CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1376 |
1.1406 |
0.0031 |
0.3% |
1.1283 |
| High |
1.1418 |
1.1510 |
0.0092 |
0.8% |
1.1510 |
| Low |
1.1356 |
1.1406 |
0.0050 |
0.4% |
1.1283 |
| Close |
1.1401 |
1.1502 |
0.0101 |
0.9% |
1.1502 |
| Range |
0.0062 |
0.0104 |
0.0042 |
67.7% |
0.0227 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.6% |
0.0000 |
| Volume |
712 |
726 |
14 |
2.0% |
3,001 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1785 |
1.1747 |
1.1559 |
|
| R3 |
1.1681 |
1.1643 |
1.1530 |
|
| R2 |
1.1577 |
1.1577 |
1.1521 |
|
| R1 |
1.1539 |
1.1539 |
1.1511 |
1.1558 |
| PP |
1.1473 |
1.1473 |
1.1473 |
1.1482 |
| S1 |
1.1435 |
1.1435 |
1.1492 |
1.1454 |
| S2 |
1.1369 |
1.1369 |
1.1482 |
|
| S3 |
1.1265 |
1.1331 |
1.1473 |
|
| S4 |
1.1161 |
1.1227 |
1.1444 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2113 |
1.2034 |
1.1626 |
|
| R3 |
1.1886 |
1.1807 |
1.1564 |
|
| R2 |
1.1659 |
1.1659 |
1.1543 |
|
| R1 |
1.1580 |
1.1580 |
1.1522 |
1.1619 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1451 |
| S1 |
1.1353 |
1.1353 |
1.1481 |
1.1392 |
| S2 |
1.1205 |
1.1205 |
1.1460 |
|
| S3 |
1.0978 |
1.1126 |
1.1439 |
|
| S4 |
1.0751 |
1.0899 |
1.1377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1510 |
1.1283 |
0.0227 |
2.0% |
0.0073 |
0.6% |
96% |
True |
False |
600 |
| 10 |
1.1510 |
1.1272 |
0.0238 |
2.1% |
0.0078 |
0.7% |
96% |
True |
False |
424 |
| 20 |
1.1515 |
1.1272 |
0.0243 |
2.1% |
0.0078 |
0.7% |
94% |
False |
False |
366 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0088 |
0.8% |
98% |
False |
False |
335 |
| 60 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0081 |
0.7% |
98% |
False |
False |
239 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0074 |
0.6% |
98% |
False |
False |
188 |
| 100 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0071 |
0.6% |
98% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1952 |
|
2.618 |
1.1782 |
|
1.618 |
1.1678 |
|
1.000 |
1.1614 |
|
0.618 |
1.1574 |
|
HIGH |
1.1510 |
|
0.618 |
1.1470 |
|
0.500 |
1.1458 |
|
0.382 |
1.1446 |
|
LOW |
1.1406 |
|
0.618 |
1.1342 |
|
1.000 |
1.1302 |
|
1.618 |
1.1238 |
|
2.618 |
1.1134 |
|
4.250 |
1.0964 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1487 |
1.1475 |
| PP |
1.1473 |
1.1449 |
| S1 |
1.1458 |
1.1423 |
|