CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1225 |
0.0017 |
0.2% |
1.1282 |
| High |
1.1226 |
1.1257 |
0.0031 |
0.3% |
1.1306 |
| Low |
1.1200 |
1.1209 |
0.0009 |
0.1% |
1.1200 |
| Close |
1.1222 |
1.1209 |
-0.0014 |
-0.1% |
1.1222 |
| Range |
0.0026 |
0.0049 |
0.0023 |
86.5% |
0.0106 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
18 |
46 |
28 |
155.6% |
184 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1338 |
1.1235 |
|
| R3 |
1.1322 |
1.1289 |
1.1222 |
|
| R2 |
1.1273 |
1.1273 |
1.1217 |
|
| R1 |
1.1241 |
1.1241 |
1.1213 |
1.1233 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1221 |
| S1 |
1.1192 |
1.1192 |
1.1204 |
1.1184 |
| S2 |
1.1176 |
1.1176 |
1.1200 |
|
| S3 |
1.1128 |
1.1144 |
1.1195 |
|
| S4 |
1.1079 |
1.1095 |
1.1182 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1497 |
1.1280 |
|
| R3 |
1.1455 |
1.1391 |
1.1251 |
|
| R2 |
1.1349 |
1.1349 |
1.1241 |
|
| R1 |
1.1285 |
1.1285 |
1.1232 |
1.1264 |
| PP |
1.1243 |
1.1243 |
1.1243 |
1.1232 |
| S1 |
1.1179 |
1.1179 |
1.1212 |
1.1158 |
| S2 |
1.1137 |
1.1137 |
1.1203 |
|
| S3 |
1.1031 |
1.1073 |
1.1193 |
|
| S4 |
1.0925 |
1.0967 |
1.1164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1306 |
1.1200 |
0.0106 |
0.9% |
0.0043 |
0.4% |
8% |
False |
False |
40 |
| 10 |
1.1430 |
1.1200 |
0.0230 |
2.0% |
0.0040 |
0.4% |
4% |
False |
False |
48 |
| 20 |
1.1700 |
1.1200 |
0.0500 |
4.5% |
0.0048 |
0.4% |
2% |
False |
False |
45 |
| 40 |
1.1700 |
1.1200 |
0.0500 |
4.5% |
0.0041 |
0.4% |
2% |
False |
False |
32 |
| 60 |
1.1700 |
1.0932 |
0.0769 |
6.9% |
0.0046 |
0.4% |
36% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1463 |
|
2.618 |
1.1384 |
|
1.618 |
1.1335 |
|
1.000 |
1.1306 |
|
0.618 |
1.1287 |
|
HIGH |
1.1257 |
|
0.618 |
1.1238 |
|
0.500 |
1.1233 |
|
0.382 |
1.1227 |
|
LOW |
1.1209 |
|
0.618 |
1.1179 |
|
1.000 |
1.1160 |
|
1.618 |
1.1130 |
|
2.618 |
1.1082 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1250 |
| PP |
1.1225 |
1.1236 |
| S1 |
1.1217 |
1.1222 |
|