CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1298 |
1.1282 |
-0.0016 |
-0.1% |
1.1407 |
| High |
1.1304 |
1.1305 |
0.0002 |
0.0% |
1.1430 |
| Low |
1.1297 |
1.1282 |
-0.0015 |
-0.1% |
1.1265 |
| Close |
1.1304 |
1.1305 |
0.0002 |
0.0% |
1.1304 |
| Range |
0.0007 |
0.0023 |
0.0017 |
253.8% |
0.0165 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
18 |
26 |
8 |
44.4% |
272 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1366 |
1.1359 |
1.1318 |
|
| R3 |
1.1343 |
1.1336 |
1.1311 |
|
| R2 |
1.1320 |
1.1320 |
1.1309 |
|
| R1 |
1.1313 |
1.1313 |
1.1307 |
1.1317 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1299 |
| S1 |
1.1290 |
1.1290 |
1.1303 |
1.1294 |
| S2 |
1.1274 |
1.1274 |
1.1301 |
|
| S3 |
1.1251 |
1.1267 |
1.1299 |
|
| S4 |
1.1228 |
1.1244 |
1.1292 |
|
|
| 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 |
1.1403 |
|
2.618 |
1.1365 |
|
1.618 |
1.1342 |
|
1.000 |
1.1328 |
|
0.618 |
1.1319 |
|
HIGH |
1.1305 |
|
0.618 |
1.1296 |
|
0.500 |
1.1294 |
|
0.382 |
1.1291 |
|
LOW |
1.1282 |
|
0.618 |
1.1268 |
|
1.000 |
1.1259 |
|
1.618 |
1.1245 |
|
2.618 |
1.1222 |
|
4.250 |
1.1184 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1301 |
1.1299 |
| PP |
1.1297 |
1.1293 |
| S1 |
1.1294 |
1.1287 |
|