CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1430 |
1.1426 |
-0.0004 |
0.0% |
1.1510 |
| High |
1.1465 |
1.1456 |
-0.0010 |
-0.1% |
1.1665 |
| Low |
1.1425 |
1.1407 |
-0.0018 |
-0.2% |
1.1438 |
| Close |
1.1435 |
1.1416 |
-0.0019 |
-0.2% |
1.1446 |
| Range |
0.0040 |
0.0049 |
0.0009 |
21.3% |
0.0227 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
423 |
392 |
-31 |
-7.3% |
3,065 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1542 |
1.1443 |
|
| R3 |
1.1523 |
1.1494 |
1.1429 |
|
| R2 |
1.1475 |
1.1475 |
1.1425 |
|
| R1 |
1.1445 |
1.1445 |
1.1420 |
1.1436 |
| PP |
1.1426 |
1.1426 |
1.1426 |
1.1421 |
| S1 |
1.1397 |
1.1397 |
1.1412 |
1.1387 |
| S2 |
1.1378 |
1.1378 |
1.1407 |
|
| S3 |
1.1329 |
1.1348 |
1.1403 |
|
| S4 |
1.1281 |
1.1300 |
1.1389 |
|
|
| 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 |
1.1579 |
1.1407 |
0.0172 |
1.5% |
0.0069 |
0.6% |
5% |
False |
True |
464 |
| 10 |
1.1665 |
1.1335 |
0.0330 |
2.9% |
0.0077 |
0.7% |
25% |
False |
False |
582 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0077 |
0.7% |
37% |
False |
False |
439 |
| 40 |
1.1665 |
1.1129 |
0.0536 |
4.7% |
0.0079 |
0.7% |
54% |
False |
False |
389 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0078 |
0.7% |
68% |
False |
False |
300 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0078 |
0.7% |
69% |
False |
False |
235 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0071 |
0.6% |
70% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1662 |
|
2.618 |
1.1582 |
|
1.618 |
1.1534 |
|
1.000 |
1.1504 |
|
0.618 |
1.1485 |
|
HIGH |
1.1456 |
|
0.618 |
1.1437 |
|
0.500 |
1.1431 |
|
0.382 |
1.1426 |
|
LOW |
1.1407 |
|
0.618 |
1.1377 |
|
1.000 |
1.1359 |
|
1.618 |
1.1329 |
|
2.618 |
1.1280 |
|
4.250 |
1.1201 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1431 |
1.1471 |
| PP |
1.1426 |
1.1452 |
| S1 |
1.1421 |
1.1434 |
|