CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1322 |
-0.0005 |
0.0% |
1.1410 |
| High |
1.1358 |
1.1325 |
-0.0034 |
-0.3% |
1.1458 |
| Low |
1.1305 |
1.1223 |
-0.0083 |
-0.7% |
1.1292 |
| Close |
1.1326 |
1.1238 |
-0.0089 |
-0.8% |
1.1317 |
| Range |
0.0053 |
0.0102 |
0.0049 |
92.5% |
0.0166 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.0% |
0.0000 |
| Volume |
123,558 |
181,767 |
58,209 |
47.1% |
666,960 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1505 |
1.1294 |
|
| R3 |
1.1466 |
1.1403 |
1.1266 |
|
| R2 |
1.1364 |
1.1364 |
1.1256 |
|
| R1 |
1.1301 |
1.1301 |
1.1247 |
1.1281 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1252 |
| S1 |
1.1199 |
1.1199 |
1.1228 |
1.1179 |
| S2 |
1.1160 |
1.1160 |
1.1219 |
|
| S3 |
1.1058 |
1.1097 |
1.1209 |
|
| S4 |
1.0956 |
1.0995 |
1.1181 |
|
|
| 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 |
1.1440 |
1.1223 |
0.0217 |
1.9% |
0.0071 |
0.6% |
7% |
False |
True |
138,933 |
| 10 |
1.1507 |
1.1223 |
0.0284 |
2.5% |
0.0074 |
0.7% |
5% |
False |
True |
141,672 |
| 20 |
1.1631 |
1.1223 |
0.0408 |
3.6% |
0.0083 |
0.7% |
4% |
False |
True |
163,181 |
| 40 |
1.1631 |
1.1170 |
0.0461 |
4.1% |
0.0084 |
0.7% |
15% |
False |
False |
166,727 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0093 |
0.8% |
49% |
False |
False |
147,556 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0097 |
0.9% |
49% |
False |
False |
111,116 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0096 |
0.9% |
55% |
False |
False |
88,981 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.3% |
0.0098 |
0.9% |
62% |
False |
False |
74,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1592 |
|
1.618 |
1.1490 |
|
1.000 |
1.1427 |
|
0.618 |
1.1388 |
|
HIGH |
1.1325 |
|
0.618 |
1.1286 |
|
0.500 |
1.1274 |
|
0.382 |
1.1261 |
|
LOW |
1.1223 |
|
0.618 |
1.1159 |
|
1.000 |
1.1121 |
|
1.618 |
1.1057 |
|
2.618 |
1.0955 |
|
4.250 |
1.0789 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1274 |
1.1290 |
| PP |
1.1262 |
1.1273 |
| S1 |
1.1250 |
1.1255 |
|