CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1514 |
1.1499 |
-0.0015 |
-0.1% |
1.1241 |
| High |
1.1544 |
1.1507 |
-0.0037 |
-0.3% |
1.1475 |
| Low |
1.1480 |
1.1398 |
-0.0082 |
-0.7% |
1.1236 |
| Close |
1.1515 |
1.1411 |
-0.0104 |
-0.9% |
1.1465 |
| Range |
0.0064 |
0.0109 |
0.0045 |
69.5% |
0.0239 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.0% |
0.0000 |
| Volume |
195,794 |
171,211 |
-24,583 |
-12.6% |
865,350 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1764 |
1.1696 |
1.1471 |
|
| R3 |
1.1656 |
1.1588 |
1.1441 |
|
| R2 |
1.1547 |
1.1547 |
1.1431 |
|
| R1 |
1.1479 |
1.1479 |
1.1421 |
1.1459 |
| PP |
1.1439 |
1.1439 |
1.1439 |
1.1428 |
| S1 |
1.1371 |
1.1371 |
1.1401 |
1.1350 |
| S2 |
1.1330 |
1.1330 |
1.1391 |
|
| S3 |
1.1222 |
1.1262 |
1.1381 |
|
| S4 |
1.1113 |
1.1154 |
1.1351 |
|
|
| 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 |
1.1363 |
0.0268 |
2.3% |
0.0099 |
0.9% |
18% |
False |
False |
197,697 |
| 10 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0089 |
0.8% |
45% |
False |
False |
176,286 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0089 |
0.8% |
45% |
False |
False |
168,980 |
| 40 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0099 |
0.9% |
72% |
False |
False |
180,187 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0097 |
0.9% |
72% |
False |
False |
127,065 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.0% |
0.0099 |
0.9% |
73% |
False |
False |
95,608 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0098 |
0.9% |
75% |
False |
False |
76,566 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.1% |
0.0098 |
0.9% |
79% |
False |
False |
63,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1968 |
|
2.618 |
1.1791 |
|
1.618 |
1.1682 |
|
1.000 |
1.1615 |
|
0.618 |
1.1574 |
|
HIGH |
1.1507 |
|
0.618 |
1.1465 |
|
0.500 |
1.1452 |
|
0.382 |
1.1439 |
|
LOW |
1.1398 |
|
0.618 |
1.1331 |
|
1.000 |
1.1290 |
|
1.618 |
1.1222 |
|
2.618 |
1.1114 |
|
4.250 |
1.0937 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1514 |
| PP |
1.1439 |
1.1480 |
| S1 |
1.1425 |
1.1445 |
|