CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1458 |
1.1441 |
-0.0018 |
-0.2% |
1.1221 |
| High |
1.1461 |
1.1490 |
0.0030 |
0.3% |
1.1490 |
| Low |
1.1404 |
1.1387 |
-0.0017 |
-0.1% |
1.1221 |
| Close |
1.1446 |
1.1466 |
0.0021 |
0.2% |
1.1455 |
| Range |
0.0057 |
0.0104 |
0.0047 |
81.6% |
0.0270 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.7% |
0.0000 |
| Volume |
248 |
340 |
92 |
37.1% |
1,616 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1758 |
1.1716 |
1.1523 |
|
| R3 |
1.1655 |
1.1612 |
1.1494 |
|
| R2 |
1.1551 |
1.1551 |
1.1485 |
|
| R1 |
1.1509 |
1.1509 |
1.1475 |
1.1530 |
| PP |
1.1448 |
1.1448 |
1.1448 |
1.1458 |
| S1 |
1.1405 |
1.1405 |
1.1457 |
1.1426 |
| S2 |
1.1344 |
1.1344 |
1.1447 |
|
| S3 |
1.1241 |
1.1302 |
1.1438 |
|
| S4 |
1.1137 |
1.1198 |
1.1409 |
|
|
| 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 |
1.1376 |
0.0115 |
1.0% |
0.0079 |
0.7% |
79% |
True |
False |
395 |
| 10 |
1.1490 |
1.1209 |
0.0281 |
2.5% |
0.0074 |
0.6% |
91% |
True |
False |
341 |
| 20 |
1.1490 |
1.0898 |
0.0592 |
5.2% |
0.0096 |
0.8% |
96% |
True |
False |
317 |
| 40 |
1.1490 |
1.0898 |
0.0592 |
5.2% |
0.0079 |
0.7% |
96% |
True |
False |
200 |
| 60 |
1.1490 |
1.0865 |
0.0625 |
5.5% |
0.0074 |
0.6% |
96% |
True |
False |
145 |
| 80 |
1.1490 |
1.0829 |
0.0661 |
5.8% |
0.0068 |
0.6% |
96% |
True |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1930 |
|
2.618 |
1.1761 |
|
1.618 |
1.1657 |
|
1.000 |
1.1594 |
|
0.618 |
1.1554 |
|
HIGH |
1.1490 |
|
0.618 |
1.1450 |
|
0.500 |
1.1438 |
|
0.382 |
1.1426 |
|
LOW |
1.1387 |
|
0.618 |
1.1323 |
|
1.000 |
1.1283 |
|
1.618 |
1.1219 |
|
2.618 |
1.1116 |
|
4.250 |
1.0947 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1457 |
1.1457 |
| PP |
1.1448 |
1.1448 |
| S1 |
1.1438 |
1.1438 |
|