CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1385 |
1.1312 |
-0.0074 |
-0.6% |
1.1410 |
| High |
1.1390 |
1.1352 |
-0.0038 |
-0.3% |
1.1458 |
| Low |
1.1292 |
1.1311 |
0.0019 |
0.2% |
1.1292 |
| Close |
1.1317 |
1.1327 |
0.0011 |
0.1% |
1.1317 |
| Range |
0.0098 |
0.0041 |
-0.0057 |
-57.9% |
0.0166 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
174,953 |
84,564 |
-90,389 |
-51.7% |
666,960 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1431 |
1.1350 |
|
| R3 |
1.1412 |
1.1390 |
1.1338 |
|
| R2 |
1.1371 |
1.1371 |
1.1335 |
|
| R1 |
1.1349 |
1.1349 |
1.1331 |
1.1360 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1335 |
| S1 |
1.1308 |
1.1308 |
1.1323 |
1.1319 |
| S2 |
1.1289 |
1.1289 |
1.1319 |
|
| S3 |
1.1248 |
1.1267 |
1.1316 |
|
| S4 |
1.1207 |
1.1226 |
1.1304 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1852 |
1.1750 |
1.1408 |
|
| R3 |
1.1686 |
1.1584 |
1.1362 |
|
| R2 |
1.1521 |
1.1521 |
1.1347 |
|
| R1 |
1.1419 |
1.1419 |
1.1332 |
1.1387 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1340 |
| S1 |
1.1253 |
1.1253 |
1.1301 |
1.1222 |
| S2 |
1.1190 |
1.1190 |
1.1286 |
|
| S3 |
1.1024 |
1.1088 |
1.1271 |
|
| S4 |
1.0859 |
1.0922 |
1.1225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1458 |
1.1292 |
0.0166 |
1.5% |
0.0066 |
0.6% |
21% |
False |
False |
126,585 |
| 10 |
1.1631 |
1.1292 |
0.0339 |
3.0% |
0.0077 |
0.7% |
10% |
False |
False |
153,768 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0084 |
0.7% |
23% |
False |
False |
162,445 |
| 40 |
1.1631 |
1.1170 |
0.0461 |
4.1% |
0.0083 |
0.7% |
34% |
False |
False |
165,976 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0093 |
0.8% |
61% |
False |
False |
142,533 |
| 80 |
1.1631 |
1.0834 |
0.0797 |
7.0% |
0.0097 |
0.9% |
62% |
False |
False |
107,308 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0096 |
0.8% |
65% |
False |
False |
85,934 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.2% |
0.0097 |
0.9% |
71% |
False |
False |
71,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1459 |
|
1.618 |
1.1418 |
|
1.000 |
1.1393 |
|
0.618 |
1.1377 |
|
HIGH |
1.1352 |
|
0.618 |
1.1336 |
|
0.500 |
1.1331 |
|
0.382 |
1.1326 |
|
LOW |
1.1311 |
|
0.618 |
1.1285 |
|
1.000 |
1.1270 |
|
1.618 |
1.1244 |
|
2.618 |
1.1203 |
|
4.250 |
1.1136 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1331 |
1.1366 |
| PP |
1.1330 |
1.1353 |
| S1 |
1.1328 |
1.1340 |
|