CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1441 |
1.1455 |
0.0014 |
0.1% |
1.1221 |
| High |
1.1490 |
1.1506 |
0.0016 |
0.1% |
1.1490 |
| Low |
1.1387 |
1.1397 |
0.0010 |
0.1% |
1.1221 |
| Close |
1.1466 |
1.1437 |
-0.0029 |
-0.3% |
1.1455 |
| Range |
0.0104 |
0.0109 |
0.0006 |
5.3% |
0.0270 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.0% |
0.0000 |
| Volume |
340 |
137 |
-203 |
-59.7% |
1,616 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1773 |
1.1714 |
1.1497 |
|
| R3 |
1.1664 |
1.1605 |
1.1467 |
|
| R2 |
1.1555 |
1.1555 |
1.1457 |
|
| R1 |
1.1496 |
1.1496 |
1.1447 |
1.1471 |
| PP |
1.1446 |
1.1446 |
1.1446 |
1.1434 |
| S1 |
1.1387 |
1.1387 |
1.1427 |
1.1362 |
| S2 |
1.1337 |
1.1337 |
1.1417 |
|
| S3 |
1.1228 |
1.1278 |
1.1407 |
|
| S4 |
1.1119 |
1.1169 |
1.1377 |
|
|
| 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 |
1.1506 |
1.1387 |
0.0119 |
1.0% |
0.0081 |
0.7% |
42% |
True |
False |
369 |
| 10 |
1.1506 |
1.1209 |
0.0297 |
2.6% |
0.0080 |
0.7% |
77% |
True |
False |
333 |
| 20 |
1.1506 |
1.0898 |
0.0608 |
5.3% |
0.0098 |
0.9% |
89% |
True |
False |
316 |
| 40 |
1.1506 |
1.0898 |
0.0608 |
5.3% |
0.0080 |
0.7% |
89% |
True |
False |
201 |
| 60 |
1.1506 |
1.0865 |
0.0641 |
5.6% |
0.0076 |
0.7% |
89% |
True |
False |
147 |
| 80 |
1.1506 |
1.0829 |
0.0677 |
5.9% |
0.0069 |
0.6% |
90% |
True |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1969 |
|
2.618 |
1.1791 |
|
1.618 |
1.1682 |
|
1.000 |
1.1615 |
|
0.618 |
1.1573 |
|
HIGH |
1.1506 |
|
0.618 |
1.1464 |
|
0.500 |
1.1451 |
|
0.382 |
1.1438 |
|
LOW |
1.1397 |
|
0.618 |
1.1329 |
|
1.000 |
1.1288 |
|
1.618 |
1.1220 |
|
2.618 |
1.1111 |
|
4.250 |
1.0933 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1451 |
1.1446 |
| PP |
1.1446 |
1.1443 |
| S1 |
1.1442 |
1.1440 |
|