CME Euro FX (E) Future December 2016
Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
1.1575 |
1.1515 |
-0.0060 |
-0.5% |
1.1555 |
High |
1.1575 |
1.1551 |
-0.0024 |
-0.2% |
1.1700 |
Low |
1.1485 |
1.1485 |
0.0000 |
0.0% |
1.1485 |
Close |
1.1487 |
1.1485 |
-0.0002 |
0.0% |
1.1485 |
Range |
0.0090 |
0.0066 |
-0.0024 |
-26.7% |
0.0215 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
Volume |
15 |
6 |
-9 |
-60.0% |
161 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1705 |
1.1661 |
1.1521 |
|
R3 |
1.1639 |
1.1595 |
1.1503 |
|
R2 |
1.1573 |
1.1573 |
1.1497 |
|
R1 |
1.1529 |
1.1529 |
1.1491 |
1.1518 |
PP |
1.1507 |
1.1507 |
1.1507 |
1.1502 |
S1 |
1.1463 |
1.1463 |
1.1479 |
1.1452 |
S2 |
1.1441 |
1.1441 |
1.1473 |
|
S3 |
1.1375 |
1.1397 |
1.1467 |
|
S4 |
1.1309 |
1.1331 |
1.1449 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2202 |
1.2058 |
1.1603 |
|
R3 |
1.1987 |
1.1843 |
1.1544 |
|
R2 |
1.1772 |
1.1772 |
1.1524 |
|
R1 |
1.1628 |
1.1628 |
1.1505 |
1.1593 |
PP |
1.1557 |
1.1557 |
1.1557 |
1.1539 |
S1 |
1.1413 |
1.1413 |
1.1465 |
1.1378 |
S2 |
1.1342 |
1.1342 |
1.1446 |
|
S3 |
1.1127 |
1.1198 |
1.1426 |
|
S4 |
1.0912 |
1.0983 |
1.1367 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1832 |
2.618 |
1.1724 |
1.618 |
1.1658 |
1.000 |
1.1617 |
0.618 |
1.1592 |
HIGH |
1.1551 |
0.618 |
1.1526 |
0.500 |
1.1518 |
0.382 |
1.1510 |
LOW |
1.1485 |
0.618 |
1.1444 |
1.000 |
1.1419 |
1.618 |
1.1378 |
2.618 |
1.1312 |
4.250 |
1.1205 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1518 |
1.1541 |
PP |
1.1507 |
1.1522 |
S1 |
1.1496 |
1.1504 |
|