CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1185 |
-0.0077 |
-0.7% |
1.1347 |
| High |
1.1269 |
1.1210 |
-0.0059 |
-0.5% |
1.1390 |
| Low |
1.1180 |
1.1175 |
-0.0005 |
0.0% |
1.1225 |
| Close |
1.1191 |
1.1206 |
0.0016 |
0.1% |
1.1263 |
| Range |
0.0089 |
0.0035 |
-0.0054 |
-60.7% |
0.0166 |
| ATR |
0.0071 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
2,500 |
1,031 |
-1,469 |
-58.8% |
11,324 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1289 |
1.1225 |
|
| R3 |
1.1267 |
1.1254 |
1.1216 |
|
| R2 |
1.1232 |
1.1232 |
1.1212 |
|
| R1 |
1.1219 |
1.1219 |
1.1209 |
1.1226 |
| PP |
1.1197 |
1.1197 |
1.1197 |
1.1200 |
| S1 |
1.1184 |
1.1184 |
1.1203 |
1.1191 |
| S2 |
1.1162 |
1.1162 |
1.1200 |
|
| S3 |
1.1127 |
1.1149 |
1.1196 |
|
| S4 |
1.1092 |
1.1114 |
1.1187 |
|
|
| 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 |
1.1284 |
1.1175 |
0.0109 |
1.0% |
0.0052 |
0.5% |
29% |
False |
True |
1,796 |
| 10 |
1.1473 |
1.1175 |
0.0298 |
2.7% |
0.0059 |
0.5% |
10% |
False |
True |
1,903 |
| 20 |
1.1665 |
1.1175 |
0.0490 |
4.4% |
0.0068 |
0.6% |
6% |
False |
True |
1,261 |
| 40 |
1.1665 |
1.1175 |
0.0490 |
4.4% |
0.0074 |
0.7% |
6% |
False |
True |
801 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0081 |
0.7% |
40% |
False |
False |
625 |
| 80 |
1.1665 |
1.0898 |
0.0767 |
6.8% |
0.0079 |
0.7% |
40% |
False |
False |
477 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.5% |
0.0074 |
0.7% |
45% |
False |
False |
388 |
| 120 |
1.1665 |
1.0746 |
0.0919 |
8.2% |
0.0072 |
0.6% |
50% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1302 |
|
1.618 |
1.1267 |
|
1.000 |
1.1245 |
|
0.618 |
1.1232 |
|
HIGH |
1.1210 |
|
0.618 |
1.1197 |
|
0.500 |
1.1193 |
|
0.382 |
1.1188 |
|
LOW |
1.1175 |
|
0.618 |
1.1153 |
|
1.000 |
1.1140 |
|
1.618 |
1.1118 |
|
2.618 |
1.1083 |
|
4.250 |
1.1026 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1202 |
1.1229 |
| PP |
1.1197 |
1.1222 |
| S1 |
1.1193 |
1.1214 |
|