CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1322 |
1.1226 |
-0.0096 |
-0.8% |
1.1410 |
| High |
1.1325 |
1.1237 |
-0.0088 |
-0.8% |
1.1458 |
| Low |
1.1223 |
1.1187 |
-0.0036 |
-0.3% |
1.1292 |
| Close |
1.1238 |
1.1208 |
-0.0030 |
-0.3% |
1.1317 |
| Range |
0.0102 |
0.0050 |
-0.0052 |
-51.0% |
0.0166 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
181,767 |
165,548 |
-16,219 |
-8.9% |
666,960 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1334 |
1.1236 |
|
| R3 |
1.1311 |
1.1284 |
1.1222 |
|
| R2 |
1.1261 |
1.1261 |
1.1217 |
|
| R1 |
1.1234 |
1.1234 |
1.1213 |
1.1223 |
| PP |
1.1211 |
1.1211 |
1.1211 |
1.1205 |
| S1 |
1.1184 |
1.1184 |
1.1203 |
1.1173 |
| S2 |
1.1161 |
1.1161 |
1.1199 |
|
| S3 |
1.1111 |
1.1134 |
1.1194 |
|
| S4 |
1.1061 |
1.1084 |
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 |
1.1390 |
1.1187 |
0.0203 |
1.8% |
0.0069 |
0.6% |
10% |
False |
True |
146,078 |
| 10 |
1.1498 |
1.1187 |
0.0311 |
2.8% |
0.0068 |
0.6% |
7% |
False |
True |
141,106 |
| 20 |
1.1631 |
1.1187 |
0.0444 |
4.0% |
0.0079 |
0.7% |
5% |
False |
True |
158,696 |
| 40 |
1.1631 |
1.1170 |
0.0461 |
4.1% |
0.0084 |
0.7% |
8% |
False |
False |
167,530 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0092 |
0.8% |
46% |
False |
False |
150,205 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0097 |
0.9% |
46% |
False |
False |
113,181 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0096 |
0.9% |
51% |
False |
False |
90,635 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.3% |
0.0097 |
0.9% |
59% |
False |
False |
75,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1450 |
|
2.618 |
1.1368 |
|
1.618 |
1.1318 |
|
1.000 |
1.1287 |
|
0.618 |
1.1268 |
|
HIGH |
1.1237 |
|
0.618 |
1.1218 |
|
0.500 |
1.1212 |
|
0.382 |
1.1206 |
|
LOW |
1.1187 |
|
0.618 |
1.1156 |
|
1.000 |
1.1137 |
|
1.618 |
1.1106 |
|
2.618 |
1.1056 |
|
4.250 |
1.0975 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1212 |
1.1273 |
| PP |
1.1211 |
1.1251 |
| S1 |
1.1209 |
1.1230 |
|