CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1459 |
1.1465 |
0.0006 |
0.1% |
1.1456 |
| High |
1.1505 |
1.1515 |
0.0010 |
0.1% |
1.1506 |
| Low |
1.1433 |
1.1407 |
-0.0027 |
-0.2% |
1.1387 |
| Close |
1.1470 |
1.1455 |
-0.0016 |
-0.1% |
1.1456 |
| Range |
0.0072 |
0.0109 |
0.0037 |
50.7% |
0.0119 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.1% |
0.0000 |
| Volume |
74 |
836 |
762 |
1,029.7% |
1,511 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1784 |
1.1728 |
1.1514 |
|
| R3 |
1.1676 |
1.1619 |
1.1484 |
|
| R2 |
1.1567 |
1.1567 |
1.1474 |
|
| R1 |
1.1511 |
1.1511 |
1.1464 |
1.1485 |
| PP |
1.1459 |
1.1459 |
1.1459 |
1.1446 |
| S1 |
1.1402 |
1.1402 |
1.1445 |
1.1376 |
| S2 |
1.1350 |
1.1350 |
1.1435 |
|
| S3 |
1.1242 |
1.1294 |
1.1425 |
|
| S4 |
1.1133 |
1.1185 |
1.1395 |
|
|
| 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 |
1.1515 |
1.1387 |
0.0129 |
1.1% |
0.0091 |
0.8% |
53% |
True |
False |
345 |
| 10 |
1.1515 |
1.1351 |
0.0164 |
1.4% |
0.0082 |
0.7% |
63% |
True |
False |
382 |
| 20 |
1.1515 |
1.1129 |
0.0386 |
3.4% |
0.0081 |
0.7% |
84% |
True |
False |
338 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0079 |
0.7% |
90% |
True |
False |
231 |
| 60 |
1.1515 |
1.0865 |
0.0650 |
5.7% |
0.0078 |
0.7% |
91% |
True |
False |
167 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0069 |
0.6% |
91% |
True |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1976 |
|
2.618 |
1.1799 |
|
1.618 |
1.1691 |
|
1.000 |
1.1624 |
|
0.618 |
1.1582 |
|
HIGH |
1.1515 |
|
0.618 |
1.1474 |
|
0.500 |
1.1461 |
|
0.382 |
1.1448 |
|
LOW |
1.1407 |
|
0.618 |
1.1339 |
|
1.000 |
1.1298 |
|
1.618 |
1.1231 |
|
2.618 |
1.1122 |
|
4.250 |
1.0945 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1461 |
1.1461 |
| PP |
1.1459 |
1.1459 |
| S1 |
1.1457 |
1.1457 |
|