CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1224 |
1.1227 |
0.0003 |
0.0% |
1.1312 |
| High |
1.1249 |
1.1234 |
-0.0016 |
-0.1% |
1.1358 |
| Low |
1.1194 |
1.1139 |
-0.0055 |
-0.5% |
1.1187 |
| Close |
1.1227 |
1.1152 |
-0.0075 |
-0.7% |
1.1226 |
| Range |
0.0055 |
0.0095 |
0.0040 |
71.8% |
0.0171 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.8% |
0.0000 |
| Volume |
110,981 |
156,259 |
45,278 |
40.8% |
661,439 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1400 |
1.1204 |
|
| R3 |
1.1364 |
1.1305 |
1.1178 |
|
| R2 |
1.1269 |
1.1269 |
1.1169 |
|
| R1 |
1.1211 |
1.1211 |
1.1161 |
1.1193 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1166 |
| S1 |
1.1116 |
1.1116 |
1.1143 |
1.1098 |
| S2 |
1.1080 |
1.1080 |
1.1135 |
|
| S3 |
1.0986 |
1.1022 |
1.1126 |
|
| S4 |
1.0891 |
1.0927 |
1.1100 |
|
|
| 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 |
1.1325 |
1.1139 |
0.0186 |
1.7% |
0.0069 |
0.6% |
7% |
False |
True |
144,111 |
| 10 |
1.1458 |
1.1139 |
0.0319 |
2.9% |
0.0067 |
0.6% |
4% |
False |
True |
135,133 |
| 20 |
1.1631 |
1.1139 |
0.0492 |
4.4% |
0.0076 |
0.7% |
3% |
False |
True |
156,155 |
| 40 |
1.1631 |
1.1139 |
0.0492 |
4.4% |
0.0082 |
0.7% |
3% |
False |
True |
166,331 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0090 |
0.8% |
38% |
False |
False |
156,111 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0096 |
0.9% |
38% |
False |
False |
117,809 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.8% |
0.0097 |
0.9% |
45% |
False |
False |
94,361 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.3% |
0.0097 |
0.9% |
54% |
False |
False |
78,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1481 |
|
1.618 |
1.1386 |
|
1.000 |
1.1328 |
|
0.618 |
1.1292 |
|
HIGH |
1.1234 |
|
0.618 |
1.1197 |
|
0.500 |
1.1186 |
|
0.382 |
1.1175 |
|
LOW |
1.1139 |
|
0.618 |
1.1081 |
|
1.000 |
1.1045 |
|
1.618 |
1.0986 |
|
2.618 |
1.0892 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1186 |
1.1194 |
| PP |
1.1175 |
1.1180 |
| S1 |
1.1163 |
1.1166 |
|