CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1400 |
1.1436 |
0.0036 |
0.3% |
1.1221 |
| High |
1.1474 |
1.1490 |
0.0016 |
0.1% |
1.1490 |
| Low |
1.1376 |
1.1400 |
0.0024 |
0.2% |
1.1221 |
| Close |
1.1450 |
1.1455 |
0.0005 |
0.0% |
1.1455 |
| Range |
0.0099 |
0.0091 |
-0.0008 |
-8.1% |
0.0270 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.1% |
0.0000 |
| Volume |
268 |
675 |
407 |
151.9% |
1,616 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1678 |
1.1504 |
|
| R3 |
1.1629 |
1.1587 |
1.1479 |
|
| R2 |
1.1539 |
1.1539 |
1.1471 |
|
| R1 |
1.1497 |
1.1497 |
1.1463 |
1.1518 |
| PP |
1.1448 |
1.1448 |
1.1448 |
1.1459 |
| S1 |
1.1406 |
1.1406 |
1.1446 |
1.1427 |
| S2 |
1.1358 |
1.1358 |
1.1438 |
|
| S3 |
1.1267 |
1.1316 |
1.1430 |
|
| S4 |
1.1177 |
1.1225 |
1.1405 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2197 |
1.2095 |
1.1603 |
|
| R3 |
1.1927 |
1.1826 |
1.1529 |
|
| R2 |
1.1658 |
1.1658 |
1.1504 |
|
| R1 |
1.1556 |
1.1556 |
1.1479 |
1.1607 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1414 |
| S1 |
1.1287 |
1.1287 |
1.1430 |
1.1338 |
| S2 |
1.1119 |
1.1119 |
1.1405 |
|
| S3 |
1.0849 |
1.1017 |
1.1380 |
|
| S4 |
1.0580 |
1.0748 |
1.1306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1490 |
1.1221 |
0.0270 |
2.4% |
0.0089 |
0.8% |
87% |
True |
False |
323 |
| 10 |
1.1490 |
1.1209 |
0.0281 |
2.5% |
0.0072 |
0.6% |
87% |
True |
False |
336 |
| 20 |
1.1490 |
1.0898 |
0.0592 |
5.2% |
0.0098 |
0.9% |
94% |
True |
False |
303 |
| 40 |
1.1490 |
1.0898 |
0.0592 |
5.2% |
0.0083 |
0.7% |
94% |
True |
False |
176 |
| 60 |
1.1490 |
1.0829 |
0.0661 |
5.8% |
0.0073 |
0.6% |
95% |
True |
False |
128 |
| 80 |
1.1490 |
1.0829 |
0.0661 |
5.8% |
0.0069 |
0.6% |
95% |
True |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1875 |
|
2.618 |
1.1727 |
|
1.618 |
1.1636 |
|
1.000 |
1.1581 |
|
0.618 |
1.1546 |
|
HIGH |
1.1490 |
|
0.618 |
1.1455 |
|
0.500 |
1.1445 |
|
0.382 |
1.1434 |
|
LOW |
1.1400 |
|
0.618 |
1.1344 |
|
1.000 |
1.1309 |
|
1.618 |
1.1253 |
|
2.618 |
1.1163 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1451 |
1.1443 |
| PP |
1.1448 |
1.1432 |
| S1 |
1.1445 |
1.1421 |
|