CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1465 |
1.1430 |
-0.0035 |
-0.3% |
1.1456 |
| High |
1.1515 |
1.1431 |
-0.0084 |
-0.7% |
1.1506 |
| Low |
1.1407 |
1.1330 |
-0.0077 |
-0.7% |
1.1387 |
| Close |
1.1455 |
1.1341 |
-0.0114 |
-1.0% |
1.1456 |
| Range |
0.0109 |
0.0101 |
-0.0008 |
-6.9% |
0.0119 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.2% |
0.0000 |
| Volume |
836 |
294 |
-542 |
-64.8% |
1,511 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1607 |
1.1397 |
|
| R3 |
1.1569 |
1.1506 |
1.1369 |
|
| R2 |
1.1468 |
1.1468 |
1.1360 |
|
| R1 |
1.1405 |
1.1405 |
1.1350 |
1.1386 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1358 |
| S1 |
1.1304 |
1.1304 |
1.1332 |
1.1285 |
| S2 |
1.1266 |
1.1266 |
1.1322 |
|
| S3 |
1.1165 |
1.1203 |
1.1313 |
|
| S4 |
1.1064 |
1.1102 |
1.1285 |
|
|
| 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 |
1.1330 |
0.0185 |
1.6% |
0.0091 |
0.8% |
6% |
False |
True |
336 |
| 10 |
1.1515 |
1.1330 |
0.0185 |
1.6% |
0.0085 |
0.7% |
6% |
False |
True |
365 |
| 20 |
1.1515 |
1.1129 |
0.0386 |
3.4% |
0.0084 |
0.7% |
55% |
False |
False |
348 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0080 |
0.7% |
72% |
False |
False |
237 |
| 60 |
1.1515 |
1.0865 |
0.0650 |
5.7% |
0.0079 |
0.7% |
73% |
False |
False |
168 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0069 |
0.6% |
75% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1860 |
|
2.618 |
1.1695 |
|
1.618 |
1.1594 |
|
1.000 |
1.1532 |
|
0.618 |
1.1493 |
|
HIGH |
1.1431 |
|
0.618 |
1.1392 |
|
0.500 |
1.1381 |
|
0.382 |
1.1369 |
|
LOW |
1.1330 |
|
0.618 |
1.1268 |
|
1.000 |
1.1229 |
|
1.618 |
1.1167 |
|
2.618 |
1.1066 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1381 |
1.1423 |
| PP |
1.1367 |
1.1395 |
| S1 |
1.1354 |
1.1368 |
|