CME Euro FX (E) Future December 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 |
1.1478 |
1.1555 |
0.0078 |
0.7% |
1.1353 |
High |
1.1542 |
1.1618 |
0.0076 |
0.7% |
1.1542 |
Low |
1.1478 |
1.1555 |
0.0078 |
0.7% |
1.1353 |
Close |
1.1542 |
1.1614 |
0.0072 |
0.6% |
1.1542 |
Range |
0.0065 |
0.0063 |
-0.0002 |
-2.3% |
0.0189 |
ATR |
0.0058 |
0.0060 |
0.0001 |
2.2% |
0.0000 |
Volume |
14 |
28 |
14 |
100.0% |
47 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1785 |
1.1762 |
1.1648 |
|
R3 |
1.1722 |
1.1699 |
1.1631 |
|
R2 |
1.1659 |
1.1659 |
1.1625 |
|
R1 |
1.1636 |
1.1636 |
1.1619 |
1.1647 |
PP |
1.1596 |
1.1596 |
1.1596 |
1.1601 |
S1 |
1.1573 |
1.1573 |
1.1608 |
1.1584 |
S2 |
1.1533 |
1.1533 |
1.1602 |
|
S3 |
1.1470 |
1.1510 |
1.1596 |
|
S4 |
1.1407 |
1.1447 |
1.1579 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2046 |
1.1983 |
1.1645 |
|
R3 |
1.1857 |
1.1794 |
1.1593 |
|
R2 |
1.1668 |
1.1668 |
1.1576 |
|
R1 |
1.1605 |
1.1605 |
1.1559 |
1.1636 |
PP |
1.1479 |
1.1479 |
1.1479 |
1.1495 |
S1 |
1.1416 |
1.1416 |
1.1524 |
1.1447 |
S2 |
1.1290 |
1.1290 |
1.1507 |
|
S3 |
1.1101 |
1.1227 |
1.1490 |
|
S4 |
1.0912 |
1.1038 |
1.1438 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1886 |
2.618 |
1.1783 |
1.618 |
1.1720 |
1.000 |
1.1681 |
0.618 |
1.1657 |
HIGH |
1.1618 |
0.618 |
1.1594 |
0.500 |
1.1587 |
0.382 |
1.1579 |
LOW |
1.1555 |
0.618 |
1.1516 |
1.000 |
1.1492 |
1.618 |
1.1453 |
2.618 |
1.1390 |
4.250 |
1.1287 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1605 |
1.1585 |
PP |
1.1596 |
1.1557 |
S1 |
1.1587 |
1.1529 |
|