CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1550 |
1.1542 |
-0.0008 |
-0.1% |
1.1283 |
| High |
1.1579 |
1.1542 |
-0.0037 |
-0.3% |
1.1510 |
| Low |
1.1520 |
1.1438 |
-0.0082 |
-0.7% |
1.1283 |
| Close |
1.1552 |
1.1448 |
-0.0104 |
-0.9% |
1.1502 |
| Range |
0.0059 |
0.0104 |
0.0045 |
76.3% |
0.0227 |
| ATR |
0.0082 |
0.0085 |
0.0002 |
2.7% |
0.0000 |
| Volume |
364 |
715 |
351 |
96.4% |
3,001 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1788 |
1.1722 |
1.1505 |
|
| R3 |
1.1684 |
1.1618 |
1.1476 |
|
| R2 |
1.1580 |
1.1580 |
1.1467 |
|
| R1 |
1.1514 |
1.1514 |
1.1457 |
1.1495 |
| PP |
1.1476 |
1.1476 |
1.1476 |
1.1466 |
| S1 |
1.1410 |
1.1410 |
1.1438 |
1.1391 |
| S2 |
1.1372 |
1.1372 |
1.1428 |
|
| S3 |
1.1268 |
1.1306 |
1.1419 |
|
| S4 |
1.1164 |
1.1202 |
1.1390 |
|
|
| 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 |
1.1406 |
0.0259 |
2.3% |
0.0092 |
0.8% |
16% |
False |
False |
673 |
| 10 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0080 |
0.7% |
45% |
False |
False |
592 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0080 |
0.7% |
45% |
False |
False |
439 |
| 40 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0089 |
0.8% |
72% |
False |
False |
378 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0080 |
0.7% |
72% |
False |
False |
281 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0077 |
0.7% |
73% |
False |
False |
220 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0071 |
0.6% |
74% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1984 |
|
2.618 |
1.1814 |
|
1.618 |
1.1710 |
|
1.000 |
1.1646 |
|
0.618 |
1.1606 |
|
HIGH |
1.1542 |
|
0.618 |
1.1502 |
|
0.500 |
1.1490 |
|
0.382 |
1.1478 |
|
LOW |
1.1438 |
|
0.618 |
1.1374 |
|
1.000 |
1.1334 |
|
1.618 |
1.1270 |
|
2.618 |
1.1166 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1552 |
| PP |
1.1476 |
1.1517 |
| S1 |
1.1462 |
1.1482 |
|