CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1203 |
1.1155 |
-0.0049 |
-0.4% |
1.1263 |
| High |
1.1242 |
1.1216 |
-0.0026 |
-0.2% |
1.1284 |
| Low |
1.1154 |
1.1141 |
-0.0014 |
-0.1% |
1.1154 |
| Close |
1.1182 |
1.1169 |
-0.0013 |
-0.1% |
1.1182 |
| Range |
0.0088 |
0.0076 |
-0.0013 |
-14.2% |
0.0130 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,751 |
8,021 |
6,270 |
358.1% |
8,873 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1402 |
1.1361 |
1.1210 |
|
| R3 |
1.1326 |
1.1285 |
1.1189 |
|
| R2 |
1.1251 |
1.1251 |
1.1182 |
|
| R1 |
1.1210 |
1.1210 |
1.1175 |
1.1230 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1185 |
| S1 |
1.1134 |
1.1134 |
1.1162 |
1.1155 |
| S2 |
1.1100 |
1.1100 |
1.1155 |
|
| S3 |
1.1024 |
1.1059 |
1.1148 |
|
| S4 |
1.0949 |
1.0983 |
1.1127 |
|
|
| 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 |
1.1269 |
1.1141 |
0.0128 |
1.1% |
0.0071 |
0.6% |
22% |
False |
True |
3,090 |
| 10 |
1.1390 |
1.1141 |
0.0250 |
2.2% |
0.0063 |
0.6% |
11% |
False |
True |
2,732 |
| 20 |
1.1665 |
1.1141 |
0.0525 |
4.7% |
0.0068 |
0.6% |
5% |
False |
True |
1,762 |
| 40 |
1.1665 |
1.1141 |
0.0525 |
4.7% |
0.0074 |
0.7% |
5% |
False |
True |
1,064 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0081 |
0.7% |
35% |
False |
False |
814 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0077 |
0.7% |
35% |
False |
False |
625 |
| 100 |
1.1665 |
1.0865 |
0.0800 |
7.2% |
0.0073 |
0.7% |
38% |
False |
False |
507 |
| 120 |
1.1665 |
1.0829 |
0.0836 |
7.5% |
0.0070 |
0.6% |
41% |
False |
False |
424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1537 |
|
2.618 |
1.1414 |
|
1.618 |
1.1338 |
|
1.000 |
1.1292 |
|
0.618 |
1.1263 |
|
HIGH |
1.1216 |
|
0.618 |
1.1187 |
|
0.500 |
1.1178 |
|
0.382 |
1.1169 |
|
LOW |
1.1141 |
|
0.618 |
1.1094 |
|
1.000 |
1.1065 |
|
1.618 |
1.1018 |
|
2.618 |
1.0943 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1178 |
1.1200 |
| PP |
1.1175 |
1.1189 |
| S1 |
1.1172 |
1.1179 |
|