CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1383 |
1.1436 |
0.0053 |
0.5% |
1.1474 |
| High |
1.1458 |
1.1440 |
-0.0018 |
-0.2% |
1.1631 |
| Low |
1.1380 |
1.1379 |
-0.0001 |
0.0% |
1.1398 |
| Close |
1.1437 |
1.1385 |
-0.0052 |
-0.5% |
1.1410 |
| Range |
0.0078 |
0.0061 |
-0.0018 |
-22.4% |
0.0233 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
117,879 |
129,825 |
11,946 |
10.1% |
934,143 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1544 |
1.1418 |
|
| R3 |
1.1522 |
1.1484 |
1.1401 |
|
| R2 |
1.1462 |
1.1462 |
1.1396 |
|
| R1 |
1.1423 |
1.1423 |
1.1390 |
1.1412 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1396 |
| S1 |
1.1363 |
1.1363 |
1.1379 |
1.1352 |
| S2 |
1.1341 |
1.1341 |
1.1373 |
|
| S3 |
1.1280 |
1.1302 |
1.1368 |
|
| S4 |
1.1220 |
1.1242 |
1.1351 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2026 |
1.1538 |
|
| R3 |
1.1945 |
1.1794 |
1.1474 |
|
| R2 |
1.1712 |
1.1712 |
1.1453 |
|
| R1 |
1.1561 |
1.1561 |
1.1431 |
1.1520 |
| PP |
1.1480 |
1.1480 |
1.1480 |
1.1459 |
| S1 |
1.1329 |
1.1329 |
1.1389 |
1.1288 |
| S2 |
1.1247 |
1.1247 |
1.1367 |
|
| S3 |
1.1015 |
1.1096 |
1.1346 |
|
| S4 |
1.0782 |
1.0864 |
1.1282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1498 |
1.1370 |
0.0128 |
1.1% |
0.0067 |
0.6% |
11% |
False |
False |
136,134 |
| 10 |
1.1631 |
1.1363 |
0.0268 |
2.4% |
0.0083 |
0.7% |
8% |
False |
False |
166,915 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0084 |
0.7% |
38% |
False |
False |
161,189 |
| 40 |
1.1631 |
1.1170 |
0.0461 |
4.0% |
0.0085 |
0.7% |
47% |
False |
False |
169,708 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.8% |
0.0094 |
0.8% |
68% |
False |
False |
138,252 |
| 80 |
1.1631 |
1.0827 |
0.0804 |
7.1% |
0.0098 |
0.9% |
69% |
False |
False |
104,083 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.6% |
0.0096 |
0.8% |
72% |
False |
False |
83,344 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.2% |
0.0097 |
0.9% |
76% |
False |
False |
69,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1697 |
|
2.618 |
1.1598 |
|
1.618 |
1.1537 |
|
1.000 |
1.1500 |
|
0.618 |
1.1477 |
|
HIGH |
1.1440 |
|
0.618 |
1.1416 |
|
0.500 |
1.1409 |
|
0.382 |
1.1402 |
|
LOW |
1.1379 |
|
0.618 |
1.1342 |
|
1.000 |
1.1319 |
|
1.618 |
1.1281 |
|
2.618 |
1.1221 |
|
4.250 |
1.1122 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1414 |
| PP |
1.1401 |
1.1404 |
| S1 |
1.1393 |
1.1394 |
|