CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1406 |
1.1510 |
0.0104 |
0.9% |
1.1283 |
| High |
1.1510 |
1.1586 |
0.0076 |
0.7% |
1.1510 |
| Low |
1.1406 |
1.1505 |
0.0099 |
0.9% |
1.1283 |
| Close |
1.1502 |
1.1574 |
0.0072 |
0.6% |
1.1502 |
| Range |
0.0104 |
0.0081 |
-0.0023 |
-22.1% |
0.0227 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.2% |
0.0000 |
| Volume |
726 |
473 |
-253 |
-34.8% |
3,001 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1767 |
1.1618 |
|
| R3 |
1.1717 |
1.1686 |
1.1596 |
|
| R2 |
1.1636 |
1.1636 |
1.1588 |
|
| R1 |
1.1605 |
1.1605 |
1.1581 |
1.1620 |
| PP |
1.1555 |
1.1555 |
1.1555 |
1.1562 |
| S1 |
1.1524 |
1.1524 |
1.1566 |
1.1539 |
| S2 |
1.1474 |
1.1474 |
1.1559 |
|
| S3 |
1.1393 |
1.1443 |
1.1551 |
|
| S4 |
1.1312 |
1.1362 |
1.1529 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2113 |
1.2034 |
1.1626 |
|
| R3 |
1.1886 |
1.1807 |
1.1564 |
|
| R2 |
1.1659 |
1.1659 |
1.1543 |
|
| R1 |
1.1580 |
1.1580 |
1.1522 |
1.1619 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1451 |
| S1 |
1.1353 |
1.1353 |
1.1481 |
1.1392 |
| S2 |
1.1205 |
1.1205 |
1.1460 |
|
| S3 |
1.0978 |
1.1126 |
1.1439 |
|
| S4 |
1.0751 |
1.0899 |
1.1377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1586 |
1.1310 |
0.0276 |
2.4% |
0.0080 |
0.7% |
96% |
True |
False |
653 |
| 10 |
1.1586 |
1.1272 |
0.0314 |
2.7% |
0.0081 |
0.7% |
96% |
True |
False |
463 |
| 20 |
1.1586 |
1.1272 |
0.0314 |
2.7% |
0.0080 |
0.7% |
96% |
True |
False |
367 |
| 40 |
1.1586 |
1.0898 |
0.0688 |
5.9% |
0.0087 |
0.8% |
98% |
True |
False |
340 |
| 60 |
1.1586 |
1.0898 |
0.0688 |
5.9% |
0.0080 |
0.7% |
98% |
True |
False |
247 |
| 80 |
1.1586 |
1.0865 |
0.0721 |
6.2% |
0.0075 |
0.6% |
98% |
True |
False |
194 |
| 100 |
1.1586 |
1.0829 |
0.0757 |
6.5% |
0.0071 |
0.6% |
98% |
True |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1930 |
|
2.618 |
1.1798 |
|
1.618 |
1.1717 |
|
1.000 |
1.1667 |
|
0.618 |
1.1636 |
|
HIGH |
1.1586 |
|
0.618 |
1.1555 |
|
0.500 |
1.1545 |
|
0.382 |
1.1535 |
|
LOW |
1.1505 |
|
0.618 |
1.1454 |
|
1.000 |
1.1424 |
|
1.618 |
1.1373 |
|
2.618 |
1.1292 |
|
4.250 |
1.1160 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1564 |
1.1539 |
| PP |
1.1555 |
1.1505 |
| S1 |
1.1545 |
1.1471 |
|