CME Euro FX (E) Future December 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
1.1515 |
1.1471 |
-0.0044 |
-0.4% |
1.1555 |
High |
1.1551 |
1.1488 |
-0.0063 |
-0.5% |
1.1700 |
Low |
1.1485 |
1.1465 |
-0.0020 |
-0.2% |
1.1485 |
Close |
1.1485 |
1.1474 |
-0.0011 |
-0.1% |
1.1485 |
Range |
0.0066 |
0.0023 |
-0.0043 |
-65.2% |
0.0215 |
ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
6 |
36 |
30 |
500.0% |
161 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1545 |
1.1532 |
1.1487 |
|
R3 |
1.1522 |
1.1509 |
1.1480 |
|
R2 |
1.1499 |
1.1499 |
1.1478 |
|
R1 |
1.1486 |
1.1486 |
1.1476 |
1.1493 |
PP |
1.1476 |
1.1476 |
1.1476 |
1.1479 |
S1 |
1.1463 |
1.1463 |
1.1472 |
1.1470 |
S2 |
1.1453 |
1.1453 |
1.1470 |
|
S3 |
1.1430 |
1.1440 |
1.1468 |
|
S4 |
1.1407 |
1.1417 |
1.1461 |
|
|
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 |
1.1586 |
2.618 |
1.1548 |
1.618 |
1.1525 |
1.000 |
1.1511 |
0.618 |
1.1502 |
HIGH |
1.1488 |
0.618 |
1.1479 |
0.500 |
1.1477 |
0.382 |
1.1474 |
LOW |
1.1465 |
0.618 |
1.1451 |
1.000 |
1.1442 |
1.618 |
1.1428 |
2.618 |
1.1405 |
4.250 |
1.1367 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1477 |
1.1520 |
PP |
1.1476 |
1.1505 |
S1 |
1.1475 |
1.1489 |
|