CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1347 |
1.1358 |
0.0011 |
0.1% |
1.1430 |
| High |
1.1385 |
1.1390 |
0.0005 |
0.0% |
1.1492 |
| Low |
1.1347 |
1.1345 |
-0.0002 |
0.0% |
1.1328 |
| Close |
1.1363 |
1.1362 |
-0.0001 |
0.0% |
1.1352 |
| Range |
0.0038 |
0.0045 |
0.0007 |
18.4% |
0.0164 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
898 |
4,882 |
3,984 |
443.7% |
4,430 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1476 |
1.1386 |
|
| R3 |
1.1456 |
1.1431 |
1.1374 |
|
| R2 |
1.1411 |
1.1411 |
1.1370 |
|
| R1 |
1.1386 |
1.1386 |
1.1366 |
1.1398 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1372 |
| S1 |
1.1341 |
1.1341 |
1.1357 |
1.1353 |
| S2 |
1.1321 |
1.1321 |
1.1353 |
|
| S3 |
1.1276 |
1.1296 |
1.1349 |
|
| S4 |
1.1231 |
1.1251 |
1.1337 |
|
|
| 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% |
20% |
False |
False |
1,879 |
| 10 |
1.1579 |
1.1328 |
0.0251 |
2.2% |
0.0065 |
0.6% |
13% |
False |
False |
1,171 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.5% |
0.0075 |
0.7% |
23% |
False |
False |
862 |
| 40 |
1.1665 |
1.1209 |
0.0456 |
4.0% |
0.0075 |
0.7% |
33% |
False |
False |
582 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0080 |
0.7% |
60% |
False |
False |
455 |
| 80 |
1.1665 |
1.0892 |
0.0773 |
6.8% |
0.0078 |
0.7% |
61% |
False |
False |
348 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0071 |
0.6% |
64% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1508 |
|
1.618 |
1.1463 |
|
1.000 |
1.1435 |
|
0.618 |
1.1418 |
|
HIGH |
1.1390 |
|
0.618 |
1.1373 |
|
0.500 |
1.1368 |
|
0.382 |
1.1362 |
|
LOW |
1.1345 |
|
0.618 |
1.1317 |
|
1.000 |
1.1300 |
|
1.618 |
1.1272 |
|
2.618 |
1.1227 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1368 |
1.1375 |
| PP |
1.1366 |
1.1370 |
| S1 |
1.1364 |
1.1366 |
|