CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1365 |
0.0033 |
0.3% |
1.1459 |
| High |
1.1385 |
1.1438 |
0.0053 |
0.5% |
1.1515 |
| Low |
1.1332 |
1.1365 |
0.0033 |
0.3% |
1.1292 |
| Close |
1.1369 |
1.1430 |
0.0061 |
0.5% |
1.1341 |
| Range |
0.0053 |
0.0073 |
0.0020 |
36.8% |
0.0224 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
81 |
191 |
110 |
135.8% |
1,569 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1601 |
1.1469 |
|
| R3 |
1.1556 |
1.1529 |
1.1449 |
|
| R2 |
1.1483 |
1.1483 |
1.1443 |
|
| R1 |
1.1456 |
1.1456 |
1.1436 |
1.1470 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1417 |
| S1 |
1.1384 |
1.1384 |
1.1423 |
1.1397 |
| S2 |
1.1338 |
1.1338 |
1.1416 |
|
| S3 |
1.1266 |
1.1311 |
1.1410 |
|
| S4 |
1.1193 |
1.1239 |
1.1390 |
|
|
| 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 |
1.1438 |
1.1292 |
0.0146 |
1.3% |
0.0070 |
0.6% |
95% |
True |
False |
186 |
| 10 |
1.1515 |
1.1292 |
0.0224 |
2.0% |
0.0081 |
0.7% |
62% |
False |
False |
265 |
| 20 |
1.1515 |
1.1209 |
0.0306 |
2.7% |
0.0076 |
0.7% |
72% |
False |
False |
303 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0083 |
0.7% |
86% |
False |
False |
251 |
| 60 |
1.1515 |
1.0892 |
0.0623 |
5.5% |
0.0079 |
0.7% |
86% |
False |
False |
177 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0070 |
0.6% |
88% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1746 |
|
2.618 |
1.1627 |
|
1.618 |
1.1555 |
|
1.000 |
1.1510 |
|
0.618 |
1.1482 |
|
HIGH |
1.1438 |
|
0.618 |
1.1410 |
|
0.500 |
1.1401 |
|
0.382 |
1.1393 |
|
LOW |
1.1365 |
|
0.618 |
1.1320 |
|
1.000 |
1.1293 |
|
1.618 |
1.1248 |
|
2.618 |
1.1175 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1420 |
1.1410 |
| PP |
1.1411 |
1.1390 |
| S1 |
1.1401 |
1.1370 |
|