CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1410 |
1.1392 |
-0.0018 |
-0.2% |
1.1474 |
| High |
1.1432 |
1.1422 |
-0.0011 |
-0.1% |
1.1631 |
| Low |
1.1387 |
1.1370 |
-0.0017 |
-0.1% |
1.1398 |
| Close |
1.1400 |
1.1381 |
-0.0019 |
-0.2% |
1.1410 |
| Range |
0.0045 |
0.0052 |
0.0007 |
14.4% |
0.0233 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
118,599 |
125,704 |
7,105 |
6.0% |
934,143 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1514 |
1.1409 |
|
| R3 |
1.1494 |
1.1463 |
1.1395 |
|
| R2 |
1.1442 |
1.1442 |
1.1390 |
|
| R1 |
1.1411 |
1.1411 |
1.1385 |
1.1401 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1386 |
| S1 |
1.1360 |
1.1360 |
1.1376 |
1.1350 |
| S2 |
1.1339 |
1.1339 |
1.1371 |
|
| S3 |
1.1288 |
1.1308 |
1.1366 |
|
| S4 |
1.1236 |
1.1257 |
1.1352 |
|
|
| 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 |
1.1544 |
1.1370 |
0.0174 |
1.5% |
0.0074 |
0.6% |
6% |
False |
True |
159,994 |
| 10 |
1.1631 |
1.1287 |
0.0344 |
3.0% |
0.0086 |
0.8% |
27% |
False |
False |
177,177 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0086 |
0.8% |
37% |
False |
False |
166,246 |
| 40 |
1.1631 |
1.1088 |
0.0543 |
4.8% |
0.0088 |
0.8% |
54% |
False |
False |
172,571 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0094 |
0.8% |
68% |
False |
False |
134,186 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0099 |
0.9% |
69% |
False |
False |
101,003 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0097 |
0.8% |
71% |
False |
False |
80,880 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.2% |
0.0097 |
0.9% |
76% |
False |
False |
67,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1556 |
|
1.618 |
1.1505 |
|
1.000 |
1.1473 |
|
0.618 |
1.1453 |
|
HIGH |
1.1422 |
|
0.618 |
1.1402 |
|
0.500 |
1.1396 |
|
0.382 |
1.1390 |
|
LOW |
1.1370 |
|
0.618 |
1.1338 |
|
1.000 |
1.1319 |
|
1.618 |
1.1287 |
|
2.618 |
1.1235 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1434 |
| PP |
1.1391 |
1.1416 |
| S1 |
1.1386 |
1.1398 |
|