CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1224 |
0.0016 |
0.1% |
1.1312 |
| High |
1.1244 |
1.1249 |
0.0005 |
0.0% |
1.1358 |
| Low |
1.1203 |
1.1194 |
-0.0009 |
-0.1% |
1.1187 |
| Close |
1.1226 |
1.1227 |
0.0001 |
0.0% |
1.1226 |
| Range |
0.0041 |
0.0055 |
0.0014 |
34.1% |
0.0171 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
106,002 |
110,981 |
4,979 |
4.7% |
661,439 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1362 |
1.1257 |
|
| R3 |
1.1333 |
1.1307 |
1.1242 |
|
| R2 |
1.1278 |
1.1278 |
1.1237 |
|
| R1 |
1.1252 |
1.1252 |
1.1232 |
1.1265 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1230 |
| S1 |
1.1197 |
1.1197 |
1.1221 |
1.1210 |
| S2 |
1.1168 |
1.1168 |
1.1216 |
|
| S3 |
1.1113 |
1.1142 |
1.1211 |
|
| S4 |
1.1058 |
1.1087 |
1.1196 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1770 |
1.1669 |
1.1320 |
|
| R3 |
1.1599 |
1.1498 |
1.1273 |
|
| R2 |
1.1428 |
1.1428 |
1.1257 |
|
| R1 |
1.1327 |
1.1327 |
1.1241 |
1.1292 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1239 |
| S1 |
1.1156 |
1.1156 |
1.1210 |
1.1121 |
| S2 |
1.1086 |
1.1086 |
1.1194 |
|
| S3 |
1.0915 |
1.0985 |
1.1178 |
|
| S4 |
1.0744 |
1.0814 |
1.1131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1358 |
1.1187 |
0.0171 |
1.5% |
0.0060 |
0.5% |
23% |
False |
False |
137,571 |
| 10 |
1.1458 |
1.1187 |
0.0271 |
2.4% |
0.0063 |
0.6% |
15% |
False |
False |
132,078 |
| 20 |
1.1631 |
1.1187 |
0.0444 |
4.0% |
0.0076 |
0.7% |
9% |
False |
False |
156,477 |
| 40 |
1.1631 |
1.1187 |
0.0444 |
4.0% |
0.0083 |
0.7% |
9% |
False |
False |
168,210 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0090 |
0.8% |
48% |
False |
False |
153,646 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0096 |
0.9% |
48% |
False |
False |
115,868 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0096 |
0.9% |
53% |
False |
False |
92,799 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.3% |
0.0097 |
0.9% |
61% |
False |
False |
77,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1393 |
|
1.618 |
1.1338 |
|
1.000 |
1.1304 |
|
0.618 |
1.1283 |
|
HIGH |
1.1249 |
|
0.618 |
1.1228 |
|
0.500 |
1.1222 |
|
0.382 |
1.1215 |
|
LOW |
1.1194 |
|
0.618 |
1.1160 |
|
1.000 |
1.1139 |
|
1.618 |
1.1105 |
|
2.618 |
1.1050 |
|
4.250 |
1.0960 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1224 |
| PP |
1.1223 |
1.1221 |
| S1 |
1.1222 |
1.1218 |
|