CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1467 |
1.1504 |
0.0037 |
0.3% |
1.1555 |
| High |
1.1522 |
1.1504 |
-0.0018 |
-0.2% |
1.1700 |
| Low |
1.1467 |
1.1459 |
-0.0009 |
-0.1% |
1.1485 |
| Close |
1.1511 |
1.1459 |
-0.0052 |
-0.5% |
1.1485 |
| Range |
0.0055 |
0.0045 |
-0.0010 |
-17.4% |
0.0215 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
46 |
31 |
-15 |
-32.6% |
161 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1609 |
1.1579 |
1.1483 |
|
| R3 |
1.1564 |
1.1534 |
1.1471 |
|
| R2 |
1.1519 |
1.1519 |
1.1467 |
|
| R1 |
1.1489 |
1.1489 |
1.1463 |
1.1481 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1470 |
| S1 |
1.1444 |
1.1444 |
1.1454 |
1.1436 |
| S2 |
1.1429 |
1.1429 |
1.1450 |
|
| S3 |
1.1384 |
1.1399 |
1.1446 |
|
| S4 |
1.1339 |
1.1354 |
1.1434 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2202 |
1.2058 |
1.1603 |
|
| R3 |
1.1987 |
1.1843 |
1.1544 |
|
| R2 |
1.1772 |
1.1772 |
1.1524 |
|
| R1 |
1.1628 |
1.1628 |
1.1505 |
1.1593 |
| PP |
1.1557 |
1.1557 |
1.1557 |
1.1539 |
| S1 |
1.1413 |
1.1413 |
1.1465 |
1.1378 |
| S2 |
1.1342 |
1.1342 |
1.1446 |
|
| S3 |
1.1127 |
1.1198 |
1.1426 |
|
| S4 |
1.0912 |
1.0983 |
1.1367 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1695 |
|
2.618 |
1.1621 |
|
1.618 |
1.1576 |
|
1.000 |
1.1549 |
|
0.618 |
1.1531 |
|
HIGH |
1.1504 |
|
0.618 |
1.1486 |
|
0.500 |
1.1481 |
|
0.382 |
1.1476 |
|
LOW |
1.1459 |
|
0.618 |
1.1431 |
|
1.000 |
1.1414 |
|
1.618 |
1.1386 |
|
2.618 |
1.1341 |
|
4.250 |
1.1267 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1481 |
1.1489 |
| PP |
1.1474 |
1.1479 |
| S1 |
1.1466 |
1.1469 |
|