CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1197 |
0.0036 |
0.3% |
1.1224 |
| High |
1.1222 |
1.1206 |
-0.0017 |
-0.1% |
1.1249 |
| Low |
1.1155 |
1.1116 |
-0.0039 |
-0.3% |
1.1116 |
| Close |
1.1195 |
1.1144 |
-0.0052 |
-0.5% |
1.1144 |
| Range |
0.0068 |
0.0090 |
0.0023 |
33.3% |
0.0134 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.6% |
0.0000 |
| Volume |
152,294 |
138,986 |
-13,308 |
-8.7% |
681,650 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1374 |
1.1193 |
|
| R3 |
1.1335 |
1.1284 |
1.1168 |
|
| R2 |
1.1245 |
1.1245 |
1.1160 |
|
| R1 |
1.1194 |
1.1194 |
1.1152 |
1.1175 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1145 |
| S1 |
1.1104 |
1.1104 |
1.1135 |
1.1085 |
| S2 |
1.1065 |
1.1065 |
1.1127 |
|
| S3 |
1.0975 |
1.1014 |
1.1119 |
|
| S4 |
1.0885 |
1.0924 |
1.1094 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1490 |
1.1217 |
|
| R3 |
1.1436 |
1.1357 |
1.1180 |
|
| R2 |
1.1303 |
1.1303 |
1.1168 |
|
| R1 |
1.1223 |
1.1223 |
1.1156 |
1.1196 |
| PP |
1.1169 |
1.1169 |
1.1169 |
1.1156 |
| S1 |
1.1090 |
1.1090 |
1.1131 |
1.1063 |
| S2 |
1.1036 |
1.1036 |
1.1119 |
|
| S3 |
1.0902 |
1.0956 |
1.1107 |
|
| S4 |
1.0769 |
1.0823 |
1.1070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1249 |
1.1116 |
0.0134 |
1.2% |
0.0069 |
0.6% |
21% |
False |
True |
136,330 |
| 10 |
1.1358 |
1.1116 |
0.0243 |
2.2% |
0.0063 |
0.6% |
12% |
False |
True |
134,308 |
| 20 |
1.1631 |
1.1116 |
0.0515 |
4.6% |
0.0072 |
0.6% |
5% |
False |
True |
147,209 |
| 40 |
1.1631 |
1.1116 |
0.0515 |
4.6% |
0.0080 |
0.7% |
5% |
False |
True |
158,653 |
| 60 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0090 |
0.8% |
37% |
False |
False |
162,678 |
| 80 |
1.1631 |
1.0853 |
0.0778 |
7.0% |
0.0093 |
0.8% |
37% |
False |
False |
122,930 |
| 100 |
1.1631 |
1.0772 |
0.0859 |
7.7% |
0.0095 |
0.9% |
43% |
False |
False |
98,489 |
| 120 |
1.1631 |
1.0762 |
0.0869 |
7.8% |
0.0094 |
0.8% |
44% |
False |
False |
82,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1588 |
|
2.618 |
1.1441 |
|
1.618 |
1.1351 |
|
1.000 |
1.1296 |
|
0.618 |
1.1261 |
|
HIGH |
1.1206 |
|
0.618 |
1.1171 |
|
0.500 |
1.1161 |
|
0.382 |
1.1150 |
|
LOW |
1.1116 |
|
0.618 |
1.1060 |
|
1.000 |
1.1026 |
|
1.618 |
1.0970 |
|
2.618 |
1.0880 |
|
4.250 |
1.0733 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1161 |
1.1169 |
| PP |
1.1155 |
1.1160 |
| S1 |
1.1149 |
1.1152 |
|