CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1312 |
1.1326 |
0.0015 |
0.1% |
1.1410 |
| High |
1.1352 |
1.1358 |
0.0007 |
0.1% |
1.1458 |
| Low |
1.1311 |
1.1305 |
-0.0006 |
0.0% |
1.1292 |
| Close |
1.1327 |
1.1326 |
-0.0001 |
0.0% |
1.1317 |
| Range |
0.0041 |
0.0053 |
0.0012 |
29.3% |
0.0166 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
84,564 |
123,558 |
38,994 |
46.1% |
666,960 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1460 |
1.1355 |
|
| R3 |
1.1436 |
1.1407 |
1.1341 |
|
| R2 |
1.1383 |
1.1383 |
1.1336 |
|
| R1 |
1.1354 |
1.1354 |
1.1331 |
1.1353 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1329 |
| S1 |
1.1301 |
1.1301 |
1.1321 |
1.1300 |
| S2 |
1.1277 |
1.1277 |
1.1316 |
|
| S3 |
1.1224 |
1.1248 |
1.1311 |
|
| S4 |
1.1171 |
1.1195 |
1.1297 |
|
|
| 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 |
126,155 |
| 10 |
1.1544 |
1.1292 |
0.0252 |
2.2% |
0.0070 |
0.6% |
14% |
False |
False |
143,075 |
| 20 |
1.1631 |
1.1234 |
0.0397 |
3.5% |
0.0082 |
0.7% |
23% |
False |
False |
161,314 |
| 40 |
1.1631 |
1.1170 |
0.0461 |
4.1% |
0.0083 |
0.7% |
34% |
False |
False |
166,113 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0092 |
0.8% |
61% |
False |
False |
144,569 |
| 80 |
1.1631 |
1.0836 |
0.0795 |
7.0% |
0.0096 |
0.9% |
62% |
False |
False |
108,847 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0096 |
0.8% |
65% |
False |
False |
87,168 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.2% |
0.0097 |
0.9% |
71% |
False |
False |
72,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1583 |
|
2.618 |
1.1497 |
|
1.618 |
1.1444 |
|
1.000 |
1.1411 |
|
0.618 |
1.1391 |
|
HIGH |
1.1358 |
|
0.618 |
1.1338 |
|
0.500 |
1.1332 |
|
0.382 |
1.1325 |
|
LOW |
1.1305 |
|
0.618 |
1.1272 |
|
1.000 |
1.1252 |
|
1.618 |
1.1219 |
|
2.618 |
1.1166 |
|
4.250 |
1.1080 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1332 |
1.1341 |
| PP |
1.1330 |
1.1336 |
| S1 |
1.1328 |
1.1331 |
|