CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1568 |
1.1575 |
0.0007 |
0.1% |
1.1353 |
| High |
1.1597 |
1.1575 |
-0.0022 |
-0.2% |
1.1542 |
| Low |
1.1560 |
1.1485 |
-0.0075 |
-0.6% |
1.1353 |
| Close |
1.1591 |
1.1487 |
-0.0105 |
-0.9% |
1.1542 |
| Range |
0.0037 |
0.0090 |
0.0053 |
143.2% |
0.0189 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
5.3% |
0.0000 |
| Volume |
16 |
15 |
-1 |
-6.3% |
47 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1726 |
1.1536 |
|
| R3 |
1.1696 |
1.1636 |
1.1511 |
|
| R2 |
1.1606 |
1.1606 |
1.1503 |
|
| R1 |
1.1546 |
1.1546 |
1.1495 |
1.1531 |
| PP |
1.1516 |
1.1516 |
1.1516 |
1.1508 |
| S1 |
1.1456 |
1.1456 |
1.1478 |
1.1441 |
| S2 |
1.1426 |
1.1426 |
1.1470 |
|
| S3 |
1.1336 |
1.1366 |
1.1462 |
|
| S4 |
1.1246 |
1.1276 |
1.1437 |
|
|
| 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 |
1.1958 |
|
2.618 |
1.1811 |
|
1.618 |
1.1721 |
|
1.000 |
1.1665 |
|
0.618 |
1.1631 |
|
HIGH |
1.1575 |
|
0.618 |
1.1541 |
|
0.500 |
1.1530 |
|
0.382 |
1.1519 |
|
LOW |
1.1485 |
|
0.618 |
1.1429 |
|
1.000 |
1.1395 |
|
1.618 |
1.1339 |
|
2.618 |
1.1249 |
|
4.250 |
1.1103 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1530 |
1.1593 |
| PP |
1.1516 |
1.1557 |
| S1 |
1.1501 |
1.1522 |
|