CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1490 |
1.1482 |
-0.0008 |
-0.1% |
1.1274 |
| High |
1.1508 |
1.1508 |
0.0000 |
0.0% |
1.1508 |
| Low |
1.1490 |
1.1446 |
-0.0045 |
-0.4% |
1.1274 |
| Close |
1.1490 |
1.1495 |
0.0005 |
0.0% |
1.1495 |
| Range |
0.0018 |
0.0063 |
0.0045 |
247.2% |
0.0235 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
31 |
44 |
13 |
41.9% |
369 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1645 |
1.1529 |
|
| R3 |
1.1608 |
1.1583 |
1.1512 |
|
| R2 |
1.1545 |
1.1545 |
1.1506 |
|
| R1 |
1.1520 |
1.1520 |
1.1501 |
1.1533 |
| PP |
1.1483 |
1.1483 |
1.1483 |
1.1489 |
| S1 |
1.1458 |
1.1458 |
1.1489 |
1.1470 |
| S2 |
1.1420 |
1.1420 |
1.1484 |
|
| S3 |
1.1358 |
1.1395 |
1.1478 |
|
| S4 |
1.1295 |
1.1333 |
1.1461 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2129 |
1.2047 |
1.1624 |
|
| R3 |
1.1895 |
1.1812 |
1.1559 |
|
| R2 |
1.1660 |
1.1660 |
1.1538 |
|
| R1 |
1.1578 |
1.1578 |
1.1516 |
1.1619 |
| PP |
1.1426 |
1.1426 |
1.1426 |
1.1446 |
| S1 |
1.1343 |
1.1343 |
1.1474 |
1.1384 |
| S2 |
1.1191 |
1.1191 |
1.1452 |
|
| S3 |
1.0957 |
1.1109 |
1.1431 |
|
| S4 |
1.0722 |
1.0874 |
1.1366 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1672 |
|
1.618 |
1.1609 |
|
1.000 |
1.1571 |
|
0.618 |
1.1547 |
|
HIGH |
1.1508 |
|
0.618 |
1.1484 |
|
0.500 |
1.1477 |
|
0.382 |
1.1469 |
|
LOW |
1.1446 |
|
0.618 |
1.1407 |
|
1.000 |
1.1383 |
|
1.618 |
1.1344 |
|
2.618 |
1.1282 |
|
4.250 |
1.1180 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1489 |
1.1480 |
| PP |
1.1483 |
1.1465 |
| S1 |
1.1477 |
1.1451 |
|