CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1301 |
-0.0016 |
-0.1% |
1.1313 |
| High |
1.1417 |
1.1325 |
-0.0092 |
-0.8% |
1.1417 |
| Low |
1.1287 |
1.1234 |
-0.0053 |
-0.5% |
1.1234 |
| Close |
1.1312 |
1.1245 |
-0.0067 |
-0.6% |
1.1245 |
| Range |
0.0131 |
0.0091 |
-0.0040 |
-30.3% |
0.0183 |
| ATR |
0.0095 |
0.0094 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
255,261 |
152,035 |
-103,226 |
-40.4% |
800,422 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1484 |
1.1295 |
|
| R3 |
1.1450 |
1.1393 |
1.1270 |
|
| R2 |
1.1359 |
1.1359 |
1.1261 |
|
| R1 |
1.1302 |
1.1302 |
1.1253 |
1.1285 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1259 |
| S1 |
1.1211 |
1.1211 |
1.1236 |
1.1194 |
| S2 |
1.1177 |
1.1177 |
1.1228 |
|
| S3 |
1.1086 |
1.1120 |
1.1219 |
|
| S4 |
1.0995 |
1.1029 |
1.1194 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1848 |
1.1729 |
1.1345 |
|
| R3 |
1.1665 |
1.1546 |
1.1295 |
|
| R2 |
1.1482 |
1.1482 |
1.1278 |
|
| R1 |
1.1363 |
1.1363 |
1.1261 |
1.1331 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1282 |
| S1 |
1.1180 |
1.1180 |
1.1228 |
1.1148 |
| S2 |
1.1116 |
1.1116 |
1.1211 |
|
| S3 |
1.0933 |
1.0997 |
1.1194 |
|
| S4 |
1.0750 |
1.0814 |
1.1144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1417 |
1.1234 |
0.0183 |
1.6% |
0.0092 |
0.8% |
6% |
False |
True |
160,084 |
| 10 |
1.1486 |
1.1234 |
0.0252 |
2.2% |
0.0091 |
0.8% |
4% |
False |
True |
161,138 |
| 20 |
1.1486 |
1.1179 |
0.0308 |
2.7% |
0.0091 |
0.8% |
21% |
False |
False |
178,113 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0100 |
0.9% |
62% |
False |
False |
149,603 |
| 60 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0103 |
0.9% |
62% |
False |
False |
100,528 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0101 |
0.9% |
67% |
False |
False |
75,519 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
8.0% |
0.0101 |
0.9% |
73% |
False |
False |
60,491 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
8.0% |
0.0098 |
0.9% |
73% |
False |
False |
50,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1712 |
|
2.618 |
1.1563 |
|
1.618 |
1.1472 |
|
1.000 |
1.1416 |
|
0.618 |
1.1381 |
|
HIGH |
1.1325 |
|
0.618 |
1.1290 |
|
0.500 |
1.1280 |
|
0.382 |
1.1269 |
|
LOW |
1.1234 |
|
0.618 |
1.1178 |
|
1.000 |
1.1143 |
|
1.618 |
1.1087 |
|
2.618 |
1.0996 |
|
4.250 |
1.0847 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1280 |
1.1326 |
| PP |
1.1268 |
1.1299 |
| S1 |
1.1256 |
1.1272 |
|