CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1264 |
1.1245 |
-0.0019 |
-0.2% |
1.1347 |
| High |
1.1274 |
1.1281 |
0.0008 |
0.1% |
1.1390 |
| Low |
1.1225 |
1.1245 |
0.0021 |
0.2% |
1.1225 |
| Close |
1.1246 |
1.1263 |
0.0018 |
0.2% |
1.1263 |
| Range |
0.0049 |
0.0036 |
-0.0013 |
-26.5% |
0.0166 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
2,849 |
1,160 |
-1,689 |
-59.3% |
11,324 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1353 |
1.1283 |
|
| R3 |
1.1335 |
1.1317 |
1.1273 |
|
| R2 |
1.1299 |
1.1299 |
1.1270 |
|
| R1 |
1.1281 |
1.1281 |
1.1266 |
1.1290 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1268 |
| S1 |
1.1245 |
1.1245 |
1.1260 |
1.1254 |
| S2 |
1.1227 |
1.1227 |
1.1256 |
|
| S3 |
1.1191 |
1.1209 |
1.1253 |
|
| S4 |
1.1155 |
1.1173 |
1.1243 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1692 |
1.1354 |
|
| R3 |
1.1624 |
1.1526 |
1.1309 |
|
| R2 |
1.1458 |
1.1458 |
1.1293 |
|
| R1 |
1.1361 |
1.1361 |
1.1278 |
1.1327 |
| PP |
1.1293 |
1.1293 |
1.1293 |
1.1276 |
| S1 |
1.1195 |
1.1195 |
1.1248 |
1.1161 |
| S2 |
1.1127 |
1.1127 |
1.1233 |
|
| S3 |
1.0962 |
1.1030 |
1.1217 |
|
| S4 |
1.0796 |
1.0864 |
1.1172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1390 |
1.1225 |
0.0166 |
1.5% |
0.0053 |
0.5% |
23% |
False |
False |
2,264 |
| 10 |
1.1492 |
1.1225 |
0.0268 |
2.4% |
0.0058 |
0.5% |
14% |
False |
False |
1,575 |
| 20 |
1.1665 |
1.1225 |
0.0441 |
3.9% |
0.0070 |
0.6% |
9% |
False |
False |
1,091 |
| 40 |
1.1665 |
1.1221 |
0.0445 |
3.9% |
0.0076 |
0.7% |
10% |
False |
False |
694 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0082 |
0.7% |
48% |
False |
False |
547 |
| 80 |
1.1665 |
1.0892 |
0.0773 |
6.9% |
0.0079 |
0.7% |
48% |
False |
False |
417 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0072 |
0.6% |
52% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1434 |
|
2.618 |
1.1375 |
|
1.618 |
1.1339 |
|
1.000 |
1.1317 |
|
0.618 |
1.1303 |
|
HIGH |
1.1281 |
|
0.618 |
1.1267 |
|
0.500 |
1.1263 |
|
0.382 |
1.1259 |
|
LOW |
1.1245 |
|
0.618 |
1.1223 |
|
1.000 |
1.1209 |
|
1.618 |
1.1187 |
|
2.618 |
1.1151 |
|
4.250 |
1.1092 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1263 |
1.1291 |
| PP |
1.1263 |
1.1282 |
| S1 |
1.1263 |
1.1272 |
|