CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1263 |
1.1262 |
-0.0002 |
0.0% |
1.1347 |
| High |
1.1284 |
1.1269 |
-0.0015 |
-0.1% |
1.1390 |
| Low |
1.1232 |
1.1180 |
-0.0052 |
-0.5% |
1.1225 |
| Close |
1.1265 |
1.1191 |
-0.0074 |
-0.7% |
1.1263 |
| Range |
0.0052 |
0.0089 |
0.0037 |
71.2% |
0.0166 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
2.0% |
0.0000 |
| Volume |
1,440 |
2,500 |
1,060 |
73.6% |
11,324 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1424 |
1.1239 |
|
| R3 |
1.1391 |
1.1335 |
1.1215 |
|
| R2 |
1.1302 |
1.1302 |
1.1207 |
|
| R1 |
1.1246 |
1.1246 |
1.1199 |
1.1230 |
| PP |
1.1213 |
1.1213 |
1.1213 |
1.1205 |
| S1 |
1.1157 |
1.1157 |
1.1182 |
1.1141 |
| S2 |
1.1124 |
1.1124 |
1.1174 |
|
| S3 |
1.1035 |
1.1068 |
1.1166 |
|
| S4 |
1.0946 |
1.0979 |
1.1142 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1692 |
1.1354 |
|
| R3 |
1.1624 |
1.1526 |
1.1309 |
|
| R2 |
1.1458 |
1.1458 |
1.1293 |
|
| R1 |
1.1361 |
1.1361 |
1.1278 |
1.1327 |
| PP |
1.1293 |
1.1293 |
1.1293 |
1.1276 |
| S1 |
1.1195 |
1.1195 |
1.1248 |
1.1161 |
| S2 |
1.1127 |
1.1127 |
1.1233 |
|
| S3 |
1.0962 |
1.1030 |
1.1217 |
|
| S4 |
1.0796 |
1.0864 |
1.1172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1358 |
1.1180 |
0.0178 |
1.6% |
0.0065 |
0.6% |
6% |
False |
True |
1,896 |
| 10 |
1.1492 |
1.1180 |
0.0313 |
2.8% |
0.0063 |
0.6% |
4% |
False |
True |
1,887 |
| 20 |
1.1665 |
1.1180 |
0.0486 |
4.3% |
0.0070 |
0.6% |
2% |
False |
True |
1,235 |
| 40 |
1.1665 |
1.1180 |
0.0486 |
4.3% |
0.0075 |
0.7% |
2% |
False |
True |
787 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0081 |
0.7% |
38% |
False |
False |
608 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.9% |
0.0079 |
0.7% |
38% |
False |
False |
465 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.5% |
0.0074 |
0.7% |
43% |
False |
False |
378 |
| 120 |
1.1665 |
1.0688 |
0.0977 |
8.7% |
0.0072 |
0.6% |
51% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1647 |
|
2.618 |
1.1502 |
|
1.618 |
1.1413 |
|
1.000 |
1.1358 |
|
0.618 |
1.1324 |
|
HIGH |
1.1269 |
|
0.618 |
1.1235 |
|
0.500 |
1.1224 |
|
0.382 |
1.1213 |
|
LOW |
1.1180 |
|
0.618 |
1.1124 |
|
1.000 |
1.1091 |
|
1.618 |
1.1035 |
|
2.618 |
1.0946 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1224 |
1.1232 |
| PP |
1.1213 |
1.1218 |
| S1 |
1.1202 |
1.1204 |
|