CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1455 |
1.1427 |
-0.0028 |
-0.2% |
1.1456 |
| High |
1.1506 |
1.1471 |
-0.0035 |
-0.3% |
1.1506 |
| Low |
1.1397 |
1.1408 |
0.0011 |
0.1% |
1.1387 |
| Close |
1.1437 |
1.1456 |
0.0019 |
0.2% |
1.1456 |
| Range |
0.0109 |
0.0064 |
-0.0046 |
-41.7% |
0.0119 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
137 |
340 |
203 |
148.2% |
1,511 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1609 |
1.1491 |
|
| R3 |
1.1572 |
1.1546 |
1.1473 |
|
| R2 |
1.1508 |
1.1508 |
1.1468 |
|
| R1 |
1.1482 |
1.1482 |
1.1462 |
1.1495 |
| PP |
1.1445 |
1.1445 |
1.1445 |
1.1451 |
| S1 |
1.1419 |
1.1419 |
1.1450 |
1.1432 |
| S2 |
1.1381 |
1.1381 |
1.1444 |
|
| S3 |
1.1318 |
1.1355 |
1.1439 |
|
| S4 |
1.1254 |
1.1292 |
1.1421 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1806 |
1.1750 |
1.1521 |
|
| R3 |
1.1687 |
1.1631 |
1.1489 |
|
| R2 |
1.1568 |
1.1568 |
1.1478 |
|
| R1 |
1.1512 |
1.1512 |
1.1467 |
1.1516 |
| PP |
1.1449 |
1.1449 |
1.1449 |
1.1451 |
| S1 |
1.1393 |
1.1393 |
1.1445 |
1.1397 |
| S2 |
1.1330 |
1.1330 |
1.1434 |
|
| S3 |
1.1211 |
1.1274 |
1.1423 |
|
| S4 |
1.1092 |
1.1155 |
1.1391 |
|
|
| 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% |
0.0076 |
0.7% |
58% |
False |
False |
302 |
| 10 |
1.1506 |
1.1221 |
0.0285 |
2.5% |
0.0083 |
0.7% |
83% |
False |
False |
312 |
| 20 |
1.1506 |
1.1129 |
0.0377 |
3.3% |
0.0082 |
0.7% |
87% |
False |
False |
326 |
| 40 |
1.1506 |
1.0898 |
0.0608 |
5.3% |
0.0078 |
0.7% |
92% |
False |
False |
209 |
| 60 |
1.1506 |
1.0865 |
0.0641 |
5.6% |
0.0077 |
0.7% |
92% |
False |
False |
152 |
| 80 |
1.1506 |
1.0829 |
0.0677 |
5.9% |
0.0069 |
0.6% |
93% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1741 |
|
2.618 |
1.1637 |
|
1.618 |
1.1574 |
|
1.000 |
1.1535 |
|
0.618 |
1.1510 |
|
HIGH |
1.1471 |
|
0.618 |
1.1447 |
|
0.500 |
1.1439 |
|
0.382 |
1.1432 |
|
LOW |
1.1408 |
|
0.618 |
1.1368 |
|
1.000 |
1.1344 |
|
1.618 |
1.1305 |
|
2.618 |
1.1241 |
|
4.250 |
1.1138 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1453 |
| PP |
1.1445 |
1.1449 |
| S1 |
1.1439 |
1.1446 |
|