CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1227 |
1.1144 |
-0.0083 |
-0.7% |
1.1312 |
| High |
1.1234 |
1.1173 |
-0.0061 |
-0.5% |
1.1358 |
| Low |
1.1139 |
1.1135 |
-0.0005 |
0.0% |
1.1187 |
| Close |
1.1152 |
1.1168 |
0.0016 |
0.1% |
1.1226 |
| Range |
0.0095 |
0.0039 |
-0.0056 |
-59.3% |
0.0171 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
156,259 |
123,130 |
-33,129 |
-21.2% |
661,439 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1260 |
1.1189 |
|
| R3 |
1.1236 |
1.1221 |
1.1179 |
|
| R2 |
1.1197 |
1.1197 |
1.1175 |
|
| R1 |
1.1183 |
1.1183 |
1.1172 |
1.1190 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1162 |
| S1 |
1.1144 |
1.1144 |
1.1164 |
1.1151 |
| S2 |
1.1120 |
1.1120 |
1.1161 |
|
| S3 |
1.1082 |
1.1106 |
1.1157 |
|
| S4 |
1.1043 |
1.1067 |
1.1147 |
|
|
| 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 |
1.1249 |
1.1135 |
0.0115 |
1.0% |
0.0056 |
0.5% |
29% |
False |
True |
132,384 |
| 10 |
1.1440 |
1.1135 |
0.0305 |
2.7% |
0.0063 |
0.6% |
11% |
False |
True |
135,658 |
| 20 |
1.1631 |
1.1135 |
0.0496 |
4.4% |
0.0074 |
0.7% |
7% |
False |
True |
153,293 |
| 40 |
1.1631 |
1.1135 |
0.0496 |
4.4% |
0.0081 |
0.7% |
7% |
False |
True |
164,069 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0090 |
0.8% |
41% |
False |
False |
158,078 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0095 |
0.9% |
41% |
False |
False |
119,343 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.8% |
0.0096 |
0.9% |
47% |
False |
False |
95,591 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.3% |
0.0097 |
0.9% |
56% |
False |
False |
79,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1337 |
|
2.618 |
1.1274 |
|
1.618 |
1.1235 |
|
1.000 |
1.1212 |
|
0.618 |
1.1197 |
|
HIGH |
1.1173 |
|
0.618 |
1.1158 |
|
0.500 |
1.1154 |
|
0.382 |
1.1149 |
|
LOW |
1.1135 |
|
0.618 |
1.1111 |
|
1.000 |
1.1096 |
|
1.618 |
1.1072 |
|
2.618 |
1.1034 |
|
4.250 |
1.0971 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1192 |
| PP |
1.1159 |
1.1184 |
| S1 |
1.1154 |
1.1176 |
|