CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1358 |
1.1358 |
-0.0001 |
0.0% |
1.1430 |
| High |
1.1390 |
1.1358 |
-0.0033 |
-0.3% |
1.1492 |
| Low |
1.1345 |
1.1260 |
-0.0086 |
-0.8% |
1.1328 |
| Close |
1.1362 |
1.1275 |
-0.0087 |
-0.8% |
1.1352 |
| Range |
0.0045 |
0.0098 |
0.0053 |
117.8% |
0.0164 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.7% |
0.0000 |
| Volume |
4,882 |
1,535 |
-3,347 |
-68.6% |
4,430 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1531 |
1.1328 |
|
| R3 |
1.1493 |
1.1433 |
1.1301 |
|
| R2 |
1.1395 |
1.1395 |
1.1292 |
|
| R1 |
1.1335 |
1.1335 |
1.1283 |
1.1316 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1288 |
| S1 |
1.1237 |
1.1237 |
1.1266 |
1.1218 |
| S2 |
1.1199 |
1.1199 |
1.1257 |
|
| S3 |
1.1101 |
1.1139 |
1.1248 |
|
| S4 |
1.1003 |
1.1041 |
1.1221 |
|
|
| 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 |
1.1473 |
1.1260 |
0.0214 |
1.9% |
0.0066 |
0.6% |
7% |
False |
True |
2,011 |
| 10 |
1.1542 |
1.1260 |
0.0283 |
2.5% |
0.0069 |
0.6% |
5% |
False |
True |
1,288 |
| 20 |
1.1665 |
1.1260 |
0.0406 |
3.6% |
0.0075 |
0.7% |
4% |
False |
True |
929 |
| 40 |
1.1665 |
1.1209 |
0.0456 |
4.0% |
0.0076 |
0.7% |
14% |
False |
False |
612 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0082 |
0.7% |
49% |
False |
False |
480 |
| 80 |
1.1665 |
1.0892 |
0.0773 |
6.9% |
0.0079 |
0.7% |
49% |
False |
False |
367 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0072 |
0.6% |
53% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1614 |
|
1.618 |
1.1516 |
|
1.000 |
1.1456 |
|
0.618 |
1.1418 |
|
HIGH |
1.1358 |
|
0.618 |
1.1320 |
|
0.500 |
1.1309 |
|
0.382 |
1.1297 |
|
LOW |
1.1260 |
|
0.618 |
1.1199 |
|
1.000 |
1.1162 |
|
1.618 |
1.1101 |
|
2.618 |
1.1003 |
|
4.250 |
1.0843 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1309 |
1.1325 |
| PP |
1.1297 |
1.1308 |
| S1 |
1.1286 |
1.1291 |
|