CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1358 |
1.1264 |
-0.0094 |
-0.8% |
1.1430 |
| High |
1.1358 |
1.1274 |
-0.0084 |
-0.7% |
1.1492 |
| Low |
1.1260 |
1.1225 |
-0.0035 |
-0.3% |
1.1328 |
| Close |
1.1275 |
1.1246 |
-0.0029 |
-0.3% |
1.1352 |
| Range |
0.0098 |
0.0049 |
-0.0049 |
-50.0% |
0.0164 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,535 |
2,849 |
1,314 |
85.6% |
4,430 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1369 |
1.1272 |
|
| R3 |
1.1346 |
1.1320 |
1.1259 |
|
| R2 |
1.1297 |
1.1297 |
1.1254 |
|
| R1 |
1.1271 |
1.1271 |
1.1250 |
1.1260 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1242 |
| S1 |
1.1222 |
1.1222 |
1.1241 |
1.1211 |
| S2 |
1.1199 |
1.1199 |
1.1237 |
|
| S3 |
1.1150 |
1.1173 |
1.1232 |
|
| S4 |
1.1101 |
1.1124 |
1.1219 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1883 |
1.1781 |
1.1442 |
|
| R3 |
1.1719 |
1.1617 |
1.1397 |
|
| R2 |
1.1555 |
1.1555 |
1.1382 |
|
| R1 |
1.1453 |
1.1453 |
1.1367 |
1.1422 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1375 |
| S1 |
1.1289 |
1.1289 |
1.1337 |
1.1258 |
| S2 |
1.1227 |
1.1227 |
1.1322 |
|
| S3 |
1.1063 |
1.1125 |
1.1307 |
|
| S4 |
1.0899 |
1.0961 |
1.1262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1421 |
1.1225 |
0.0197 |
1.7% |
0.0065 |
0.6% |
11% |
False |
True |
2,483 |
| 10 |
1.1534 |
1.1225 |
0.0310 |
2.8% |
0.0064 |
0.6% |
7% |
False |
True |
1,502 |
| 20 |
1.1665 |
1.1225 |
0.0441 |
3.9% |
0.0072 |
0.6% |
5% |
False |
True |
1,047 |
| 40 |
1.1665 |
1.1209 |
0.0456 |
4.1% |
0.0076 |
0.7% |
8% |
False |
False |
678 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0082 |
0.7% |
45% |
False |
False |
528 |
| 80 |
1.1665 |
1.0892 |
0.0773 |
6.9% |
0.0079 |
0.7% |
46% |
False |
False |
403 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.4% |
0.0072 |
0.6% |
50% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1402 |
|
1.618 |
1.1353 |
|
1.000 |
1.1323 |
|
0.618 |
1.1304 |
|
HIGH |
1.1274 |
|
0.618 |
1.1255 |
|
0.500 |
1.1249 |
|
0.382 |
1.1243 |
|
LOW |
1.1225 |
|
0.618 |
1.1194 |
|
1.000 |
1.1176 |
|
1.618 |
1.1145 |
|
2.618 |
1.1096 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1249 |
1.1307 |
| PP |
1.1248 |
1.1287 |
| S1 |
1.1247 |
1.1266 |
|