CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1283 |
1.1320 |
0.0037 |
0.3% |
1.1332 |
| High |
1.1329 |
1.1391 |
0.0062 |
0.5% |
1.1452 |
| Low |
1.1283 |
1.1310 |
0.0027 |
0.2% |
1.1272 |
| Close |
1.1313 |
1.1343 |
0.0030 |
0.3% |
1.1282 |
| Range |
0.0046 |
0.0081 |
0.0035 |
76.1% |
0.0180 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
207 |
846 |
639 |
308.7% |
1,245 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1548 |
1.1387 |
|
| R3 |
1.1510 |
1.1467 |
1.1365 |
|
| R2 |
1.1429 |
1.1429 |
1.1357 |
|
| R1 |
1.1386 |
1.1386 |
1.1350 |
1.1407 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1358 |
| S1 |
1.1305 |
1.1305 |
1.1335 |
1.1326 |
| S2 |
1.1267 |
1.1267 |
1.1328 |
|
| S3 |
1.1186 |
1.1224 |
1.1320 |
|
| S4 |
1.1105 |
1.1143 |
1.1298 |
|
|
| 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% |
0.0083 |
0.7% |
39% |
False |
False |
405 |
| 10 |
1.1452 |
1.1272 |
0.0180 |
1.6% |
0.0076 |
0.7% |
39% |
False |
False |
295 |
| 20 |
1.1515 |
1.1272 |
0.0243 |
2.1% |
0.0079 |
0.7% |
29% |
False |
False |
339 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0086 |
0.8% |
72% |
False |
False |
295 |
| 60 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0082 |
0.7% |
72% |
False |
False |
208 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0075 |
0.7% |
75% |
False |
False |
164 |
| 100 |
1.1515 |
1.0688 |
0.0827 |
7.3% |
0.0072 |
0.6% |
79% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1735 |
|
2.618 |
1.1603 |
|
1.618 |
1.1522 |
|
1.000 |
1.1472 |
|
0.618 |
1.1441 |
|
HIGH |
1.1391 |
|
0.618 |
1.1360 |
|
0.500 |
1.1350 |
|
0.382 |
1.1340 |
|
LOW |
1.1310 |
|
0.618 |
1.1259 |
|
1.000 |
1.1229 |
|
1.618 |
1.1178 |
|
2.618 |
1.1097 |
|
4.250 |
1.0965 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1350 |
1.1339 |
| PP |
1.1348 |
1.1335 |
| S1 |
1.1345 |
1.1331 |
|