CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1282 |
1.1306 |
0.0024 |
0.2% |
1.1407 |
| High |
1.1305 |
1.1306 |
0.0001 |
0.0% |
1.1430 |
| Low |
1.1282 |
1.1231 |
-0.0051 |
-0.5% |
1.1265 |
| Close |
1.1305 |
1.1231 |
-0.0074 |
-0.7% |
1.1304 |
| Range |
0.0023 |
0.0075 |
0.0052 |
226.1% |
0.0165 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.8% |
0.0000 |
| Volume |
26 |
60 |
34 |
130.8% |
272 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1481 |
1.1431 |
1.1272 |
|
| R3 |
1.1406 |
1.1356 |
1.1252 |
|
| R2 |
1.1331 |
1.1331 |
1.1245 |
|
| R1 |
1.1281 |
1.1281 |
1.1238 |
1.1269 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1250 |
| S1 |
1.1206 |
1.1206 |
1.1224 |
1.1194 |
| S2 |
1.1181 |
1.1181 |
1.1217 |
|
| S3 |
1.1106 |
1.1131 |
1.1210 |
|
| S4 |
1.1031 |
1.1056 |
1.1190 |
|
|
| 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 |
1.1625 |
|
2.618 |
1.1502 |
|
1.618 |
1.1427 |
|
1.000 |
1.1381 |
|
0.618 |
1.1352 |
|
HIGH |
1.1306 |
|
0.618 |
1.1277 |
|
0.500 |
1.1269 |
|
0.382 |
1.1260 |
|
LOW |
1.1231 |
|
0.618 |
1.1185 |
|
1.000 |
1.1156 |
|
1.618 |
1.1110 |
|
2.618 |
1.1035 |
|
4.250 |
1.0912 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1269 |
| PP |
1.1256 |
1.1256 |
| S1 |
1.1244 |
1.1244 |
|