CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1283 |
1.1314 |
0.0031 |
0.3% |
1.1313 |
| High |
1.1357 |
1.1378 |
0.0022 |
0.2% |
1.1417 |
| Low |
1.1272 |
1.1287 |
0.0015 |
0.1% |
1.1234 |
| Close |
1.1306 |
1.1341 |
0.0036 |
0.3% |
1.1245 |
| Range |
0.0085 |
0.0092 |
0.0007 |
7.6% |
0.0183 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0000 |
| Volume |
162,696 |
180,385 |
17,689 |
10.9% |
800,422 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1567 |
1.1391 |
|
| R3 |
1.1518 |
1.1475 |
1.1366 |
|
| R2 |
1.1427 |
1.1427 |
1.1358 |
|
| R1 |
1.1384 |
1.1384 |
1.1349 |
1.1405 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1346 |
| S1 |
1.1292 |
1.1292 |
1.1333 |
1.1314 |
| S2 |
1.1244 |
1.1244 |
1.1324 |
|
| S3 |
1.1152 |
1.1201 |
1.1316 |
|
| S4 |
1.1061 |
1.1109 |
1.1291 |
|
|
| 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% |
0.0091 |
0.8% |
58% |
False |
False |
171,939 |
| 10 |
1.1417 |
1.1234 |
0.0183 |
1.6% |
0.0083 |
0.7% |
58% |
False |
False |
153,534 |
| 20 |
1.1486 |
1.1234 |
0.0252 |
2.2% |
0.0089 |
0.8% |
42% |
False |
False |
174,845 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0098 |
0.9% |
77% |
False |
False |
160,470 |
| 60 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0102 |
0.9% |
77% |
False |
False |
108,027 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0102 |
0.9% |
80% |
False |
False |
81,165 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0102 |
0.9% |
84% |
False |
False |
65,009 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0098 |
0.9% |
84% |
False |
False |
54,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1767 |
|
2.618 |
1.1618 |
|
1.618 |
1.1526 |
|
1.000 |
1.1470 |
|
0.618 |
1.1435 |
|
HIGH |
1.1378 |
|
0.618 |
1.1343 |
|
0.500 |
1.1332 |
|
0.382 |
1.1321 |
|
LOW |
1.1287 |
|
0.618 |
1.1230 |
|
1.000 |
1.1195 |
|
1.618 |
1.1138 |
|
2.618 |
1.1047 |
|
4.250 |
1.0898 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1338 |
1.1330 |
| PP |
1.1335 |
1.1318 |
| S1 |
1.1332 |
1.1307 |
|