CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1366 |
1.1474 |
0.0108 |
1.0% |
1.1241 |
| High |
1.1475 |
1.1552 |
0.0077 |
0.7% |
1.1475 |
| Low |
1.1363 |
1.1462 |
0.0100 |
0.9% |
1.1236 |
| Close |
1.1465 |
1.1537 |
0.0072 |
0.6% |
1.1465 |
| Range |
0.0113 |
0.0090 |
-0.0023 |
-20.4% |
0.0239 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
243,008 |
147,983 |
-95,025 |
-39.1% |
865,350 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1785 |
1.1751 |
1.1586 |
|
| R3 |
1.1696 |
1.1661 |
1.1562 |
|
| R2 |
1.1606 |
1.1606 |
1.1553 |
|
| R1 |
1.1572 |
1.1572 |
1.1545 |
1.1589 |
| PP |
1.1517 |
1.1517 |
1.1517 |
1.1526 |
| S1 |
1.1482 |
1.1482 |
1.1529 |
1.1500 |
| S2 |
1.1427 |
1.1427 |
1.1521 |
|
| S3 |
1.1338 |
1.1393 |
1.1512 |
|
| S4 |
1.1248 |
1.1303 |
1.1488 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2026 |
1.1596 |
|
| R3 |
1.1870 |
1.1787 |
1.1531 |
|
| R2 |
1.1631 |
1.1631 |
1.1509 |
|
| R1 |
1.1548 |
1.1548 |
1.1487 |
1.1590 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1413 |
| S1 |
1.1309 |
1.1309 |
1.1443 |
1.1351 |
| S2 |
1.1153 |
1.1153 |
1.1421 |
|
| S3 |
1.0914 |
1.1070 |
1.1399 |
|
| S4 |
1.0675 |
1.0831 |
1.1334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1552 |
1.1272 |
0.0280 |
2.4% |
0.0090 |
0.8% |
95% |
True |
False |
180,802 |
| 10 |
1.1552 |
1.1234 |
0.0318 |
2.8% |
0.0091 |
0.8% |
95% |
True |
False |
171,122 |
| 20 |
1.1552 |
1.1234 |
0.0318 |
2.8% |
0.0089 |
0.8% |
95% |
True |
False |
170,909 |
| 40 |
1.1552 |
1.0853 |
0.0699 |
6.1% |
0.0097 |
0.8% |
98% |
True |
False |
173,447 |
| 60 |
1.1552 |
1.0853 |
0.0699 |
6.1% |
0.0099 |
0.9% |
98% |
True |
False |
117,279 |
| 80 |
1.1552 |
1.0822 |
0.0730 |
6.3% |
0.0101 |
0.9% |
98% |
True |
False |
88,155 |
| 100 |
1.1552 |
1.0762 |
0.0790 |
6.8% |
0.0098 |
0.9% |
98% |
True |
False |
70,600 |
| 120 |
1.1552 |
1.0588 |
0.0964 |
8.4% |
0.0097 |
0.8% |
98% |
True |
False |
58,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1932 |
|
2.618 |
1.1786 |
|
1.618 |
1.1696 |
|
1.000 |
1.1641 |
|
0.618 |
1.1607 |
|
HIGH |
1.1552 |
|
0.618 |
1.1517 |
|
0.500 |
1.1507 |
|
0.382 |
1.1496 |
|
LOW |
1.1462 |
|
0.618 |
1.1407 |
|
1.000 |
1.1373 |
|
1.618 |
1.1317 |
|
2.618 |
1.1228 |
|
4.250 |
1.1082 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1527 |
1.1502 |
| PP |
1.1517 |
1.1466 |
| S1 |
1.1507 |
1.1431 |
|