CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1456 |
1.1458 |
0.0002 |
0.0% |
1.1221 |
| High |
1.1467 |
1.1461 |
-0.0007 |
-0.1% |
1.1490 |
| Low |
1.1422 |
1.1404 |
-0.0019 |
-0.2% |
1.1221 |
| Close |
1.1458 |
1.1446 |
-0.0012 |
-0.1% |
1.1455 |
| Range |
0.0045 |
0.0057 |
0.0012 |
26.7% |
0.0270 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
446 |
248 |
-198 |
-44.4% |
1,616 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1608 |
1.1584 |
1.1477 |
|
| R3 |
1.1551 |
1.1527 |
1.1461 |
|
| R2 |
1.1494 |
1.1494 |
1.1456 |
|
| R1 |
1.1470 |
1.1470 |
1.1451 |
1.1453 |
| PP |
1.1437 |
1.1437 |
1.1437 |
1.1428 |
| S1 |
1.1413 |
1.1413 |
1.1440 |
1.1396 |
| S2 |
1.1380 |
1.1380 |
1.1435 |
|
| S3 |
1.1323 |
1.1356 |
1.1430 |
|
| S4 |
1.1266 |
1.1299 |
1.1414 |
|
|
| 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 |
1.1351 |
0.0139 |
1.2% |
0.0072 |
0.6% |
68% |
False |
False |
420 |
| 10 |
1.1490 |
1.1209 |
0.0281 |
2.5% |
0.0070 |
0.6% |
84% |
False |
False |
341 |
| 20 |
1.1490 |
1.0898 |
0.0592 |
5.2% |
0.0094 |
0.8% |
92% |
False |
False |
321 |
| 40 |
1.1490 |
1.0898 |
0.0592 |
5.2% |
0.0079 |
0.7% |
92% |
False |
False |
192 |
| 60 |
1.1490 |
1.0865 |
0.0625 |
5.5% |
0.0073 |
0.6% |
93% |
False |
False |
140 |
| 80 |
1.1490 |
1.0829 |
0.0661 |
5.8% |
0.0069 |
0.6% |
93% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1610 |
|
1.618 |
1.1553 |
|
1.000 |
1.1518 |
|
0.618 |
1.1496 |
|
HIGH |
1.1461 |
|
0.618 |
1.1439 |
|
0.500 |
1.1432 |
|
0.382 |
1.1425 |
|
LOW |
1.1404 |
|
0.618 |
1.1368 |
|
1.000 |
1.1347 |
|
1.618 |
1.1311 |
|
2.618 |
1.1254 |
|
4.250 |
1.1161 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1441 |
1.1445 |
| PP |
1.1437 |
1.1445 |
| S1 |
1.1432 |
1.1445 |
|