CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1418 |
1.1469 |
0.0051 |
0.4% |
1.1510 |
| High |
1.1492 |
1.1473 |
-0.0019 |
-0.2% |
1.1665 |
| Low |
1.1418 |
1.1415 |
-0.0003 |
0.0% |
1.1438 |
| Close |
1.1472 |
1.1420 |
-0.0052 |
-0.5% |
1.1446 |
| Range |
0.0075 |
0.0058 |
-0.0017 |
-22.1% |
0.0227 |
| ATR |
0.0079 |
0.0078 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
871 |
492 |
-379 |
-43.5% |
3,065 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1573 |
1.1452 |
|
| R3 |
1.1552 |
1.1515 |
1.1436 |
|
| R2 |
1.1494 |
1.1494 |
1.1431 |
|
| R1 |
1.1457 |
1.1457 |
1.1425 |
1.1447 |
| PP |
1.1436 |
1.1436 |
1.1436 |
1.1431 |
| S1 |
1.1399 |
1.1399 |
1.1415 |
1.1389 |
| S2 |
1.1378 |
1.1378 |
1.1409 |
|
| S3 |
1.1320 |
1.1341 |
1.1404 |
|
| S4 |
1.1262 |
1.1283 |
1.1388 |
|
|
| 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 |
1.1534 |
1.1407 |
0.0127 |
1.1% |
0.0063 |
0.5% |
10% |
False |
False |
520 |
| 10 |
1.1665 |
1.1406 |
0.0259 |
2.3% |
0.0077 |
0.7% |
5% |
False |
False |
596 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0076 |
0.7% |
38% |
False |
False |
484 |
| 40 |
1.1665 |
1.1209 |
0.0456 |
4.0% |
0.0077 |
0.7% |
46% |
False |
False |
408 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0079 |
0.7% |
68% |
False |
False |
322 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0078 |
0.7% |
69% |
False |
False |
249 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0070 |
0.6% |
71% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1720 |
|
2.618 |
1.1625 |
|
1.618 |
1.1567 |
|
1.000 |
1.1531 |
|
0.618 |
1.1509 |
|
HIGH |
1.1473 |
|
0.618 |
1.1451 |
|
0.500 |
1.1444 |
|
0.382 |
1.1437 |
|
LOW |
1.1415 |
|
0.618 |
1.1379 |
|
1.000 |
1.1357 |
|
1.618 |
1.1321 |
|
2.618 |
1.1263 |
|
4.250 |
1.1169 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1444 |
1.1450 |
| PP |
1.1436 |
1.1440 |
| S1 |
1.1428 |
1.1430 |
|