CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1412 |
1.1345 |
-0.0067 |
-0.6% |
1.1459 |
| High |
1.1440 |
1.1452 |
0.0012 |
0.1% |
1.1515 |
| Low |
1.1351 |
1.1331 |
-0.0020 |
-0.2% |
1.1292 |
| Close |
1.1356 |
1.1349 |
-0.0008 |
-0.1% |
1.1341 |
| Range |
0.0089 |
0.0121 |
0.0032 |
35.4% |
0.0224 |
| ATR |
0.0083 |
0.0085 |
0.0003 |
3.3% |
0.0000 |
| Volume |
185 |
503 |
318 |
171.9% |
1,569 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1739 |
1.1664 |
1.1415 |
|
| R3 |
1.1618 |
1.1544 |
1.1382 |
|
| R2 |
1.1498 |
1.1498 |
1.1371 |
|
| R1 |
1.1423 |
1.1423 |
1.1360 |
1.1460 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1396 |
| S1 |
1.1303 |
1.1303 |
1.1337 |
1.1340 |
| S2 |
1.1257 |
1.1257 |
1.1326 |
|
| S3 |
1.1136 |
1.1182 |
1.1315 |
|
| S4 |
1.1016 |
1.1062 |
1.1282 |
|
|
| 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 |
1.1452 |
1.1303 |
0.0149 |
1.3% |
0.0080 |
0.7% |
31% |
True |
False |
234 |
| 10 |
1.1515 |
1.1292 |
0.0224 |
2.0% |
0.0080 |
0.7% |
26% |
False |
False |
286 |
| 20 |
1.1515 |
1.1209 |
0.0306 |
2.7% |
0.0080 |
0.7% |
46% |
False |
False |
310 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0087 |
0.8% |
73% |
False |
False |
268 |
| 60 |
1.1515 |
1.0892 |
0.0623 |
5.5% |
0.0082 |
0.7% |
73% |
False |
False |
188 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0072 |
0.6% |
76% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1964 |
|
2.618 |
1.1767 |
|
1.618 |
1.1646 |
|
1.000 |
1.1572 |
|
0.618 |
1.1526 |
|
HIGH |
1.1452 |
|
0.618 |
1.1405 |
|
0.500 |
1.1391 |
|
0.382 |
1.1377 |
|
LOW |
1.1331 |
|
0.618 |
1.1257 |
|
1.000 |
1.1211 |
|
1.618 |
1.1136 |
|
2.618 |
1.1016 |
|
4.250 |
1.0819 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1391 |
1.1391 |
| PP |
1.1377 |
1.1377 |
| S1 |
1.1363 |
1.1363 |
|