CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1228 |
-0.0079 |
-0.7% |
1.1407 |
| High |
1.1306 |
1.1249 |
-0.0057 |
-0.5% |
1.1430 |
| Low |
1.1231 |
1.1228 |
-0.0004 |
0.0% |
1.1265 |
| Close |
1.1231 |
1.1247 |
0.0016 |
0.1% |
1.1304 |
| Range |
0.0075 |
0.0022 |
-0.0054 |
-71.3% |
0.0165 |
| ATR |
0.0056 |
0.0053 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
60 |
9 |
-51 |
-85.0% |
272 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1298 |
1.1258 |
|
| R3 |
1.1284 |
1.1276 |
1.1252 |
|
| R2 |
1.1263 |
1.1263 |
1.1250 |
|
| R1 |
1.1255 |
1.1255 |
1.1248 |
1.1259 |
| PP |
1.1241 |
1.1241 |
1.1241 |
1.1243 |
| S1 |
1.1233 |
1.1233 |
1.1245 |
1.1237 |
| S2 |
1.1220 |
1.1220 |
1.1243 |
|
| S3 |
1.1198 |
1.1212 |
1.1241 |
|
| S4 |
1.1177 |
1.1190 |
1.1235 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1729 |
1.1394 |
|
| R3 |
1.1662 |
1.1565 |
1.1349 |
|
| R2 |
1.1497 |
1.1497 |
1.1334 |
|
| R1 |
1.1400 |
1.1400 |
1.1319 |
1.1367 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1316 |
| S1 |
1.1236 |
1.1236 |
1.1288 |
1.1202 |
| S2 |
1.1168 |
1.1168 |
1.1273 |
|
| S3 |
1.1004 |
1.1071 |
1.1258 |
|
| S4 |
1.0839 |
1.0907 |
1.1213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1309 |
1.1228 |
0.0082 |
0.7% |
0.0034 |
0.3% |
23% |
False |
True |
35 |
| 10 |
1.1504 |
1.1228 |
0.0276 |
2.5% |
0.0044 |
0.4% |
7% |
False |
True |
49 |
| 20 |
1.1700 |
1.1228 |
0.0473 |
4.2% |
0.0048 |
0.4% |
4% |
False |
True |
41 |
| 40 |
1.1700 |
1.1228 |
0.0473 |
4.2% |
0.0041 |
0.4% |
4% |
False |
True |
31 |
| 60 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0046 |
0.4% |
41% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1305 |
|
1.618 |
1.1284 |
|
1.000 |
1.1271 |
|
0.618 |
1.1262 |
|
HIGH |
1.1249 |
|
0.618 |
1.1241 |
|
0.500 |
1.1238 |
|
0.382 |
1.1236 |
|
LOW |
1.1228 |
|
0.618 |
1.1214 |
|
1.000 |
1.1206 |
|
1.618 |
1.1193 |
|
2.618 |
1.1171 |
|
4.250 |
1.1136 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1267 |
| PP |
1.1241 |
1.1260 |
| S1 |
1.1238 |
1.1253 |
|