CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1197 |
0.0013 |
0.1% |
1.1347 |
| High |
1.1210 |
1.1259 |
0.0049 |
0.4% |
1.1390 |
| Low |
1.1175 |
1.1194 |
0.0019 |
0.2% |
1.1225 |
| Close |
1.1206 |
1.1233 |
0.0027 |
0.2% |
1.1263 |
| Range |
0.0035 |
0.0065 |
0.0030 |
85.7% |
0.0166 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,031 |
2,151 |
1,120 |
108.6% |
11,324 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1393 |
1.1268 |
|
| R3 |
1.1359 |
1.1328 |
1.1250 |
|
| R2 |
1.1294 |
1.1294 |
1.1244 |
|
| R1 |
1.1263 |
1.1263 |
1.1238 |
1.1278 |
| PP |
1.1229 |
1.1229 |
1.1229 |
1.1236 |
| S1 |
1.1198 |
1.1198 |
1.1227 |
1.1213 |
| S2 |
1.1164 |
1.1164 |
1.1221 |
|
| S3 |
1.1099 |
1.1133 |
1.1215 |
|
| S4 |
1.1034 |
1.1068 |
1.1197 |
|
|
| 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 |
1.1284 |
1.1175 |
0.0109 |
1.0% |
0.0055 |
0.5% |
53% |
False |
False |
1,656 |
| 10 |
1.1421 |
1.1175 |
0.0246 |
2.2% |
0.0060 |
0.5% |
23% |
False |
False |
2,069 |
| 20 |
1.1665 |
1.1175 |
0.0490 |
4.4% |
0.0069 |
0.6% |
12% |
False |
False |
1,333 |
| 40 |
1.1665 |
1.1175 |
0.0490 |
4.4% |
0.0073 |
0.6% |
12% |
False |
False |
848 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0081 |
0.7% |
44% |
False |
False |
661 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0079 |
0.7% |
44% |
False |
False |
504 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0073 |
0.6% |
48% |
False |
False |
409 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0070 |
0.6% |
48% |
False |
False |
343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1429 |
|
1.618 |
1.1364 |
|
1.000 |
1.1324 |
|
0.618 |
1.1299 |
|
HIGH |
1.1259 |
|
0.618 |
1.1234 |
|
0.500 |
1.1227 |
|
0.382 |
1.1219 |
|
LOW |
1.1194 |
|
0.618 |
1.1154 |
|
1.000 |
1.1129 |
|
1.618 |
1.1089 |
|
2.618 |
1.1024 |
|
4.250 |
1.0918 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1231 |
1.1229 |
| PP |
1.1229 |
1.1225 |
| S1 |
1.1227 |
1.1222 |
|