CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1469 |
1.1419 |
-0.0050 |
-0.4% |
1.1430 |
| High |
1.1473 |
1.1421 |
-0.0052 |
-0.5% |
1.1492 |
| Low |
1.1415 |
1.1328 |
-0.0087 |
-0.8% |
1.1328 |
| Close |
1.1420 |
1.1352 |
-0.0068 |
-0.6% |
1.1352 |
| Range |
0.0058 |
0.0093 |
0.0035 |
60.3% |
0.0164 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.4% |
0.0000 |
| Volume |
492 |
2,252 |
1,760 |
357.7% |
4,430 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1592 |
1.1403 |
|
| R3 |
1.1553 |
1.1499 |
1.1378 |
|
| R2 |
1.1460 |
1.1460 |
1.1369 |
|
| R1 |
1.1406 |
1.1406 |
1.1361 |
1.1387 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1357 |
| S1 |
1.1313 |
1.1313 |
1.1343 |
1.1294 |
| S2 |
1.1274 |
1.1274 |
1.1335 |
|
| S3 |
1.1181 |
1.1220 |
1.1326 |
|
| S4 |
1.1088 |
1.1127 |
1.1301 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1883 |
1.1781 |
1.1442 |
|
| R3 |
1.1719 |
1.1617 |
1.1397 |
|
| R2 |
1.1555 |
1.1555 |
1.1382 |
|
| R1 |
1.1453 |
1.1453 |
1.1367 |
1.1422 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1375 |
| S1 |
1.1289 |
1.1289 |
1.1337 |
1.1258 |
| S2 |
1.1227 |
1.1227 |
1.1322 |
|
| S3 |
1.1063 |
1.1125 |
1.1307 |
|
| S4 |
1.0899 |
1.0961 |
1.1262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1492 |
1.1328 |
0.0164 |
1.4% |
0.0063 |
0.6% |
15% |
False |
True |
886 |
| 10 |
1.1665 |
1.1328 |
0.0337 |
3.0% |
0.0076 |
0.7% |
7% |
False |
True |
749 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.5% |
0.0077 |
0.7% |
20% |
False |
False |
587 |
| 40 |
1.1665 |
1.1209 |
0.0456 |
4.0% |
0.0076 |
0.7% |
31% |
False |
False |
454 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0080 |
0.7% |
59% |
False |
False |
359 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0079 |
0.7% |
61% |
False |
False |
277 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0071 |
0.6% |
63% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1664 |
|
1.618 |
1.1571 |
|
1.000 |
1.1514 |
|
0.618 |
1.1478 |
|
HIGH |
1.1421 |
|
0.618 |
1.1385 |
|
0.500 |
1.1375 |
|
0.382 |
1.1364 |
|
LOW |
1.1328 |
|
0.618 |
1.1271 |
|
1.000 |
1.1235 |
|
1.618 |
1.1178 |
|
2.618 |
1.1085 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1375 |
1.1410 |
| PP |
1.1367 |
1.1391 |
| S1 |
1.1360 |
1.1371 |
|