.1075 |
|
|
| 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 |
1.1486 |
1.0994 |
0.0492 |
4.4% |
0.0175 |
1.6% |
31% |
False |
False |
800 |
| 10 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0130 |
1.2% |
30% |
False |
False |
1,061 |
| 20 |
1.1498 |
1.0994 |
0.0505 |
4.5% |
0.0111 |
1.0% |
30% |
False |
False |
750 |
| 40 |
1.1575 |
1.0994 |
0.0582 |
5.2% |
0.0079 |
0.7% |
26% |
False |
False |
397 |
| 60 |
1.1700 |
1.0994 |
0.0707 |
6.3% |
0.0066 |
0.6% |
21% |
False |
False |
272 |
| 80 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0064 |
0.6% |
28% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1756 |
|
2.618 |
1.1550 |
|
1.618 |
1.1423 |
|
1.000 |
1.1345 |
|
0.618 |
1.1297 |
|
HIGH |
1.1219 |
|
0.618 |
1.1170 |
|
0.500 |
1.1155 |
|
0.382 |
1.1140 |
|
LOW |
1.1092 |
|
0.618 |
1.1014 |
|
1.000 |
1.0966 |
|
1.618 |
1.0887 |
|
2.618 |
1.0761 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1155 |
| PP |
1.1152 |
1.1152 |
| S1 |
1.1148 |
1.1148 |
|