CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1392 |
1.1383 |
-0.0009 |
-0.1% |
1.1474 |
| High |
1.1422 |
1.1458 |
0.0036 |
0.3% |
1.1631 |
| Low |
1.1370 |
1.1380 |
0.0010 |
0.1% |
1.1398 |
| Close |
1.1381 |
1.1437 |
0.0056 |
0.5% |
1.1410 |
| Range |
0.0052 |
0.0078 |
0.0027 |
51.5% |
0.0233 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
125,704 |
117,879 |
-7,825 |
-6.2% |
934,143 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1626 |
1.1479 |
|
| R3 |
1.1581 |
1.1548 |
1.1458 |
|
| R2 |
1.1503 |
1.1503 |
1.1451 |
|
| R1 |
1.1470 |
1.1470 |
1.1444 |
1.1486 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1433 |
| S1 |
1.1392 |
1.1392 |
1.1429 |
1.1408 |
| S2 |
1.1347 |
1.1347 |
1.1422 |
|
| S3 |
1.1269 |
1.1314 |
1.1415 |
|
| S4 |
1.1191 |
1.1236 |
1.1394 |
|
|
| 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 |
1.1507 |
1.1370 |
0.0137 |
1.2% |
0.0077 |
0.7% |
49% |
False |
False |
144,411 |
| 10 |
1.1631 |
1.1310 |
0.0321 |
2.8% |
0.0084 |
0.7% |
39% |
False |
False |
170,927 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0084 |
0.7% |
51% |
False |
False |
162,230 |
| 40 |
1.1631 |
1.1088 |
0.0543 |
4.7% |
0.0088 |
0.8% |
64% |
False |
False |
172,195 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0094 |
0.8% |
75% |
False |
False |
136,113 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.0% |
0.0098 |
0.9% |
76% |
False |
False |
102,464 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0096 |
0.8% |
78% |
False |
False |
82,053 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.1% |
0.0097 |
0.9% |
81% |
False |
False |
68,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1789 |
|
2.618 |
1.1662 |
|
1.618 |
1.1584 |
|
1.000 |
1.1536 |
|
0.618 |
1.1506 |
|
HIGH |
1.1458 |
|
0.618 |
1.1428 |
|
0.500 |
1.1419 |
|
0.382 |
1.1409 |
|
LOW |
1.1380 |
|
0.618 |
1.1331 |
|
1.000 |
1.1302 |
|
1.618 |
1.1253 |
|
2.618 |
1.1175 |
|
4.250 |
1.1048 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1431 |
1.1429 |
| PP |
1.1425 |
1.1421 |
| S1 |
1.1419 |
1.1414 |
|