CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1650 |
1.1568 |
-0.0082 |
-0.7% |
1.1353 |
| High |
1.1700 |
1.1597 |
-0.0103 |
-0.9% |
1.1542 |
| Low |
1.1597 |
1.1560 |
-0.0037 |
-0.3% |
1.1353 |
| Close |
1.1597 |
1.1591 |
-0.0006 |
-0.1% |
1.1542 |
| Range |
0.0103 |
0.0037 |
-0.0066 |
-64.1% |
0.0189 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
96 |
16 |
-80 |
-83.3% |
47 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1679 |
1.1611 |
|
| R3 |
1.1657 |
1.1642 |
1.1601 |
|
| R2 |
1.1620 |
1.1620 |
1.1598 |
|
| R1 |
1.1605 |
1.1605 |
1.1594 |
1.1613 |
| PP |
1.1583 |
1.1583 |
1.1583 |
1.1586 |
| S1 |
1.1568 |
1.1568 |
1.1588 |
1.1576 |
| S2 |
1.1546 |
1.1546 |
1.1584 |
|
| S3 |
1.1509 |
1.1531 |
1.1581 |
|
| S4 |
1.1472 |
1.1494 |
1.1571 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.1983 |
1.1645 |
|
| R3 |
1.1857 |
1.1794 |
1.1593 |
|
| R2 |
1.1668 |
1.1668 |
1.1576 |
|
| R1 |
1.1605 |
1.1605 |
1.1559 |
1.1636 |
| PP |
1.1479 |
1.1479 |
1.1479 |
1.1495 |
| S1 |
1.1416 |
1.1416 |
1.1524 |
1.1447 |
| S2 |
1.1290 |
1.1290 |
1.1507 |
|
| S3 |
1.1101 |
1.1227 |
1.1490 |
|
| S4 |
1.0912 |
1.1038 |
1.1438 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1754 |
|
2.618 |
1.1694 |
|
1.618 |
1.1657 |
|
1.000 |
1.1634 |
|
0.618 |
1.1620 |
|
HIGH |
1.1597 |
|
0.618 |
1.1583 |
|
0.500 |
1.1579 |
|
0.382 |
1.1574 |
|
LOW |
1.1560 |
|
0.618 |
1.1537 |
|
1.000 |
1.1523 |
|
1.618 |
1.1500 |
|
2.618 |
1.1463 |
|
4.250 |
1.1403 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1587 |
1.1628 |
| PP |
1.1583 |
1.1615 |
| S1 |
1.1579 |
1.1603 |
|