CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1426 |
1.1418 |
-0.0009 |
-0.1% |
1.1510 |
| High |
1.1456 |
1.1492 |
0.0037 |
0.3% |
1.1665 |
| Low |
1.1407 |
1.1418 |
0.0011 |
0.1% |
1.1438 |
| Close |
1.1416 |
1.1472 |
0.0056 |
0.5% |
1.1446 |
| Range |
0.0049 |
0.0075 |
0.0026 |
53.6% |
0.0227 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
392 |
871 |
479 |
122.2% |
3,065 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1653 |
1.1513 |
|
| R3 |
1.1610 |
1.1578 |
1.1492 |
|
| R2 |
1.1535 |
1.1535 |
1.1486 |
|
| R1 |
1.1504 |
1.1504 |
1.1479 |
1.1519 |
| PP |
1.1461 |
1.1461 |
1.1461 |
1.1468 |
| S1 |
1.1429 |
1.1429 |
1.1465 |
1.1445 |
| S2 |
1.1386 |
1.1386 |
1.1458 |
|
| S3 |
1.1312 |
1.1355 |
1.1452 |
|
| S4 |
1.1237 |
1.1280 |
1.1431 |
|
|
| 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 |
1.1542 |
1.1407 |
0.0135 |
1.2% |
0.0072 |
0.6% |
48% |
False |
False |
565 |
| 10 |
1.1665 |
1.1356 |
0.0309 |
2.7% |
0.0078 |
0.7% |
38% |
False |
False |
618 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0076 |
0.7% |
51% |
False |
False |
468 |
| 40 |
1.1665 |
1.1129 |
0.0536 |
4.7% |
0.0080 |
0.7% |
64% |
False |
False |
408 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0078 |
0.7% |
75% |
False |
False |
314 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0078 |
0.7% |
76% |
False |
False |
243 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0070 |
0.6% |
77% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1809 |
|
2.618 |
1.1687 |
|
1.618 |
1.1613 |
|
1.000 |
1.1567 |
|
0.618 |
1.1538 |
|
HIGH |
1.1492 |
|
0.618 |
1.1464 |
|
0.500 |
1.1455 |
|
0.382 |
1.1446 |
|
LOW |
1.1418 |
|
0.618 |
1.1371 |
|
1.000 |
1.1343 |
|
1.618 |
1.1297 |
|
2.618 |
1.1222 |
|
4.250 |
1.1101 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1466 |
1.1465 |
| PP |
1.1461 |
1.1457 |
| S1 |
1.1455 |
1.1450 |
|