CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1586 |
1.1550 |
-0.0036 |
-0.3% |
1.1283 |
| High |
1.1665 |
1.1579 |
-0.0086 |
-0.7% |
1.1510 |
| Low |
1.1554 |
1.1520 |
-0.0034 |
-0.3% |
1.1283 |
| Close |
1.1558 |
1.1552 |
-0.0006 |
-0.1% |
1.1502 |
| Range |
0.0111 |
0.0059 |
-0.0052 |
-46.8% |
0.0227 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
1,087 |
364 |
-723 |
-66.5% |
3,001 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1727 |
1.1698 |
1.1584 |
|
| R3 |
1.1668 |
1.1639 |
1.1568 |
|
| R2 |
1.1609 |
1.1609 |
1.1562 |
|
| R1 |
1.1580 |
1.1580 |
1.1557 |
1.1595 |
| PP |
1.1550 |
1.1550 |
1.1550 |
1.1557 |
| S1 |
1.1521 |
1.1521 |
1.1546 |
1.1536 |
| S2 |
1.1491 |
1.1491 |
1.1541 |
|
| S3 |
1.1432 |
1.1462 |
1.1535 |
|
| S4 |
1.1373 |
1.1403 |
1.1519 |
|
|
| 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 |
1.1665 |
1.1356 |
0.0309 |
2.7% |
0.0083 |
0.7% |
63% |
False |
False |
672 |
| 10 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0081 |
0.7% |
71% |
False |
False |
571 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0080 |
0.7% |
71% |
False |
False |
410 |
| 40 |
1.1665 |
1.0898 |
0.0767 |
6.6% |
0.0088 |
0.8% |
85% |
False |
False |
364 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.6% |
0.0080 |
0.7% |
85% |
False |
False |
270 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
6.9% |
0.0076 |
0.7% |
86% |
False |
False |
211 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.2% |
0.0071 |
0.6% |
86% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1830 |
|
2.618 |
1.1733 |
|
1.618 |
1.1674 |
|
1.000 |
1.1638 |
|
0.618 |
1.1615 |
|
HIGH |
1.1579 |
|
0.618 |
1.1556 |
|
0.500 |
1.1550 |
|
0.382 |
1.1543 |
|
LOW |
1.1520 |
|
0.618 |
1.1484 |
|
1.000 |
1.1461 |
|
1.618 |
1.1425 |
|
2.618 |
1.1366 |
|
4.250 |
1.1269 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1551 |
1.1585 |
| PP |
1.1550 |
1.1574 |
| S1 |
1.1550 |
1.1563 |
|