CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1417 |
1.1410 |
-0.0007 |
-0.1% |
1.1474 |
| High |
1.1498 |
1.1432 |
-0.0066 |
-0.6% |
1.1631 |
| Low |
1.1399 |
1.1387 |
-0.0012 |
-0.1% |
1.1398 |
| Close |
1.1410 |
1.1400 |
-0.0011 |
-0.1% |
1.1410 |
| Range |
0.0100 |
0.0045 |
-0.0055 |
-54.8% |
0.0233 |
| ATR |
0.0094 |
0.0090 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
188,664 |
118,599 |
-70,065 |
-37.1% |
934,143 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1515 |
1.1424 |
|
| R3 |
1.1496 |
1.1470 |
1.1412 |
|
| R2 |
1.1451 |
1.1451 |
1.1408 |
|
| R1 |
1.1425 |
1.1425 |
1.1404 |
1.1416 |
| PP |
1.1406 |
1.1406 |
1.1406 |
1.1401 |
| S1 |
1.1380 |
1.1380 |
1.1395 |
1.1371 |
| S2 |
1.1361 |
1.1361 |
1.1391 |
|
| S3 |
1.1316 |
1.1335 |
1.1387 |
|
| S4 |
1.1271 |
1.1290 |
1.1375 |
|
|
| 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 |
1.1387 |
0.0244 |
2.1% |
0.0088 |
0.8% |
5% |
False |
True |
180,951 |
| 10 |
1.1631 |
1.1272 |
0.0359 |
3.1% |
0.0089 |
0.8% |
36% |
False |
False |
180,877 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0089 |
0.8% |
42% |
False |
False |
169,069 |
| 40 |
1.1631 |
1.1088 |
0.0543 |
4.8% |
0.0089 |
0.8% |
57% |
False |
False |
173,326 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0096 |
0.8% |
70% |
False |
False |
132,113 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0099 |
0.9% |
71% |
False |
False |
99,439 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0098 |
0.9% |
73% |
False |
False |
79,633 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.1% |
0.0097 |
0.9% |
78% |
False |
False |
66,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1550 |
|
1.618 |
1.1505 |
|
1.000 |
1.1477 |
|
0.618 |
1.1460 |
|
HIGH |
1.1432 |
|
0.618 |
1.1415 |
|
0.500 |
1.1410 |
|
0.382 |
1.1404 |
|
LOW |
1.1387 |
|
0.618 |
1.1359 |
|
1.000 |
1.1342 |
|
1.618 |
1.1314 |
|
2.618 |
1.1269 |
|
4.250 |
1.1196 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1410 |
1.1447 |
| PP |
1.1406 |
1.1431 |
| S1 |
1.1403 |
1.1415 |
|