CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1308 |
1.1332 |
0.0024 |
0.2% |
1.1459 |
| High |
1.1369 |
1.1385 |
0.0016 |
0.1% |
1.1515 |
| Low |
1.1303 |
1.1332 |
0.0030 |
0.3% |
1.1292 |
| Close |
1.1341 |
1.1369 |
0.0028 |
0.2% |
1.1341 |
| Range |
0.0067 |
0.0053 |
-0.0014 |
-20.3% |
0.0224 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
210 |
81 |
-129 |
-61.4% |
1,569 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1498 |
1.1398 |
|
| R3 |
1.1468 |
1.1445 |
1.1383 |
|
| R2 |
1.1415 |
1.1415 |
1.1378 |
|
| R1 |
1.1392 |
1.1392 |
1.1373 |
1.1403 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1368 |
| S1 |
1.1339 |
1.1339 |
1.1364 |
1.1350 |
| S2 |
1.1309 |
1.1309 |
1.1359 |
|
| S3 |
1.1256 |
1.1286 |
1.1354 |
|
| S4 |
1.1203 |
1.1233 |
1.1339 |
|
|
| 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% |
0.0077 |
0.7% |
34% |
False |
False |
315 |
| 10 |
1.1515 |
1.1292 |
0.0224 |
2.0% |
0.0079 |
0.7% |
34% |
False |
False |
271 |
| 20 |
1.1515 |
1.1209 |
0.0306 |
2.7% |
0.0074 |
0.7% |
52% |
False |
False |
304 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0082 |
0.7% |
76% |
False |
False |
247 |
| 60 |
1.1515 |
1.0875 |
0.0640 |
5.6% |
0.0079 |
0.7% |
77% |
False |
False |
174 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0070 |
0.6% |
79% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1610 |
|
2.618 |
1.1524 |
|
1.618 |
1.1471 |
|
1.000 |
1.1438 |
|
0.618 |
1.1418 |
|
HIGH |
1.1385 |
|
0.618 |
1.1365 |
|
0.500 |
1.1359 |
|
0.382 |
1.1352 |
|
LOW |
1.1332 |
|
0.618 |
1.1299 |
|
1.000 |
1.1279 |
|
1.618 |
1.1246 |
|
2.618 |
1.1193 |
|
4.250 |
1.1107 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1358 |
| PP |
1.1362 |
1.1348 |
| S1 |
1.1359 |
1.1338 |
|