CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1471 |
1.1475 |
0.0004 |
0.0% |
1.1555 |
| High |
1.1488 |
1.1482 |
-0.0006 |
-0.1% |
1.1700 |
| Low |
1.1465 |
1.1456 |
-0.0010 |
-0.1% |
1.1485 |
| Close |
1.1474 |
1.1456 |
-0.0019 |
-0.2% |
1.1485 |
| Range |
0.0023 |
0.0027 |
0.0004 |
15.2% |
0.0215 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
36 |
64 |
28 |
77.8% |
161 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1526 |
1.1470 |
|
| R3 |
1.1517 |
1.1500 |
1.1463 |
|
| R2 |
1.1491 |
1.1491 |
1.1460 |
|
| R1 |
1.1473 |
1.1473 |
1.1458 |
1.1469 |
| PP |
1.1464 |
1.1464 |
1.1464 |
1.1462 |
| S1 |
1.1447 |
1.1447 |
1.1453 |
1.1442 |
| S2 |
1.1438 |
1.1438 |
1.1451 |
|
| S3 |
1.1411 |
1.1420 |
1.1448 |
|
| S4 |
1.1385 |
1.1394 |
1.1441 |
|
|
| 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 |
1.1595 |
|
2.618 |
1.1551 |
|
1.618 |
1.1525 |
|
1.000 |
1.1509 |
|
0.618 |
1.1498 |
|
HIGH |
1.1482 |
|
0.618 |
1.1472 |
|
0.500 |
1.1469 |
|
0.382 |
1.1466 |
|
LOW |
1.1456 |
|
0.618 |
1.1439 |
|
1.000 |
1.1429 |
|
1.618 |
1.1413 |
|
2.618 |
1.1386 |
|
4.250 |
1.1343 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1469 |
1.1503 |
| PP |
1.1464 |
1.1487 |
| S1 |
1.1460 |
1.1471 |
|