CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1203 |
0.0006 |
0.1% |
1.1263 |
| High |
1.1259 |
1.1242 |
-0.0017 |
-0.2% |
1.1284 |
| Low |
1.1194 |
1.1154 |
-0.0040 |
-0.4% |
1.1154 |
| Close |
1.1233 |
1.1182 |
-0.0051 |
-0.5% |
1.1182 |
| Range |
0.0065 |
0.0088 |
0.0023 |
35.4% |
0.0130 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
2.1% |
0.0000 |
| Volume |
2,151 |
1,751 |
-400 |
-18.6% |
8,873 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1407 |
1.1230 |
|
| R3 |
1.1369 |
1.1319 |
1.1206 |
|
| R2 |
1.1281 |
1.1281 |
1.1198 |
|
| R1 |
1.1231 |
1.1231 |
1.1190 |
1.1212 |
| PP |
1.1193 |
1.1193 |
1.1193 |
1.1183 |
| S1 |
1.1143 |
1.1143 |
1.1173 |
1.1124 |
| S2 |
1.1105 |
1.1105 |
1.1165 |
|
| S3 |
1.1017 |
1.1055 |
1.1157 |
|
| S4 |
1.0929 |
1.0967 |
1.1133 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1518 |
1.1253 |
|
| R3 |
1.1465 |
1.1388 |
1.1217 |
|
| R2 |
1.1336 |
1.1336 |
1.1205 |
|
| R1 |
1.1259 |
1.1259 |
1.1193 |
1.1233 |
| PP |
1.1206 |
1.1206 |
1.1206 |
1.1193 |
| S1 |
1.1129 |
1.1129 |
1.1170 |
1.1103 |
| S2 |
1.1077 |
1.1077 |
1.1158 |
|
| S3 |
1.0947 |
1.1000 |
1.1146 |
|
| S4 |
1.0818 |
1.0870 |
1.1110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1284 |
1.1154 |
0.0130 |
1.2% |
0.0066 |
0.6% |
21% |
False |
True |
1,774 |
| 10 |
1.1390 |
1.1154 |
0.0236 |
2.1% |
0.0060 |
0.5% |
12% |
False |
True |
2,019 |
| 20 |
1.1665 |
1.1154 |
0.0511 |
4.6% |
0.0068 |
0.6% |
5% |
False |
True |
1,384 |
| 40 |
1.1665 |
1.1154 |
0.0511 |
4.6% |
0.0073 |
0.7% |
5% |
False |
True |
875 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0081 |
0.7% |
37% |
False |
False |
684 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0078 |
0.7% |
37% |
False |
False |
525 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.5% |
0.0073 |
0.7% |
42% |
False |
False |
427 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.5% |
0.0070 |
0.6% |
42% |
False |
False |
358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1616 |
|
2.618 |
1.1472 |
|
1.618 |
1.1384 |
|
1.000 |
1.1330 |
|
0.618 |
1.1296 |
|
HIGH |
1.1242 |
|
0.618 |
1.1208 |
|
0.500 |
1.1198 |
|
0.382 |
1.1188 |
|
LOW |
1.1154 |
|
0.618 |
1.1100 |
|
1.000 |
1.1066 |
|
1.618 |
1.1012 |
|
2.618 |
1.0924 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1207 |
| PP |
1.1193 |
1.1198 |
| S1 |
1.1187 |
1.1190 |
|