CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1430 |
1.1426 |
-0.0004 |
0.0% |
1.1420 |
| High |
1.1469 |
1.1486 |
0.0017 |
0.1% |
1.1476 |
| Low |
1.1393 |
1.1367 |
-0.0026 |
-0.2% |
1.1349 |
| Close |
1.1433 |
1.1418 |
-0.0016 |
-0.1% |
1.1419 |
| Range |
0.0077 |
0.0120 |
0.0043 |
56.2% |
0.0127 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.8% |
0.0000 |
| Volume |
148,089 |
182,161 |
34,072 |
23.0% |
925,212 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1719 |
1.1483 |
|
| R3 |
1.1662 |
1.1600 |
1.1450 |
|
| R2 |
1.1543 |
1.1543 |
1.1439 |
|
| R1 |
1.1480 |
1.1480 |
1.1428 |
1.1452 |
| PP |
1.1423 |
1.1423 |
1.1423 |
1.1409 |
| S1 |
1.1361 |
1.1361 |
1.1407 |
1.1332 |
| S2 |
1.1304 |
1.1304 |
1.1396 |
|
| S3 |
1.1184 |
1.1241 |
1.1385 |
|
| S4 |
1.1065 |
1.1122 |
1.1352 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1796 |
1.1734 |
1.1489 |
|
| R3 |
1.1669 |
1.1607 |
1.1454 |
|
| R2 |
1.1542 |
1.1542 |
1.1442 |
|
| R1 |
1.1480 |
1.1480 |
1.1431 |
1.1448 |
| PP |
1.1415 |
1.1415 |
1.1415 |
1.1398 |
| S1 |
1.1353 |
1.1353 |
1.1407 |
1.1321 |
| S2 |
1.1288 |
1.1288 |
1.1396 |
|
| S3 |
1.1161 |
1.1226 |
1.1384 |
|
| S4 |
1.1034 |
1.1099 |
1.1349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1486 |
1.1349 |
0.0137 |
1.2% |
0.0098 |
0.9% |
50% |
True |
False |
188,328 |
| 10 |
1.1486 |
1.1311 |
0.0175 |
1.5% |
0.0091 |
0.8% |
61% |
True |
False |
197,699 |
| 20 |
1.1486 |
1.1088 |
0.0398 |
3.5% |
0.0090 |
0.8% |
83% |
True |
False |
178,896 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.5% |
0.0099 |
0.9% |
89% |
True |
False |
118,156 |
| 60 |
1.1486 |
1.0827 |
0.0660 |
5.8% |
0.0103 |
0.9% |
90% |
True |
False |
79,255 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.3% |
0.0099 |
0.9% |
91% |
True |
False |
59,538 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0099 |
0.9% |
92% |
True |
False |
47,695 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0099 |
0.9% |
92% |
True |
False |
39,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1994 |
|
2.618 |
1.1799 |
|
1.618 |
1.1679 |
|
1.000 |
1.1606 |
|
0.618 |
1.1560 |
|
HIGH |
1.1486 |
|
0.618 |
1.1440 |
|
0.500 |
1.1426 |
|
0.382 |
1.1412 |
|
LOW |
1.1367 |
|
0.618 |
1.1293 |
|
1.000 |
1.1247 |
|
1.618 |
1.1173 |
|
2.618 |
1.1054 |
|
4.250 |
1.0859 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1426 |
1.1426 |
| PP |
1.1423 |
1.1423 |
| S1 |
1.1420 |
1.1420 |
|