CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1347 |
1.1376 |
0.0029 |
0.3% |
1.1332 |
| High |
1.1407 |
1.1418 |
0.0012 |
0.1% |
1.1452 |
| Low |
1.1335 |
1.1356 |
0.0021 |
0.2% |
1.1272 |
| Close |
1.1378 |
1.1401 |
0.0023 |
0.2% |
1.1282 |
| Range |
0.0072 |
0.0062 |
-0.0010 |
-13.3% |
0.0180 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
510 |
712 |
202 |
39.6% |
1,245 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1551 |
1.1435 |
|
| R3 |
1.1516 |
1.1489 |
1.1418 |
|
| R2 |
1.1454 |
1.1454 |
1.1412 |
|
| R1 |
1.1427 |
1.1427 |
1.1406 |
1.1440 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1398 |
| S1 |
1.1365 |
1.1365 |
1.1395 |
1.1378 |
| S2 |
1.1330 |
1.1330 |
1.1389 |
|
| S3 |
1.1268 |
1.1303 |
1.1383 |
|
| S4 |
1.1206 |
1.1241 |
1.1366 |
|
|
| 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 |
1.1418 |
1.1272 |
0.0146 |
1.3% |
0.0068 |
0.6% |
88% |
True |
False |
512 |
| 10 |
1.1452 |
1.1272 |
0.0180 |
1.6% |
0.0074 |
0.6% |
72% |
False |
False |
373 |
| 20 |
1.1515 |
1.1272 |
0.0243 |
2.1% |
0.0077 |
0.7% |
53% |
False |
False |
363 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0088 |
0.8% |
81% |
False |
False |
324 |
| 60 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0083 |
0.7% |
81% |
False |
False |
227 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0074 |
0.6% |
83% |
False |
False |
179 |
| 100 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0070 |
0.6% |
83% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1682 |
|
2.618 |
1.1580 |
|
1.618 |
1.1518 |
|
1.000 |
1.1480 |
|
0.618 |
1.1456 |
|
HIGH |
1.1418 |
|
0.618 |
1.1394 |
|
0.500 |
1.1387 |
|
0.382 |
1.1380 |
|
LOW |
1.1356 |
|
0.618 |
1.1318 |
|
1.000 |
1.1294 |
|
1.618 |
1.1256 |
|
2.618 |
1.1194 |
|
4.250 |
1.1093 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1388 |
| PP |
1.1392 |
1.1376 |
| S1 |
1.1387 |
1.1364 |
|