CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1446 |
1.1430 |
-0.0016 |
-0.1% |
1.1510 |
| High |
1.1534 |
1.1465 |
-0.0069 |
-0.6% |
1.1665 |
| Low |
1.1443 |
1.1425 |
-0.0018 |
-0.2% |
1.1438 |
| Close |
1.1446 |
1.1435 |
-0.0011 |
-0.1% |
1.1446 |
| Range |
0.0092 |
0.0040 |
-0.0052 |
-56.3% |
0.0227 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
426 |
423 |
-3 |
-0.7% |
3,065 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1538 |
1.1457 |
|
| R3 |
1.1522 |
1.1498 |
1.1446 |
|
| R2 |
1.1482 |
1.1482 |
1.1442 |
|
| R1 |
1.1458 |
1.1458 |
1.1439 |
1.1470 |
| PP |
1.1442 |
1.1442 |
1.1442 |
1.1448 |
| S1 |
1.1418 |
1.1418 |
1.1431 |
1.1430 |
| S2 |
1.1402 |
1.1402 |
1.1428 |
|
| S3 |
1.1362 |
1.1378 |
1.1424 |
|
| S4 |
1.1322 |
1.1338 |
1.1413 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2197 |
1.2049 |
1.1571 |
|
| R3 |
1.1970 |
1.1822 |
1.1508 |
|
| R2 |
1.1743 |
1.1743 |
1.1488 |
|
| R1 |
1.1595 |
1.1595 |
1.1467 |
1.1556 |
| PP |
1.1516 |
1.1516 |
1.1516 |
1.1497 |
| S1 |
1.1368 |
1.1368 |
1.1425 |
1.1329 |
| S2 |
1.1289 |
1.1289 |
1.1404 |
|
| S3 |
1.1062 |
1.1141 |
1.1384 |
|
| S4 |
1.0835 |
1.0914 |
1.1321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1665 |
1.1425 |
0.0240 |
2.1% |
0.0081 |
0.7% |
4% |
False |
True |
603 |
| 10 |
1.1665 |
1.1310 |
0.0356 |
3.1% |
0.0081 |
0.7% |
35% |
False |
False |
628 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0080 |
0.7% |
41% |
False |
False |
461 |
| 40 |
1.1665 |
1.1129 |
0.0536 |
4.7% |
0.0080 |
0.7% |
57% |
False |
False |
387 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0079 |
0.7% |
70% |
False |
False |
294 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0078 |
0.7% |
71% |
False |
False |
230 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0071 |
0.6% |
72% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1570 |
|
1.618 |
1.1530 |
|
1.000 |
1.1505 |
|
0.618 |
1.1490 |
|
HIGH |
1.1465 |
|
0.618 |
1.1450 |
|
0.500 |
1.1445 |
|
0.382 |
1.1440 |
|
LOW |
1.1425 |
|
0.618 |
1.1400 |
|
1.000 |
1.1385 |
|
1.618 |
1.1360 |
|
2.618 |
1.1320 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1445 |
1.1484 |
| PP |
1.1442 |
1.1467 |
| S1 |
1.1438 |
1.1451 |
|