CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1462 |
1.1407 |
-0.0055 |
-0.5% |
1.1471 |
| High |
1.1462 |
1.1414 |
-0.0049 |
-0.4% |
1.1522 |
| Low |
1.1371 |
1.1397 |
0.0027 |
0.2% |
1.1371 |
| Close |
1.1390 |
1.1400 |
0.0011 |
0.1% |
1.1390 |
| Range |
0.0092 |
0.0017 |
-0.0075 |
-82.0% |
0.0151 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
101 |
13 |
-88 |
-87.1% |
278 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1443 |
1.1409 |
|
| R3 |
1.1437 |
1.1427 |
1.1405 |
|
| R2 |
1.1420 |
1.1420 |
1.1403 |
|
| R1 |
1.1410 |
1.1410 |
1.1402 |
1.1407 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1402 |
| S1 |
1.1394 |
1.1394 |
1.1398 |
1.1390 |
| S2 |
1.1387 |
1.1387 |
1.1397 |
|
| S3 |
1.1371 |
1.1377 |
1.1395 |
|
| S4 |
1.1354 |
1.1361 |
1.1391 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1786 |
1.1473 |
|
| R3 |
1.1729 |
1.1635 |
1.1431 |
|
| R2 |
1.1578 |
1.1578 |
1.1417 |
|
| R1 |
1.1484 |
1.1484 |
1.1403 |
1.1456 |
| PP |
1.1427 |
1.1427 |
1.1427 |
1.1413 |
| S1 |
1.1333 |
1.1333 |
1.1376 |
1.1305 |
| S2 |
1.1276 |
1.1276 |
1.1362 |
|
| S3 |
1.1125 |
1.1182 |
1.1348 |
|
| S4 |
1.0974 |
1.1031 |
1.1306 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1484 |
|
2.618 |
1.1457 |
|
1.618 |
1.1440 |
|
1.000 |
1.1430 |
|
0.618 |
1.1424 |
|
HIGH |
1.1414 |
|
0.618 |
1.1407 |
|
0.500 |
1.1405 |
|
0.382 |
1.1403 |
|
LOW |
1.1397 |
|
0.618 |
1.1387 |
|
1.000 |
1.1381 |
|
1.618 |
1.1370 |
|
2.618 |
1.1354 |
|
4.250 |
1.1327 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1405 |
1.1437 |
| PP |
1.1404 |
1.1425 |
| S1 |
1.1402 |
1.1412 |
|