CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1226 |
1.1208 |
-0.0018 |
-0.2% |
1.1312 |
| High |
1.1237 |
1.1244 |
0.0007 |
0.1% |
1.1358 |
| Low |
1.1187 |
1.1203 |
0.0016 |
0.1% |
1.1187 |
| Close |
1.1208 |
1.1226 |
0.0018 |
0.2% |
1.1226 |
| Range |
0.0050 |
0.0041 |
-0.0009 |
-18.0% |
0.0171 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
165,548 |
106,002 |
-59,546 |
-36.0% |
661,439 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1347 |
1.1327 |
1.1248 |
|
| R3 |
1.1306 |
1.1286 |
1.1237 |
|
| R2 |
1.1265 |
1.1265 |
1.1233 |
|
| R1 |
1.1245 |
1.1245 |
1.1229 |
1.1255 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1229 |
| S1 |
1.1204 |
1.1204 |
1.1222 |
1.1214 |
| S2 |
1.1183 |
1.1183 |
1.1218 |
|
| S3 |
1.1142 |
1.1163 |
1.1214 |
|
| S4 |
1.1101 |
1.1122 |
1.1203 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1770 |
1.1669 |
1.1320 |
|
| R3 |
1.1599 |
1.1498 |
1.1273 |
|
| R2 |
1.1428 |
1.1428 |
1.1257 |
|
| R1 |
1.1327 |
1.1327 |
1.1241 |
1.1292 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1239 |
| S1 |
1.1156 |
1.1156 |
1.1210 |
1.1121 |
| S2 |
1.1086 |
1.1086 |
1.1194 |
|
| S3 |
1.0915 |
1.0985 |
1.1178 |
|
| S4 |
1.0744 |
1.0814 |
1.1131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1358 |
1.1187 |
0.0171 |
1.5% |
0.0057 |
0.5% |
23% |
False |
False |
132,287 |
| 10 |
1.1458 |
1.1187 |
0.0271 |
2.4% |
0.0062 |
0.6% |
14% |
False |
False |
132,839 |
| 20 |
1.1631 |
1.1187 |
0.0444 |
4.0% |
0.0076 |
0.7% |
9% |
False |
False |
156,394 |
| 40 |
1.1631 |
1.1179 |
0.0452 |
4.0% |
0.0084 |
0.7% |
10% |
False |
False |
167,254 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0092 |
0.8% |
48% |
False |
False |
151,867 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0096 |
0.9% |
48% |
False |
False |
114,495 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.7% |
0.0096 |
0.9% |
53% |
False |
False |
91,694 |
| 120 |
1.1631 |
1.0588 |
0.1043 |
9.3% |
0.0097 |
0.9% |
61% |
False |
False |
76,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1418 |
|
2.618 |
1.1351 |
|
1.618 |
1.1310 |
|
1.000 |
1.1285 |
|
0.618 |
1.1269 |
|
HIGH |
1.1244 |
|
0.618 |
1.1228 |
|
0.500 |
1.1224 |
|
0.382 |
1.1219 |
|
LOW |
1.1203 |
|
0.618 |
1.1178 |
|
1.000 |
1.1162 |
|
1.618 |
1.1137 |
|
2.618 |
1.1096 |
|
4.250 |
1.1029 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1256 |
| PP |
1.1224 |
1.1246 |
| S1 |
1.1224 |
1.1236 |
|