CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1504 |
1.1462 |
-0.0042 |
-0.4% |
1.1471 |
| High |
1.1504 |
1.1462 |
-0.0042 |
-0.4% |
1.1522 |
| Low |
1.1459 |
1.1371 |
-0.0088 |
-0.8% |
1.1371 |
| Close |
1.1459 |
1.1390 |
-0.0069 |
-0.6% |
1.1390 |
| Range |
0.0045 |
0.0092 |
0.0047 |
103.3% |
0.0151 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
4.0% |
0.0000 |
| Volume |
31 |
101 |
70 |
225.8% |
278 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1682 |
1.1627 |
1.1440 |
|
| R3 |
1.1590 |
1.1536 |
1.1415 |
|
| R2 |
1.1499 |
1.1499 |
1.1406 |
|
| R1 |
1.1444 |
1.1444 |
1.1398 |
1.1426 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1398 |
| S1 |
1.1353 |
1.1353 |
1.1381 |
1.1334 |
| S2 |
1.1316 |
1.1316 |
1.1373 |
|
| S3 |
1.1224 |
1.1261 |
1.1364 |
|
| S4 |
1.1133 |
1.1170 |
1.1339 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1786 |
1.1473 |
|
| R3 |
1.1729 |
1.1635 |
1.1431 |
|
| R2 |
1.1578 |
1.1578 |
1.1417 |
|
| R1 |
1.1484 |
1.1484 |
1.1403 |
1.1456 |
| PP |
1.1427 |
1.1427 |
1.1427 |
1.1413 |
| S1 |
1.1333 |
1.1333 |
1.1376 |
1.1305 |
| S2 |
1.1276 |
1.1276 |
1.1362 |
|
| S3 |
1.1125 |
1.1182 |
1.1348 |
|
| S4 |
1.0974 |
1.1031 |
1.1306 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1851 |
|
2.618 |
1.1702 |
|
1.618 |
1.1610 |
|
1.000 |
1.1554 |
|
0.618 |
1.1519 |
|
HIGH |
1.1462 |
|
0.618 |
1.1427 |
|
0.500 |
1.1416 |
|
0.382 |
1.1405 |
|
LOW |
1.1371 |
|
0.618 |
1.1314 |
|
1.000 |
1.1279 |
|
1.618 |
1.1222 |
|
2.618 |
1.1131 |
|
4.250 |
1.0982 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1416 |
1.1446 |
| PP |
1.1407 |
1.1427 |
| S1 |
1.1398 |
1.1408 |
|