CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1245 |
1.1263 |
0.0018 |
0.2% |
1.1347 |
| High |
1.1281 |
1.1284 |
0.0003 |
0.0% |
1.1390 |
| Low |
1.1245 |
1.1232 |
-0.0014 |
-0.1% |
1.1225 |
| Close |
1.1263 |
1.1265 |
0.0002 |
0.0% |
1.1263 |
| Range |
0.0036 |
0.0052 |
0.0016 |
44.4% |
0.0166 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,160 |
1,440 |
280 |
24.1% |
11,324 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1392 |
1.1293 |
|
| R3 |
1.1364 |
1.1340 |
1.1279 |
|
| R2 |
1.1312 |
1.1312 |
1.1274 |
|
| R1 |
1.1288 |
1.1288 |
1.1269 |
1.1300 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1266 |
| S1 |
1.1236 |
1.1236 |
1.1260 |
1.1248 |
| S2 |
1.1208 |
1.1208 |
1.1255 |
|
| S3 |
1.1156 |
1.1184 |
1.1250 |
|
| S4 |
1.1104 |
1.1132 |
1.1236 |
|
|
| 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% |
0.0056 |
0.5% |
24% |
False |
False |
2,373 |
| 10 |
1.1492 |
1.1225 |
0.0268 |
2.4% |
0.0059 |
0.5% |
15% |
False |
False |
1,677 |
| 20 |
1.1665 |
1.1225 |
0.0441 |
3.9% |
0.0070 |
0.6% |
9% |
False |
False |
1,152 |
| 40 |
1.1665 |
1.1225 |
0.0441 |
3.9% |
0.0076 |
0.7% |
9% |
False |
False |
729 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0080 |
0.7% |
48% |
False |
False |
567 |
| 80 |
1.1665 |
1.0892 |
0.0773 |
6.9% |
0.0079 |
0.7% |
48% |
False |
False |
434 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0073 |
0.6% |
52% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1420 |
|
1.618 |
1.1368 |
|
1.000 |
1.1336 |
|
0.618 |
1.1316 |
|
HIGH |
1.1284 |
|
0.618 |
1.1264 |
|
0.500 |
1.1258 |
|
0.382 |
1.1251 |
|
LOW |
1.1232 |
|
0.618 |
1.1199 |
|
1.000 |
1.1180 |
|
1.618 |
1.1147 |
|
2.618 |
1.1095 |
|
4.250 |
1.1011 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1262 |
1.1261 |
| PP |
1.1260 |
1.1258 |
| S1 |
1.1258 |
1.1254 |
|