CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1348 |
1.1283 |
-0.0065 |
-0.6% |
1.1332 |
| High |
1.1350 |
1.1329 |
-0.0021 |
-0.2% |
1.1452 |
| Low |
1.1272 |
1.1283 |
0.0011 |
0.1% |
1.1272 |
| Close |
1.1282 |
1.1313 |
0.0032 |
0.3% |
1.1282 |
| Range |
0.0078 |
0.0046 |
-0.0032 |
-41.0% |
0.0180 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
285 |
207 |
-78 |
-27.4% |
1,245 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1446 |
1.1426 |
1.1338 |
|
| R3 |
1.1400 |
1.1380 |
1.1326 |
|
| R2 |
1.1354 |
1.1354 |
1.1321 |
|
| R1 |
1.1334 |
1.1334 |
1.1317 |
1.1344 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1314 |
| S1 |
1.1288 |
1.1288 |
1.1309 |
1.1298 |
| S2 |
1.1262 |
1.1262 |
1.1305 |
|
| S3 |
1.1216 |
1.1242 |
1.1300 |
|
| S4 |
1.1170 |
1.1196 |
1.1288 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1874 |
1.1757 |
1.1380 |
|
| R3 |
1.1694 |
1.1578 |
1.1331 |
|
| R2 |
1.1515 |
1.1515 |
1.1314 |
|
| R1 |
1.1398 |
1.1398 |
1.1298 |
1.1367 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1319 |
| S1 |
1.1219 |
1.1219 |
1.1265 |
1.1187 |
| S2 |
1.1156 |
1.1156 |
1.1249 |
|
| S3 |
1.0976 |
1.1039 |
1.1232 |
|
| S4 |
1.0797 |
1.0860 |
1.1183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1452 |
1.1272 |
0.0180 |
1.6% |
0.0081 |
0.7% |
23% |
False |
False |
274 |
| 10 |
1.1515 |
1.1272 |
0.0243 |
2.1% |
0.0079 |
0.7% |
17% |
False |
False |
294 |
| 20 |
1.1515 |
1.1234 |
0.0281 |
2.5% |
0.0081 |
0.7% |
28% |
False |
False |
305 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.5% |
0.0085 |
0.8% |
67% |
False |
False |
274 |
| 60 |
1.1515 |
1.0892 |
0.0623 |
5.5% |
0.0082 |
0.7% |
68% |
False |
False |
195 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.1% |
0.0074 |
0.7% |
71% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1525 |
|
2.618 |
1.1449 |
|
1.618 |
1.1403 |
|
1.000 |
1.1375 |
|
0.618 |
1.1357 |
|
HIGH |
1.1329 |
|
0.618 |
1.1311 |
|
0.500 |
1.1306 |
|
0.382 |
1.1301 |
|
LOW |
1.1283 |
|
0.618 |
1.1255 |
|
1.000 |
1.1237 |
|
1.618 |
1.1209 |
|
2.618 |
1.1163 |
|
4.250 |
1.1088 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1362 |
| PP |
1.1308 |
1.1346 |
| S1 |
1.1306 |
1.1329 |
|