CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1365 |
1.1412 |
0.0047 |
0.4% |
1.1459 |
| High |
1.1438 |
1.1440 |
0.0003 |
0.0% |
1.1515 |
| Low |
1.1365 |
1.1351 |
-0.0014 |
-0.1% |
1.1292 |
| Close |
1.1430 |
1.1356 |
-0.0074 |
-0.6% |
1.1341 |
| Range |
0.0073 |
0.0089 |
0.0017 |
22.8% |
0.0224 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.6% |
0.0000 |
| Volume |
191 |
185 |
-6 |
-3.1% |
1,569 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1592 |
1.1405 |
|
| R3 |
1.1560 |
1.1503 |
1.1380 |
|
| R2 |
1.1471 |
1.1471 |
1.1372 |
|
| R1 |
1.1414 |
1.1414 |
1.1364 |
1.1398 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1375 |
| S1 |
1.1325 |
1.1325 |
1.1348 |
1.1309 |
| S2 |
1.1293 |
1.1293 |
1.1340 |
|
| S3 |
1.1204 |
1.1236 |
1.1332 |
|
| S4 |
1.1115 |
1.1147 |
1.1307 |
|
|
| 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 |
1.1440 |
1.1292 |
0.0149 |
1.3% |
0.0068 |
0.6% |
43% |
True |
False |
164 |
| 10 |
1.1515 |
1.1292 |
0.0224 |
2.0% |
0.0079 |
0.7% |
29% |
False |
False |
250 |
| 20 |
1.1515 |
1.1209 |
0.0306 |
2.7% |
0.0077 |
0.7% |
48% |
False |
False |
295 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0085 |
0.7% |
74% |
False |
False |
256 |
| 60 |
1.1515 |
1.0892 |
0.0623 |
5.5% |
0.0081 |
0.7% |
74% |
False |
False |
180 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0071 |
0.6% |
77% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1818 |
|
2.618 |
1.1673 |
|
1.618 |
1.1584 |
|
1.000 |
1.1529 |
|
0.618 |
1.1495 |
|
HIGH |
1.1440 |
|
0.618 |
1.1406 |
|
0.500 |
1.1396 |
|
0.382 |
1.1385 |
|
LOW |
1.1351 |
|
0.618 |
1.1296 |
|
1.000 |
1.1262 |
|
1.618 |
1.1207 |
|
2.618 |
1.1118 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1386 |
| PP |
1.1382 |
1.1376 |
| S1 |
1.1369 |
1.1366 |
|