CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1474 |
1.1543 |
0.0069 |
0.6% |
1.1241 |
| High |
1.1552 |
1.1631 |
0.0079 |
0.7% |
1.1475 |
| Low |
1.1462 |
1.1509 |
0.0047 |
0.4% |
1.1236 |
| Close |
1.1537 |
1.1521 |
-0.0017 |
-0.1% |
1.1465 |
| Range |
0.0090 |
0.0122 |
0.0032 |
35.8% |
0.0239 |
| ATR |
0.0091 |
0.0094 |
0.0002 |
2.4% |
0.0000 |
| Volume |
147,983 |
230,491 |
82,508 |
55.8% |
865,350 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1918 |
1.1841 |
1.1587 |
|
| R3 |
1.1796 |
1.1719 |
1.1554 |
|
| R2 |
1.1675 |
1.1675 |
1.1543 |
|
| R1 |
1.1598 |
1.1598 |
1.1532 |
1.1576 |
| PP |
1.1553 |
1.1553 |
1.1553 |
1.1542 |
| S1 |
1.1476 |
1.1476 |
1.1509 |
1.1454 |
| S2 |
1.1432 |
1.1432 |
1.1498 |
|
| S3 |
1.1310 |
1.1355 |
1.1487 |
|
| S4 |
1.1189 |
1.1233 |
1.1454 |
|
|
| 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 |
1.1631 |
1.1287 |
0.0344 |
3.0% |
0.0098 |
0.8% |
68% |
True |
False |
194,361 |
| 10 |
1.1631 |
1.1234 |
0.0397 |
3.4% |
0.0095 |
0.8% |
72% |
True |
False |
179,553 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.4% |
0.0092 |
0.8% |
72% |
True |
False |
173,330 |
| 40 |
1.1631 |
1.0853 |
0.0778 |
6.7% |
0.0098 |
0.9% |
86% |
True |
False |
178,292 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.7% |
0.0099 |
0.9% |
86% |
True |
False |
121,102 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.0% |
0.0100 |
0.9% |
86% |
True |
False |
91,030 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.5% |
0.0099 |
0.9% |
87% |
True |
False |
72,902 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.0% |
0.0098 |
0.8% |
89% |
True |
False |
60,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2147 |
|
2.618 |
1.1949 |
|
1.618 |
1.1827 |
|
1.000 |
1.1752 |
|
0.618 |
1.1706 |
|
HIGH |
1.1631 |
|
0.618 |
1.1584 |
|
0.500 |
1.1570 |
|
0.382 |
1.1555 |
|
LOW |
1.1509 |
|
0.618 |
1.1434 |
|
1.000 |
1.1388 |
|
1.618 |
1.1312 |
|
2.618 |
1.1191 |
|
4.250 |
1.0993 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1570 |
1.1513 |
| PP |
1.1553 |
1.1505 |
| S1 |
1.1537 |
1.1497 |
|