CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1308 |
-0.0024 |
-0.2% |
1.1459 |
| High |
1.1349 |
1.1369 |
0.0021 |
0.2% |
1.1515 |
| Low |
1.1292 |
1.1303 |
0.0011 |
0.1% |
1.1292 |
| Close |
1.1323 |
1.1341 |
0.0019 |
0.2% |
1.1341 |
| Range |
0.0057 |
0.0067 |
0.0010 |
16.7% |
0.0224 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
155 |
210 |
55 |
35.5% |
1,569 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1537 |
1.1506 |
1.1378 |
|
| R3 |
1.1471 |
1.1439 |
1.1359 |
|
| R2 |
1.1404 |
1.1404 |
1.1353 |
|
| R1 |
1.1373 |
1.1373 |
1.1347 |
1.1388 |
| PP |
1.1338 |
1.1338 |
1.1338 |
1.1345 |
| S1 |
1.1306 |
1.1306 |
1.1335 |
1.1322 |
| S2 |
1.1271 |
1.1271 |
1.1329 |
|
| S3 |
1.1205 |
1.1240 |
1.1323 |
|
| S4 |
1.1138 |
1.1173 |
1.1304 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2053 |
1.1921 |
1.1464 |
|
| R3 |
1.1830 |
1.1697 |
1.1402 |
|
| R2 |
1.1606 |
1.1606 |
1.1382 |
|
| R1 |
1.1474 |
1.1474 |
1.1361 |
1.1428 |
| PP |
1.1383 |
1.1383 |
1.1383 |
1.1360 |
| S1 |
1.1250 |
1.1250 |
1.1321 |
1.1205 |
| S2 |
1.1159 |
1.1159 |
1.1300 |
|
| S3 |
1.0936 |
1.1027 |
1.1280 |
|
| S4 |
1.0712 |
1.0803 |
1.1218 |
|
|
| 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% |
0.0081 |
0.7% |
22% |
False |
False |
313 |
| 10 |
1.1515 |
1.1292 |
0.0224 |
2.0% |
0.0078 |
0.7% |
22% |
False |
False |
308 |
| 20 |
1.1515 |
1.1209 |
0.0306 |
2.7% |
0.0075 |
0.7% |
43% |
False |
False |
322 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0082 |
0.7% |
72% |
False |
False |
246 |
| 60 |
1.1515 |
1.0865 |
0.0650 |
5.7% |
0.0079 |
0.7% |
73% |
False |
False |
173 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0070 |
0.6% |
75% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1652 |
|
2.618 |
1.1543 |
|
1.618 |
1.1477 |
|
1.000 |
1.1436 |
|
0.618 |
1.1410 |
|
HIGH |
1.1369 |
|
0.618 |
1.1344 |
|
0.500 |
1.1336 |
|
0.382 |
1.1328 |
|
LOW |
1.1303 |
|
0.618 |
1.1261 |
|
1.000 |
1.1236 |
|
1.618 |
1.1195 |
|
2.618 |
1.1128 |
|
4.250 |
1.1020 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1339 |
1.1361 |
| PP |
1.1338 |
1.1355 |
| S1 |
1.1336 |
1.1348 |
|