CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1414 |
1.1406 |
-0.0008 |
-0.1% |
1.1186 |
| High |
1.1429 |
1.1455 |
0.0026 |
0.2% |
1.1463 |
| Low |
1.1359 |
1.1349 |
-0.0010 |
-0.1% |
1.1179 |
| Close |
1.1409 |
1.1429 |
0.0021 |
0.2% |
1.1417 |
| Range |
0.0071 |
0.0106 |
0.0035 |
49.6% |
0.0284 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.7% |
0.0000 |
| Volume |
182,079 |
228,244 |
46,165 |
25.4% |
1,025,670 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1727 |
1.1684 |
1.1487 |
|
| R3 |
1.1622 |
1.1578 |
1.1458 |
|
| R2 |
1.1516 |
1.1516 |
1.1448 |
|
| R1 |
1.1473 |
1.1473 |
1.1439 |
1.1495 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1422 |
| S1 |
1.1367 |
1.1367 |
1.1419 |
1.1389 |
| S2 |
1.1305 |
1.1305 |
1.1410 |
|
| S3 |
1.1200 |
1.1262 |
1.1400 |
|
| S4 |
1.1094 |
1.1156 |
1.1371 |
|
|
| 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 |
1.1335 |
0.0128 |
1.1% |
0.0088 |
0.8% |
74% |
False |
False |
209,993 |
| 10 |
1.1463 |
1.1170 |
0.0293 |
2.6% |
0.0083 |
0.7% |
89% |
False |
False |
181,822 |
| 20 |
1.1463 |
1.0853 |
0.0610 |
5.3% |
0.0106 |
0.9% |
95% |
False |
False |
189,797 |
| 40 |
1.1463 |
1.0853 |
0.0610 |
5.3% |
0.0102 |
0.9% |
95% |
False |
False |
100,599 |
| 60 |
1.1463 |
1.0827 |
0.0636 |
5.6% |
0.0103 |
0.9% |
95% |
False |
False |
67,395 |
| 80 |
1.1463 |
1.0762 |
0.0701 |
6.1% |
0.0100 |
0.9% |
95% |
False |
False |
50,645 |
| 100 |
1.1463 |
1.0588 |
0.0875 |
7.7% |
0.0099 |
0.9% |
96% |
False |
False |
40,565 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.3% |
0.0098 |
0.9% |
88% |
False |
False |
33,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1903 |
|
2.618 |
1.1731 |
|
1.618 |
1.1625 |
|
1.000 |
1.1560 |
|
0.618 |
1.1520 |
|
HIGH |
1.1455 |
|
0.618 |
1.1414 |
|
0.500 |
1.1402 |
|
0.382 |
1.1389 |
|
LOW |
1.1349 |
|
0.618 |
1.1284 |
|
1.000 |
1.1244 |
|
1.618 |
1.1178 |
|
2.618 |
1.1073 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1420 |
1.1420 |
| PP |
1.1411 |
1.1411 |
| S1 |
1.1402 |
1.1402 |
|