CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1295 |
-0.0110 |
-1.0% |
1.1420 |
| High |
1.1412 |
1.1315 |
-0.0097 |
-0.9% |
1.1476 |
| Low |
1.1288 |
1.1253 |
-0.0035 |
-0.3% |
1.1349 |
| Close |
1.1304 |
1.1286 |
-0.0018 |
-0.2% |
1.1419 |
| Range |
0.0124 |
0.0062 |
-0.0062 |
-50.2% |
0.0127 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
198,197 |
150,653 |
-47,544 |
-24.0% |
925,212 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1439 |
1.1319 |
|
| R3 |
1.1407 |
1.1377 |
1.1302 |
|
| R2 |
1.1346 |
1.1346 |
1.1297 |
|
| R1 |
1.1316 |
1.1316 |
1.1291 |
1.1300 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1277 |
| S1 |
1.1254 |
1.1254 |
1.1280 |
1.1239 |
| S2 |
1.1223 |
1.1223 |
1.1274 |
|
| S3 |
1.1161 |
1.1193 |
1.1269 |
|
| S4 |
1.1100 |
1.1131 |
1.1252 |
|
|
| 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 |
1.1253 |
0.0233 |
2.1% |
0.0090 |
0.8% |
14% |
False |
True |
167,297 |
| 10 |
1.1486 |
1.1253 |
0.0233 |
2.1% |
0.0091 |
0.8% |
14% |
False |
True |
188,077 |
| 20 |
1.1486 |
1.1170 |
0.0317 |
2.8% |
0.0087 |
0.8% |
37% |
False |
False |
178,227 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0099 |
0.9% |
68% |
False |
False |
126,783 |
| 60 |
1.1486 |
1.0827 |
0.0660 |
5.8% |
0.0103 |
0.9% |
70% |
False |
False |
85,047 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0099 |
0.9% |
72% |
False |
False |
63,883 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
8.0% |
0.0100 |
0.9% |
78% |
False |
False |
51,180 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
8.0% |
0.0099 |
0.9% |
78% |
False |
False |
42,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1576 |
|
2.618 |
1.1476 |
|
1.618 |
1.1414 |
|
1.000 |
1.1376 |
|
0.618 |
1.1353 |
|
HIGH |
1.1315 |
|
0.618 |
1.1291 |
|
0.500 |
1.1284 |
|
0.382 |
1.1276 |
|
LOW |
1.1253 |
|
0.618 |
1.1215 |
|
1.000 |
1.1192 |
|
1.618 |
1.1153 |
|
2.618 |
1.1092 |
|
4.250 |
1.0992 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1285 |
1.1370 |
| PP |
1.1284 |
1.1342 |
| S1 |
1.1284 |
1.1314 |
|