CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1510 |
1.1586 |
0.0076 |
0.7% |
1.1283 |
| High |
1.1586 |
1.1665 |
0.0080 |
0.7% |
1.1510 |
| Low |
1.1505 |
1.1554 |
0.0050 |
0.4% |
1.1283 |
| Close |
1.1574 |
1.1558 |
-0.0016 |
-0.1% |
1.1502 |
| Range |
0.0081 |
0.0111 |
0.0030 |
37.0% |
0.0227 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.5% |
0.0000 |
| Volume |
473 |
1,087 |
614 |
129.8% |
3,001 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1925 |
1.1852 |
1.1619 |
|
| R3 |
1.1814 |
1.1741 |
1.1588 |
|
| R2 |
1.1703 |
1.1703 |
1.1578 |
|
| R1 |
1.1630 |
1.1630 |
1.1568 |
1.1611 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1583 |
| S1 |
1.1519 |
1.1519 |
1.1547 |
1.1500 |
| S2 |
1.1481 |
1.1481 |
1.1537 |
|
| S3 |
1.1370 |
1.1408 |
1.1527 |
|
| S4 |
1.1259 |
1.1297 |
1.1496 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2113 |
1.2034 |
1.1626 |
|
| R3 |
1.1886 |
1.1807 |
1.1564 |
|
| R2 |
1.1659 |
1.1659 |
1.1543 |
|
| R1 |
1.1580 |
1.1580 |
1.1522 |
1.1619 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1451 |
| S1 |
1.1353 |
1.1353 |
1.1481 |
1.1392 |
| S2 |
1.1205 |
1.1205 |
1.1460 |
|
| S3 |
1.0978 |
1.1126 |
1.1439 |
|
| S4 |
1.0751 |
1.0899 |
1.1377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1665 |
1.1335 |
0.0330 |
2.9% |
0.0086 |
0.7% |
67% |
True |
False |
701 |
| 10 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0084 |
0.7% |
73% |
True |
False |
553 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0083 |
0.7% |
73% |
True |
False |
409 |
| 40 |
1.1665 |
1.0898 |
0.0767 |
6.6% |
0.0088 |
0.8% |
86% |
True |
False |
365 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.6% |
0.0080 |
0.7% |
86% |
True |
False |
264 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
6.9% |
0.0075 |
0.7% |
87% |
True |
False |
207 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.2% |
0.0071 |
0.6% |
87% |
True |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.1956 |
|
1.618 |
1.1845 |
|
1.000 |
1.1776 |
|
0.618 |
1.1734 |
|
HIGH |
1.1665 |
|
0.618 |
1.1623 |
|
0.500 |
1.1610 |
|
0.382 |
1.1596 |
|
LOW |
1.1554 |
|
0.618 |
1.1485 |
|
1.000 |
1.1443 |
|
1.618 |
1.1374 |
|
2.618 |
1.1263 |
|
4.250 |
1.1082 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1610 |
1.1550 |
| PP |
1.1592 |
1.1543 |
| S1 |
1.1575 |
1.1536 |
|