CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1419 |
1.1347 |
-0.0072 |
-0.6% |
1.1430 |
| High |
1.1421 |
1.1385 |
-0.0036 |
-0.3% |
1.1492 |
| Low |
1.1328 |
1.1347 |
0.0019 |
0.2% |
1.1328 |
| Close |
1.1352 |
1.1363 |
0.0011 |
0.1% |
1.1352 |
| Range |
0.0093 |
0.0038 |
-0.0055 |
-59.1% |
0.0164 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
2,252 |
898 |
-1,354 |
-60.1% |
4,430 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1459 |
1.1383 |
|
| R3 |
1.1441 |
1.1421 |
1.1373 |
|
| R2 |
1.1403 |
1.1403 |
1.1369 |
|
| R1 |
1.1383 |
1.1383 |
1.1366 |
1.1393 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1370 |
| S1 |
1.1345 |
1.1345 |
1.1359 |
1.1355 |
| S2 |
1.1327 |
1.1327 |
1.1356 |
|
| S3 |
1.1289 |
1.1307 |
1.1352 |
|
| S4 |
1.1251 |
1.1269 |
1.1342 |
|
|
| 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% |
0.0062 |
0.5% |
21% |
False |
False |
981 |
| 10 |
1.1665 |
1.1328 |
0.0337 |
3.0% |
0.0072 |
0.6% |
10% |
False |
False |
792 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.5% |
0.0076 |
0.7% |
23% |
False |
False |
627 |
| 40 |
1.1665 |
1.1209 |
0.0456 |
4.0% |
0.0075 |
0.7% |
34% |
False |
False |
465 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0080 |
0.7% |
61% |
False |
False |
374 |
| 80 |
1.1665 |
1.0875 |
0.0790 |
7.0% |
0.0078 |
0.7% |
62% |
False |
False |
287 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0071 |
0.6% |
64% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1547 |
|
2.618 |
1.1484 |
|
1.618 |
1.1446 |
|
1.000 |
1.1423 |
|
0.618 |
1.1408 |
|
HIGH |
1.1385 |
|
0.618 |
1.1370 |
|
0.500 |
1.1366 |
|
0.382 |
1.1362 |
|
LOW |
1.1347 |
|
0.618 |
1.1324 |
|
1.000 |
1.1309 |
|
1.618 |
1.1286 |
|
2.618 |
1.1248 |
|
4.250 |
1.1186 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1401 |
| PP |
1.1365 |
1.1388 |
| S1 |
1.1364 |
1.1375 |
|