CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1397 |
-0.0010 |
-0.1% |
1.1471 |
| High |
1.1414 |
1.1430 |
0.0016 |
0.1% |
1.1522 |
| Low |
1.1397 |
1.1386 |
-0.0012 |
-0.1% |
1.1371 |
| Close |
1.1400 |
1.1400 |
0.0000 |
0.0% |
1.1390 |
| Range |
0.0017 |
0.0044 |
0.0028 |
166.7% |
0.0151 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
13 |
97 |
84 |
646.2% |
278 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1537 |
1.1513 |
1.1424 |
|
| R3 |
1.1493 |
1.1469 |
1.1412 |
|
| R2 |
1.1449 |
1.1449 |
1.1408 |
|
| R1 |
1.1425 |
1.1425 |
1.1404 |
1.1437 |
| PP |
1.1405 |
1.1405 |
1.1405 |
1.1411 |
| S1 |
1.1381 |
1.1381 |
1.1396 |
1.1393 |
| S2 |
1.1361 |
1.1361 |
1.1392 |
|
| S3 |
1.1317 |
1.1337 |
1.1388 |
|
| S4 |
1.1273 |
1.1293 |
1.1376 |
|
|
| 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 |
1.1617 |
|
2.618 |
1.1545 |
|
1.618 |
1.1501 |
|
1.000 |
1.1474 |
|
0.618 |
1.1457 |
|
HIGH |
1.1430 |
|
0.618 |
1.1413 |
|
0.500 |
1.1408 |
|
0.382 |
1.1402 |
|
LOW |
1.1386 |
|
0.618 |
1.1358 |
|
1.000 |
1.1342 |
|
1.618 |
1.1314 |
|
2.618 |
1.1270 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1408 |
1.1416 |
| PP |
1.1405 |
1.1411 |
| S1 |
1.1403 |
1.1405 |
|