CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1430 |
1.1332 |
-0.0098 |
-0.9% |
1.1456 |
| High |
1.1431 |
1.1349 |
-0.0083 |
-0.7% |
1.1506 |
| Low |
1.1330 |
1.1292 |
-0.0039 |
-0.3% |
1.1387 |
| Close |
1.1341 |
1.1323 |
-0.0019 |
-0.2% |
1.1456 |
| Range |
0.0101 |
0.0057 |
-0.0044 |
-43.6% |
0.0119 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
294 |
155 |
-139 |
-47.3% |
1,511 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1464 |
1.1354 |
|
| R3 |
1.1435 |
1.1407 |
1.1338 |
|
| R2 |
1.1378 |
1.1378 |
1.1333 |
|
| R1 |
1.1350 |
1.1350 |
1.1328 |
1.1336 |
| PP |
1.1321 |
1.1321 |
1.1321 |
1.1314 |
| S1 |
1.1293 |
1.1293 |
1.1317 |
1.1279 |
| S2 |
1.1264 |
1.1264 |
1.1312 |
|
| S3 |
1.1207 |
1.1236 |
1.1307 |
|
| S4 |
1.1150 |
1.1179 |
1.1291 |
|
|
| 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 |
1.1292 |
0.0224 |
2.0% |
0.0080 |
0.7% |
14% |
False |
True |
339 |
| 10 |
1.1515 |
1.1292 |
0.0224 |
2.0% |
0.0081 |
0.7% |
14% |
False |
True |
354 |
| 20 |
1.1515 |
1.1209 |
0.0306 |
2.7% |
0.0079 |
0.7% |
37% |
False |
False |
331 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0081 |
0.7% |
69% |
False |
False |
241 |
| 60 |
1.1515 |
1.0865 |
0.0650 |
5.7% |
0.0079 |
0.7% |
70% |
False |
False |
170 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.1% |
0.0069 |
0.6% |
72% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1498 |
|
1.618 |
1.1441 |
|
1.000 |
1.1406 |
|
0.618 |
1.1384 |
|
HIGH |
1.1349 |
|
0.618 |
1.1327 |
|
0.500 |
1.1320 |
|
0.382 |
1.1313 |
|
LOW |
1.1292 |
|
0.618 |
1.1256 |
|
1.000 |
1.1235 |
|
1.618 |
1.1199 |
|
2.618 |
1.1142 |
|
4.250 |
1.1049 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1403 |
| PP |
1.1321 |
1.1376 |
| S1 |
1.1320 |
1.1349 |
|