CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1436 |
1.1385 |
-0.0051 |
-0.4% |
1.1410 |
| High |
1.1440 |
1.1390 |
-0.0050 |
-0.4% |
1.1458 |
| Low |
1.1379 |
1.1292 |
-0.0087 |
-0.8% |
1.1292 |
| Close |
1.1385 |
1.1317 |
-0.0068 |
-0.6% |
1.1317 |
| Range |
0.0061 |
0.0098 |
0.0037 |
61.2% |
0.0166 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.1% |
0.0000 |
| Volume |
129,825 |
174,953 |
45,128 |
34.8% |
666,960 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1625 |
1.1568 |
1.1370 |
|
| R3 |
1.1528 |
1.1471 |
1.1343 |
|
| R2 |
1.1430 |
1.1430 |
1.1334 |
|
| R1 |
1.1373 |
1.1373 |
1.1325 |
1.1353 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1323 |
| S1 |
1.1276 |
1.1276 |
1.1308 |
1.1256 |
| S2 |
1.1235 |
1.1235 |
1.1299 |
|
| S3 |
1.1138 |
1.1178 |
1.1290 |
|
| S4 |
1.1040 |
1.1081 |
1.1263 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1852 |
1.1750 |
1.1408 |
|
| R3 |
1.1686 |
1.1584 |
1.1362 |
|
| R2 |
1.1521 |
1.1521 |
1.1347 |
|
| R1 |
1.1419 |
1.1419 |
1.1332 |
1.1387 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1340 |
| S1 |
1.1253 |
1.1253 |
1.1301 |
1.1222 |
| S2 |
1.1190 |
1.1190 |
1.1286 |
|
| S3 |
1.1024 |
1.1088 |
1.1271 |
|
| S4 |
1.0859 |
1.0922 |
1.1225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1458 |
1.1292 |
0.0166 |
1.5% |
0.0067 |
0.6% |
15% |
False |
True |
133,392 |
| 10 |
1.1631 |
1.1292 |
0.0339 |
3.0% |
0.0082 |
0.7% |
7% |
False |
True |
160,110 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0085 |
0.7% |
21% |
False |
False |
163,343 |
| 40 |
1.1631 |
1.1170 |
0.0461 |
4.1% |
0.0084 |
0.7% |
32% |
False |
False |
167,699 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0094 |
0.8% |
60% |
False |
False |
141,146 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0098 |
0.9% |
61% |
False |
False |
106,263 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0097 |
0.9% |
64% |
False |
False |
85,090 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.2% |
0.0097 |
0.9% |
70% |
False |
False |
70,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1804 |
|
2.618 |
1.1645 |
|
1.618 |
1.1547 |
|
1.000 |
1.1487 |
|
0.618 |
1.1450 |
|
HIGH |
1.1390 |
|
0.618 |
1.1352 |
|
0.500 |
1.1341 |
|
0.382 |
1.1329 |
|
LOW |
1.1292 |
|
0.618 |
1.1232 |
|
1.000 |
1.1195 |
|
1.618 |
1.1134 |
|
2.618 |
1.1037 |
|
4.250 |
1.0878 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1341 |
1.1375 |
| PP |
1.1333 |
1.1355 |
| S1 |
1.1325 |
1.1336 |
|