CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1144 |
1.1162 |
0.0018 |
0.2% |
1.1312 |
| High |
1.1173 |
1.1222 |
0.0049 |
0.4% |
1.1358 |
| Low |
1.1135 |
1.1155 |
0.0020 |
0.2% |
1.1187 |
| Close |
1.1168 |
1.1195 |
0.0027 |
0.2% |
1.1226 |
| Range |
0.0039 |
0.0068 |
0.0029 |
75.3% |
0.0171 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
123,130 |
152,294 |
29,164 |
23.7% |
661,439 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1362 |
1.1232 |
|
| R3 |
1.1326 |
1.1294 |
1.1214 |
|
| R2 |
1.1258 |
1.1258 |
1.1207 |
|
| R1 |
1.1227 |
1.1227 |
1.1201 |
1.1242 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1198 |
| S1 |
1.1159 |
1.1159 |
1.1189 |
1.1175 |
| S2 |
1.1123 |
1.1123 |
1.1183 |
|
| S3 |
1.1056 |
1.1092 |
1.1176 |
|
| S4 |
1.0988 |
1.1024 |
1.1158 |
|
|
| 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 |
1.1249 |
1.1135 |
0.0115 |
1.0% |
0.0059 |
0.5% |
53% |
False |
False |
129,733 |
| 10 |
1.1390 |
1.1135 |
0.0255 |
2.3% |
0.0064 |
0.6% |
24% |
False |
False |
137,905 |
| 20 |
1.1631 |
1.1135 |
0.0496 |
4.4% |
0.0074 |
0.7% |
12% |
False |
False |
152,410 |
| 40 |
1.1631 |
1.1135 |
0.0496 |
4.4% |
0.0080 |
0.7% |
12% |
False |
False |
162,090 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0090 |
0.8% |
44% |
False |
False |
160,481 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
6.9% |
0.0095 |
0.9% |
44% |
False |
False |
121,237 |
| 100 |
1.1631 |
1.0762 |
0.0869 |
7.8% |
0.0095 |
0.9% |
50% |
False |
False |
97,106 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.8% |
0.0094 |
0.8% |
50% |
False |
False |
80,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1509 |
|
2.618 |
1.1399 |
|
1.618 |
1.1331 |
|
1.000 |
1.1290 |
|
0.618 |
1.1264 |
|
HIGH |
1.1222 |
|
0.618 |
1.1196 |
|
0.500 |
1.1188 |
|
0.382 |
1.1180 |
|
LOW |
1.1155 |
|
0.618 |
1.1113 |
|
1.000 |
1.1087 |
|
1.618 |
1.1045 |
|
2.618 |
1.0978 |
|
4.250 |
1.0868 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1191 |
| PP |
1.1191 |
1.1188 |
| S1 |
1.1188 |
1.1184 |
|