CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1475 |
1.1467 |
-0.0008 |
-0.1% |
1.1555 |
| High |
1.1482 |
1.1522 |
0.0040 |
0.3% |
1.1700 |
| Low |
1.1456 |
1.1467 |
0.0012 |
0.1% |
1.1485 |
| Close |
1.1456 |
1.1511 |
0.0055 |
0.5% |
1.1485 |
| Range |
0.0027 |
0.0055 |
0.0028 |
105.7% |
0.0215 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
0.9% |
0.0000 |
| Volume |
64 |
46 |
-18 |
-28.1% |
161 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1663 |
1.1641 |
1.1540 |
|
| R3 |
1.1609 |
1.1587 |
1.1525 |
|
| R2 |
1.1554 |
1.1554 |
1.1520 |
|
| R1 |
1.1532 |
1.1532 |
1.1515 |
1.1543 |
| PP |
1.1500 |
1.1500 |
1.1500 |
1.1505 |
| S1 |
1.1478 |
1.1478 |
1.1506 |
1.1489 |
| S2 |
1.1445 |
1.1445 |
1.1501 |
|
| S3 |
1.1391 |
1.1423 |
1.1496 |
|
| S4 |
1.1336 |
1.1369 |
1.1481 |
|
|
| 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 |
1.1753 |
|
2.618 |
1.1664 |
|
1.618 |
1.1610 |
|
1.000 |
1.1576 |
|
0.618 |
1.1555 |
|
HIGH |
1.1522 |
|
0.618 |
1.1501 |
|
0.500 |
1.1494 |
|
0.382 |
1.1488 |
|
LOW |
1.1467 |
|
0.618 |
1.1433 |
|
1.000 |
1.1413 |
|
1.618 |
1.1379 |
|
2.618 |
1.1324 |
|
4.250 |
1.1235 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1505 |
1.1503 |
| PP |
1.1500 |
1.1496 |
| S1 |
1.1494 |
1.1489 |
|