CME Euro FX (E) Future December 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
1.1309 |
1.1298 |
-0.0011 |
-0.1% |
1.1407 |
High |
1.1309 |
1.1304 |
-0.0006 |
0.0% |
1.1430 |
Low |
1.1265 |
1.1297 |
0.0032 |
0.3% |
1.1265 |
Close |
1.1286 |
1.1304 |
0.0018 |
0.2% |
1.1304 |
Range |
0.0044 |
0.0007 |
-0.0038 |
-85.2% |
0.0165 |
ATR |
0.0059 |
0.0056 |
-0.0003 |
-5.0% |
0.0000 |
Volume |
62 |
18 |
-44 |
-71.0% |
272 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1321 |
1.1319 |
1.1307 |
|
R3 |
1.1314 |
1.1312 |
1.1305 |
|
R2 |
1.1308 |
1.1308 |
1.1305 |
|
R1 |
1.1306 |
1.1306 |
1.1304 |
1.1307 |
PP |
1.1301 |
1.1301 |
1.1301 |
1.1302 |
S1 |
1.1299 |
1.1299 |
1.1303 |
1.1300 |
S2 |
1.1295 |
1.1295 |
1.1302 |
|
S3 |
1.1288 |
1.1293 |
1.1302 |
|
S4 |
1.1282 |
1.1286 |
1.1300 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1826 |
1.1729 |
1.1394 |
|
R3 |
1.1662 |
1.1565 |
1.1349 |
|
R2 |
1.1497 |
1.1497 |
1.1334 |
|
R1 |
1.1400 |
1.1400 |
1.1319 |
1.1367 |
PP |
1.1333 |
1.1333 |
1.1333 |
1.1316 |
S1 |
1.1236 |
1.1236 |
1.1288 |
1.1202 |
S2 |
1.1168 |
1.1168 |
1.1273 |
|
S3 |
1.1004 |
1.1071 |
1.1258 |
|
S4 |
1.0839 |
1.0907 |
1.1213 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1331 |
2.618 |
1.1321 |
1.618 |
1.1314 |
1.000 |
1.1310 |
0.618 |
1.1308 |
HIGH |
1.1304 |
0.618 |
1.1301 |
0.500 |
1.1300 |
0.382 |
1.1299 |
LOW |
1.1297 |
0.618 |
1.1293 |
1.000 |
1.1291 |
1.618 |
1.1286 |
2.618 |
1.1280 |
4.250 |
1.1269 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1302 |
1.1319 |
PP |
1.1301 |
1.1314 |
S1 |
1.1300 |
1.1309 |
|