CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1436 |
1.1456 |
0.0020 |
0.2% |
1.1221 |
| High |
1.1490 |
1.1467 |
-0.0023 |
-0.2% |
1.1490 |
| Low |
1.1400 |
1.1422 |
0.0023 |
0.2% |
1.1221 |
| Close |
1.1455 |
1.1458 |
0.0003 |
0.0% |
1.1455 |
| Range |
0.0091 |
0.0045 |
-0.0046 |
-50.3% |
0.0270 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
675 |
446 |
-229 |
-33.9% |
1,616 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1566 |
1.1482 |
|
| R3 |
1.1539 |
1.1521 |
1.1470 |
|
| R2 |
1.1494 |
1.1494 |
1.1466 |
|
| R1 |
1.1476 |
1.1476 |
1.1462 |
1.1485 |
| PP |
1.1449 |
1.1449 |
1.1449 |
1.1453 |
| S1 |
1.1431 |
1.1431 |
1.1453 |
1.1440 |
| S2 |
1.1404 |
1.1404 |
1.1449 |
|
| S3 |
1.1359 |
1.1386 |
1.1445 |
|
| S4 |
1.1314 |
1.1341 |
1.1433 |
|
|
| 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 |
1.1234 |
0.0256 |
2.2% |
0.0087 |
0.8% |
87% |
False |
False |
406 |
| 10 |
1.1490 |
1.1209 |
0.0281 |
2.5% |
0.0069 |
0.6% |
88% |
False |
False |
336 |
| 20 |
1.1490 |
1.0898 |
0.0592 |
5.2% |
0.0094 |
0.8% |
95% |
False |
False |
313 |
| 40 |
1.1490 |
1.0898 |
0.0592 |
5.2% |
0.0080 |
0.7% |
95% |
False |
False |
186 |
| 60 |
1.1490 |
1.0865 |
0.0625 |
5.5% |
0.0073 |
0.6% |
95% |
False |
False |
136 |
| 80 |
1.1490 |
1.0829 |
0.0661 |
5.8% |
0.0069 |
0.6% |
95% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1585 |
|
1.618 |
1.1540 |
|
1.000 |
1.1512 |
|
0.618 |
1.1495 |
|
HIGH |
1.1467 |
|
0.618 |
1.1450 |
|
0.500 |
1.1445 |
|
0.382 |
1.1439 |
|
LOW |
1.1422 |
|
0.618 |
1.1394 |
|
1.000 |
1.1377 |
|
1.618 |
1.1349 |
|
2.618 |
1.1304 |
|
4.250 |
1.1231 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1453 |
1.1449 |
| PP |
1.1449 |
1.1441 |
| S1 |
1.1445 |
1.1433 |
|