CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1259 |
0.0031 |
0.3% |
1.1407 |
| High |
1.1249 |
1.1299 |
0.0050 |
0.4% |
1.1430 |
| Low |
1.1228 |
1.1256 |
0.0029 |
0.3% |
1.1265 |
| Close |
1.1247 |
1.1273 |
0.0027 |
0.2% |
1.1304 |
| Range |
0.0022 |
0.0043 |
0.0022 |
100.0% |
0.0165 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
9 |
71 |
62 |
688.9% |
272 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1382 |
1.1297 |
|
| R3 |
1.1362 |
1.1339 |
1.1285 |
|
| R2 |
1.1319 |
1.1319 |
1.1281 |
|
| R1 |
1.1296 |
1.1296 |
1.1277 |
1.1308 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1282 |
| S1 |
1.1253 |
1.1253 |
1.1269 |
1.1265 |
| S2 |
1.1233 |
1.1233 |
1.1265 |
|
| S3 |
1.1190 |
1.1210 |
1.1261 |
|
| S4 |
1.1147 |
1.1167 |
1.1249 |
|
|
| 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 |
1.1306 |
1.1228 |
0.0079 |
0.7% |
0.0034 |
0.3% |
58% |
False |
False |
36 |
| 10 |
1.1462 |
1.1228 |
0.0235 |
2.1% |
0.0043 |
0.4% |
19% |
False |
False |
53 |
| 20 |
1.1700 |
1.1228 |
0.0473 |
4.2% |
0.0050 |
0.4% |
10% |
False |
False |
44 |
| 40 |
1.1700 |
1.1228 |
0.0473 |
4.2% |
0.0042 |
0.4% |
10% |
False |
False |
32 |
| 60 |
1.1700 |
1.0932 |
0.0769 |
6.8% |
0.0046 |
0.4% |
44% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1412 |
|
1.618 |
1.1369 |
|
1.000 |
1.1342 |
|
0.618 |
1.1326 |
|
HIGH |
1.1299 |
|
0.618 |
1.1283 |
|
0.500 |
1.1278 |
|
0.382 |
1.1272 |
|
LOW |
1.1256 |
|
0.618 |
1.1229 |
|
1.000 |
1.1213 |
|
1.618 |
1.1186 |
|
2.618 |
1.1143 |
|
4.250 |
1.1073 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1278 |
1.1271 |
| PP |
1.1276 |
1.1269 |
| S1 |
1.1275 |
1.1267 |
|