CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1543 |
1.1514 |
-0.0029 |
-0.3% |
1.1241 |
| High |
1.1631 |
1.1544 |
-0.0087 |
-0.7% |
1.1475 |
| Low |
1.1509 |
1.1480 |
-0.0030 |
-0.3% |
1.1236 |
| Close |
1.1521 |
1.1515 |
-0.0006 |
-0.1% |
1.1465 |
| Range |
0.0122 |
0.0064 |
-0.0058 |
-47.3% |
0.0239 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
230,491 |
195,794 |
-34,697 |
-15.1% |
865,350 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1705 |
1.1674 |
1.1550 |
|
| R3 |
1.1641 |
1.1610 |
1.1532 |
|
| R2 |
1.1577 |
1.1577 |
1.1526 |
|
| R1 |
1.1546 |
1.1546 |
1.1520 |
1.1561 |
| PP |
1.1513 |
1.1513 |
1.1513 |
1.1520 |
| S1 |
1.1482 |
1.1482 |
1.1509 |
1.1497 |
| S2 |
1.1449 |
1.1449 |
1.1503 |
|
| S3 |
1.1385 |
1.1418 |
1.1497 |
|
| S4 |
1.1321 |
1.1354 |
1.1479 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2026 |
1.1596 |
|
| R3 |
1.1870 |
1.1787 |
1.1531 |
|
| R2 |
1.1631 |
1.1631 |
1.1509 |
|
| R1 |
1.1548 |
1.1548 |
1.1487 |
1.1590 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1413 |
| S1 |
1.1309 |
1.1309 |
1.1443 |
1.1351 |
| S2 |
1.1153 |
1.1153 |
1.1421 |
|
| S3 |
1.0914 |
1.1070 |
1.1399 |
|
| S4 |
1.0675 |
1.0831 |
1.1334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1631 |
1.1310 |
0.0321 |
2.8% |
0.0092 |
0.8% |
64% |
False |
False |
197,443 |
| 10 |
1.1631 |
1.1234 |
0.0397 |
3.4% |
0.0092 |
0.8% |
71% |
False |
False |
184,691 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.4% |
0.0090 |
0.8% |
71% |
False |
False |
171,707 |
| 40 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0098 |
0.9% |
85% |
False |
False |
180,752 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0098 |
0.9% |
85% |
False |
False |
124,302 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.0% |
0.0099 |
0.9% |
86% |
False |
False |
93,473 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.5% |
0.0098 |
0.8% |
87% |
False |
False |
74,858 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.1% |
0.0098 |
0.8% |
89% |
False |
False |
62,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1711 |
|
1.618 |
1.1647 |
|
1.000 |
1.1608 |
|
0.618 |
1.1583 |
|
HIGH |
1.1544 |
|
0.618 |
1.1519 |
|
0.500 |
1.1512 |
|
0.382 |
1.1504 |
|
LOW |
1.1480 |
|
0.618 |
1.1440 |
|
1.000 |
1.1416 |
|
1.618 |
1.1376 |
|
2.618 |
1.1312 |
|
4.250 |
1.1208 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1514 |
1.1546 |
| PP |
1.1513 |
1.1536 |
| S1 |
1.1512 |
1.1525 |
|