CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1313 |
0.0036 |
0.3% |
1.1430 |
| High |
1.1336 |
1.1351 |
0.0015 |
0.1% |
1.1486 |
| Low |
1.1264 |
1.1293 |
0.0029 |
0.3% |
1.1253 |
| Close |
1.1305 |
1.1332 |
0.0028 |
0.2% |
1.1305 |
| Range |
0.0072 |
0.0059 |
-0.0014 |
-18.8% |
0.0233 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
131,864 |
102,535 |
-29,329 |
-22.2% |
810,964 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1475 |
1.1364 |
|
| R3 |
1.1442 |
1.1416 |
1.1348 |
|
| R2 |
1.1384 |
1.1384 |
1.1343 |
|
| R1 |
1.1358 |
1.1358 |
1.1337 |
1.1371 |
| PP |
1.1325 |
1.1325 |
1.1325 |
1.1332 |
| S1 |
1.1299 |
1.1299 |
1.1327 |
1.1312 |
| S2 |
1.1267 |
1.1267 |
1.1321 |
|
| S3 |
1.1208 |
1.1241 |
1.1316 |
|
| S4 |
1.1150 |
1.1182 |
1.1300 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2047 |
1.1909 |
1.1433 |
|
| R3 |
1.1814 |
1.1676 |
1.1369 |
|
| R2 |
1.1581 |
1.1581 |
1.1347 |
|
| R1 |
1.1443 |
1.1443 |
1.1326 |
1.1395 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1324 |
| S1 |
1.1210 |
1.1210 |
1.1283 |
1.1162 |
| S2 |
1.1115 |
1.1115 |
1.1262 |
|
| S3 |
1.0882 |
1.0977 |
1.1240 |
|
| S4 |
1.0649 |
1.0744 |
1.1176 |
|
|
| 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% |
0.0087 |
0.8% |
34% |
False |
False |
153,082 |
| 10 |
1.1486 |
1.1253 |
0.0233 |
2.1% |
0.0088 |
0.8% |
34% |
False |
False |
170,697 |
| 20 |
1.1486 |
1.1170 |
0.0317 |
2.8% |
0.0083 |
0.7% |
51% |
False |
False |
169,508 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0098 |
0.9% |
76% |
False |
False |
132,577 |
| 60 |
1.1486 |
1.0834 |
0.0652 |
5.8% |
0.0101 |
0.9% |
76% |
False |
False |
88,930 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0099 |
0.9% |
79% |
False |
False |
66,806 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0100 |
0.9% |
83% |
False |
False |
53,516 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0097 |
0.9% |
83% |
False |
False |
44,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1504 |
|
1.618 |
1.1446 |
|
1.000 |
1.1410 |
|
0.618 |
1.1387 |
|
HIGH |
1.1351 |
|
0.618 |
1.1329 |
|
0.500 |
1.1322 |
|
0.382 |
1.1315 |
|
LOW |
1.1293 |
|
0.618 |
1.1256 |
|
1.000 |
1.1234 |
|
1.618 |
1.1198 |
|
2.618 |
1.1139 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1322 |
| PP |
1.1325 |
1.1312 |
| S1 |
1.1322 |
1.1302 |
|