CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1420 |
1.1414 |
-0.0006 |
-0.1% |
1.1186 |
| High |
1.1438 |
1.1429 |
-0.0009 |
-0.1% |
1.1463 |
| Low |
1.1381 |
1.1359 |
-0.0022 |
-0.2% |
1.1179 |
| Close |
1.1420 |
1.1409 |
-0.0011 |
-0.1% |
1.1417 |
| Range |
0.0057 |
0.0071 |
0.0014 |
23.7% |
0.0284 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
131,739 |
182,079 |
50,340 |
38.2% |
1,025,670 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1580 |
1.1447 |
|
| R3 |
1.1540 |
1.1509 |
1.1428 |
|
| R2 |
1.1469 |
1.1469 |
1.1421 |
|
| R1 |
1.1439 |
1.1439 |
1.1415 |
1.1419 |
| PP |
1.1399 |
1.1399 |
1.1399 |
1.1389 |
| S1 |
1.1368 |
1.1368 |
1.1402 |
1.1348 |
| S2 |
1.1328 |
1.1328 |
1.1396 |
|
| S3 |
1.1258 |
1.1298 |
1.1389 |
|
| S4 |
1.1187 |
1.1227 |
1.1370 |
|
|
| 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 |
1.1311 |
0.0152 |
1.3% |
0.0083 |
0.7% |
64% |
False |
False |
207,069 |
| 10 |
1.1463 |
1.1170 |
0.0293 |
2.6% |
0.0080 |
0.7% |
82% |
False |
False |
174,719 |
| 20 |
1.1463 |
1.0853 |
0.0610 |
5.3% |
0.0104 |
0.9% |
91% |
False |
False |
183,255 |
| 40 |
1.1463 |
1.0853 |
0.0610 |
5.3% |
0.0103 |
0.9% |
91% |
False |
False |
94,989 |
| 60 |
1.1463 |
1.0827 |
0.0636 |
5.6% |
0.0103 |
0.9% |
92% |
False |
False |
63,597 |
| 80 |
1.1463 |
1.0762 |
0.0701 |
6.1% |
0.0101 |
0.9% |
92% |
False |
False |
47,795 |
| 100 |
1.1463 |
1.0588 |
0.0875 |
7.7% |
0.0099 |
0.9% |
94% |
False |
False |
38,285 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.3% |
0.0098 |
0.9% |
86% |
False |
False |
31,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1729 |
|
2.618 |
1.1614 |
|
1.618 |
1.1543 |
|
1.000 |
1.1500 |
|
0.618 |
1.1473 |
|
HIGH |
1.1429 |
|
0.618 |
1.1402 |
|
0.500 |
1.1394 |
|
0.382 |
1.1385 |
|
LOW |
1.1359 |
|
0.618 |
1.1315 |
|
1.000 |
1.1288 |
|
1.618 |
1.1244 |
|
2.618 |
1.1174 |
|
4.250 |
1.1059 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1404 |
1.1411 |
| PP |
1.1399 |
1.1410 |
| S1 |
1.1394 |
1.1409 |
|