CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1499 |
1.1417 |
-0.0082 |
-0.7% |
1.1474 |
| High |
1.1507 |
1.1498 |
-0.0009 |
-0.1% |
1.1631 |
| Low |
1.1398 |
1.1399 |
0.0001 |
0.0% |
1.1398 |
| Close |
1.1411 |
1.1410 |
-0.0001 |
0.0% |
1.1410 |
| Range |
0.0109 |
0.0100 |
-0.0009 |
-8.3% |
0.0233 |
| ATR |
0.0093 |
0.0094 |
0.0000 |
0.5% |
0.0000 |
| Volume |
171,211 |
188,664 |
17,453 |
10.2% |
934,143 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1734 |
1.1672 |
1.1465 |
|
| R3 |
1.1635 |
1.1572 |
1.1437 |
|
| R2 |
1.1535 |
1.1535 |
1.1428 |
|
| R1 |
1.1473 |
1.1473 |
1.1419 |
1.1454 |
| PP |
1.1436 |
1.1436 |
1.1436 |
1.1426 |
| S1 |
1.1373 |
1.1373 |
1.1401 |
1.1355 |
| S2 |
1.1336 |
1.1336 |
1.1392 |
|
| S3 |
1.1237 |
1.1274 |
1.1383 |
|
| S4 |
1.1137 |
1.1174 |
1.1355 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2026 |
1.1538 |
|
| R3 |
1.1945 |
1.1794 |
1.1474 |
|
| R2 |
1.1712 |
1.1712 |
1.1453 |
|
| R1 |
1.1561 |
1.1561 |
1.1431 |
1.1520 |
| PP |
1.1480 |
1.1480 |
1.1480 |
1.1459 |
| S1 |
1.1329 |
1.1329 |
1.1389 |
1.1288 |
| S2 |
1.1247 |
1.1247 |
1.1367 |
|
| S3 |
1.1015 |
1.1096 |
1.1346 |
|
| S4 |
1.0782 |
1.0864 |
1.1282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1631 |
1.1398 |
0.0233 |
2.0% |
0.0097 |
0.8% |
5% |
False |
False |
186,828 |
| 10 |
1.1631 |
1.1236 |
0.0395 |
3.5% |
0.0090 |
0.8% |
44% |
False |
False |
179,949 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0091 |
0.8% |
44% |
False |
False |
170,543 |
| 40 |
1.1631 |
1.1088 |
0.0543 |
4.8% |
0.0091 |
0.8% |
59% |
False |
False |
177,747 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0096 |
0.8% |
72% |
False |
False |
130,176 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.0% |
0.0100 |
0.9% |
73% |
False |
False |
97,960 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0098 |
0.9% |
75% |
False |
False |
78,451 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.1% |
0.0098 |
0.9% |
79% |
False |
False |
65,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1921 |
|
2.618 |
1.1758 |
|
1.618 |
1.1659 |
|
1.000 |
1.1598 |
|
0.618 |
1.1559 |
|
HIGH |
1.1498 |
|
0.618 |
1.1460 |
|
0.500 |
1.1448 |
|
0.382 |
1.1437 |
|
LOW |
1.1399 |
|
0.618 |
1.1337 |
|
1.000 |
1.1299 |
|
1.618 |
1.1238 |
|
2.618 |
1.1138 |
|
4.250 |
1.0976 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1448 |
1.1471 |
| PP |
1.1436 |
1.1451 |
| S1 |
1.1423 |
1.1430 |
|