CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1426 |
1.1405 |
-0.0021 |
-0.2% |
1.1420 |
| High |
1.1486 |
1.1412 |
-0.0075 |
-0.6% |
1.1476 |
| Low |
1.1367 |
1.1288 |
-0.0079 |
-0.7% |
1.1349 |
| Close |
1.1418 |
1.1304 |
-0.0114 |
-1.0% |
1.1419 |
| Range |
0.0120 |
0.0124 |
0.0004 |
3.3% |
0.0127 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.4% |
0.0000 |
| Volume |
182,161 |
198,197 |
16,036 |
8.8% |
925,212 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1705 |
1.1628 |
1.1371 |
|
| R3 |
1.1581 |
1.1504 |
1.1337 |
|
| R2 |
1.1458 |
1.1458 |
1.1326 |
|
| R1 |
1.1381 |
1.1381 |
1.1315 |
1.1358 |
| PP |
1.1334 |
1.1334 |
1.1334 |
1.1323 |
| S1 |
1.1257 |
1.1257 |
1.1292 |
1.1234 |
| S2 |
1.1211 |
1.1211 |
1.1281 |
|
| S3 |
1.1087 |
1.1134 |
1.1270 |
|
| S4 |
1.0964 |
1.1010 |
1.1236 |
|
|
| 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 |
1.1288 |
0.0198 |
1.8% |
0.0102 |
0.9% |
8% |
False |
True |
182,319 |
| 10 |
1.1486 |
1.1288 |
0.0198 |
1.8% |
0.0095 |
0.8% |
8% |
False |
True |
196,156 |
| 20 |
1.1486 |
1.1088 |
0.0398 |
3.5% |
0.0093 |
0.8% |
54% |
False |
False |
182,161 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0099 |
0.9% |
71% |
False |
False |
123,055 |
| 60 |
1.1486 |
1.0827 |
0.0660 |
5.8% |
0.0103 |
0.9% |
72% |
False |
False |
82,542 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0100 |
0.9% |
75% |
False |
False |
62,008 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0100 |
0.9% |
80% |
False |
False |
49,676 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0099 |
0.9% |
80% |
False |
False |
41,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1936 |
|
2.618 |
1.1735 |
|
1.618 |
1.1611 |
|
1.000 |
1.1535 |
|
0.618 |
1.1488 |
|
HIGH |
1.1412 |
|
0.618 |
1.1364 |
|
0.500 |
1.1350 |
|
0.382 |
1.1335 |
|
LOW |
1.1288 |
|
0.618 |
1.1212 |
|
1.000 |
1.1165 |
|
1.618 |
1.1088 |
|
2.618 |
1.0965 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1350 |
1.1387 |
| PP |
1.1334 |
1.1359 |
| S1 |
1.1319 |
1.1331 |
|