CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1420 |
0.0016 |
0.1% |
1.1186 |
| High |
1.1463 |
1.1438 |
-0.0025 |
-0.2% |
1.1463 |
| Low |
1.1359 |
1.1381 |
0.0022 |
0.2% |
1.1179 |
| Close |
1.1417 |
1.1420 |
0.0003 |
0.0% |
1.1417 |
| Range |
0.0104 |
0.0057 |
-0.0047 |
-45.2% |
0.0284 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
276,466 |
131,739 |
-144,727 |
-52.3% |
1,025,670 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1559 |
1.1451 |
|
| R3 |
1.1527 |
1.1502 |
1.1435 |
|
| R2 |
1.1470 |
1.1470 |
1.1430 |
|
| R1 |
1.1445 |
1.1445 |
1.1425 |
1.1429 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1405 |
| S1 |
1.1388 |
1.1388 |
1.1414 |
1.1372 |
| S2 |
1.1356 |
1.1356 |
1.1409 |
|
| S3 |
1.1299 |
1.1331 |
1.1404 |
|
| S4 |
1.1242 |
1.1274 |
1.1388 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2095 |
1.1573 |
|
| R3 |
1.1921 |
1.1811 |
1.1495 |
|
| R2 |
1.1637 |
1.1637 |
1.1469 |
|
| R1 |
1.1527 |
1.1527 |
1.1443 |
1.1582 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1380 |
| S1 |
1.1243 |
1.1243 |
1.1390 |
1.1298 |
| S2 |
1.1069 |
1.1069 |
1.1364 |
|
| S3 |
1.0785 |
1.0959 |
1.1338 |
|
| S4 |
1.0501 |
1.0675 |
1.1260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1463 |
1.1195 |
0.0268 |
2.3% |
0.0096 |
0.8% |
84% |
False |
False |
216,937 |
| 10 |
1.1463 |
1.1170 |
0.0293 |
2.6% |
0.0078 |
0.7% |
85% |
False |
False |
168,319 |
| 20 |
1.1463 |
1.0853 |
0.0610 |
5.3% |
0.0105 |
0.9% |
93% |
False |
False |
175,985 |
| 40 |
1.1463 |
1.0853 |
0.0610 |
5.3% |
0.0104 |
0.9% |
93% |
False |
False |
90,464 |
| 60 |
1.1463 |
1.0822 |
0.0641 |
5.6% |
0.0104 |
0.9% |
93% |
False |
False |
60,570 |
| 80 |
1.1463 |
1.0762 |
0.0701 |
6.1% |
0.0100 |
0.9% |
94% |
False |
False |
45,522 |
| 100 |
1.1463 |
1.0588 |
0.0875 |
7.7% |
0.0099 |
0.9% |
95% |
False |
False |
36,469 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.3% |
0.0097 |
0.9% |
87% |
False |
False |
30,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1587 |
|
1.618 |
1.1530 |
|
1.000 |
1.1495 |
|
0.618 |
1.1473 |
|
HIGH |
1.1438 |
|
0.618 |
1.1416 |
|
0.500 |
1.1409 |
|
0.382 |
1.1402 |
|
LOW |
1.1381 |
|
0.618 |
1.1345 |
|
1.000 |
1.1324 |
|
1.618 |
1.1288 |
|
2.618 |
1.1231 |
|
4.250 |
1.1138 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1416 |
1.1413 |
| PP |
1.1413 |
1.1406 |
| S1 |
1.1409 |
1.1399 |
|