CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1372 |
1.1309 |
-0.0063 |
-0.6% |
1.1471 |
| High |
1.1372 |
1.1309 |
-0.0063 |
-0.6% |
1.1522 |
| Low |
1.1304 |
1.1265 |
-0.0039 |
-0.3% |
1.1371 |
| Close |
1.1314 |
1.1286 |
-0.0028 |
-0.2% |
1.1390 |
| Range |
0.0068 |
0.0044 |
-0.0024 |
-35.3% |
0.0151 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
82 |
62 |
-20 |
-24.4% |
278 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1396 |
1.1310 |
|
| R3 |
1.1375 |
1.1352 |
1.1298 |
|
| R2 |
1.1331 |
1.1331 |
1.1294 |
|
| R1 |
1.1308 |
1.1308 |
1.1290 |
1.1297 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1281 |
| S1 |
1.1264 |
1.1264 |
1.1281 |
1.1253 |
| S2 |
1.1243 |
1.1243 |
1.1277 |
|
| S3 |
1.1199 |
1.1220 |
1.1273 |
|
| S4 |
1.1155 |
1.1176 |
1.1261 |
|
|
| 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 |
1.1496 |
|
2.618 |
1.1424 |
|
1.618 |
1.1380 |
|
1.000 |
1.1353 |
|
0.618 |
1.1336 |
|
HIGH |
1.1309 |
|
0.618 |
1.1292 |
|
0.500 |
1.1287 |
|
0.382 |
1.1282 |
|
LOW |
1.1265 |
|
0.618 |
1.1238 |
|
1.000 |
1.1221 |
|
1.618 |
1.1194 |
|
2.618 |
1.1150 |
|
4.250 |
1.1078 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1287 |
1.1347 |
| PP |
1.1287 |
1.1327 |
| S1 |
1.1286 |
1.1306 |
|