CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1427 |
1.1459 |
0.0032 |
0.3% |
1.1456 |
| High |
1.1471 |
1.1505 |
0.0034 |
0.3% |
1.1506 |
| Low |
1.1408 |
1.1433 |
0.0026 |
0.2% |
1.1387 |
| Close |
1.1456 |
1.1470 |
0.0014 |
0.1% |
1.1456 |
| Range |
0.0064 |
0.0072 |
0.0009 |
13.4% |
0.0119 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
340 |
74 |
-266 |
-78.2% |
1,511 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1685 |
1.1650 |
1.1510 |
|
| R3 |
1.1613 |
1.1578 |
1.1490 |
|
| R2 |
1.1541 |
1.1541 |
1.1483 |
|
| R1 |
1.1506 |
1.1506 |
1.1477 |
1.1524 |
| PP |
1.1469 |
1.1469 |
1.1469 |
1.1478 |
| S1 |
1.1434 |
1.1434 |
1.1463 |
1.1452 |
| S2 |
1.1397 |
1.1397 |
1.1457 |
|
| S3 |
1.1325 |
1.1362 |
1.1450 |
|
| S4 |
1.1253 |
1.1290 |
1.1430 |
|
|
| 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% |
0.0081 |
0.7% |
70% |
False |
False |
227 |
| 10 |
1.1506 |
1.1234 |
0.0272 |
2.4% |
0.0084 |
0.7% |
87% |
False |
False |
317 |
| 20 |
1.1506 |
1.1129 |
0.0377 |
3.3% |
0.0081 |
0.7% |
91% |
False |
False |
312 |
| 40 |
1.1506 |
1.0898 |
0.0608 |
5.3% |
0.0078 |
0.7% |
94% |
False |
False |
211 |
| 60 |
1.1506 |
1.0865 |
0.0641 |
5.6% |
0.0077 |
0.7% |
94% |
False |
False |
153 |
| 80 |
1.1506 |
1.0829 |
0.0677 |
5.9% |
0.0069 |
0.6% |
95% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1811 |
|
2.618 |
1.1693 |
|
1.618 |
1.1621 |
|
1.000 |
1.1577 |
|
0.618 |
1.1549 |
|
HIGH |
1.1505 |
|
0.618 |
1.1477 |
|
0.500 |
1.1469 |
|
0.382 |
1.1461 |
|
LOW |
1.1433 |
|
0.618 |
1.1389 |
|
1.000 |
1.1361 |
|
1.618 |
1.1317 |
|
2.618 |
1.1245 |
|
4.250 |
1.1127 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1470 |
1.1464 |
| PP |
1.1469 |
1.1457 |
| S1 |
1.1469 |
1.1451 |
|