CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1482 |
1.1510 |
0.0028 |
0.2% |
1.1274 |
| High |
1.1508 |
1.1510 |
0.0002 |
0.0% |
1.1508 |
| Low |
1.1446 |
1.1462 |
0.0016 |
0.1% |
1.1274 |
| Close |
1.1495 |
1.1498 |
0.0003 |
0.0% |
1.1495 |
| Range |
0.0063 |
0.0049 |
-0.0014 |
-22.4% |
0.0235 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
44 |
30 |
-14 |
-31.8% |
369 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1615 |
1.1524 |
|
| R3 |
1.1587 |
1.1566 |
1.1511 |
|
| R2 |
1.1538 |
1.1538 |
1.1506 |
|
| R1 |
1.1518 |
1.1518 |
1.1502 |
1.1504 |
| PP |
1.1490 |
1.1490 |
1.1490 |
1.1483 |
| S1 |
1.1469 |
1.1469 |
1.1493 |
1.1455 |
| S2 |
1.1441 |
1.1441 |
1.1489 |
|
| S3 |
1.1393 |
1.1421 |
1.1484 |
|
| S4 |
1.1344 |
1.1372 |
1.1471 |
|
|
| 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 |
1.1716 |
|
2.618 |
1.1637 |
|
1.618 |
1.1588 |
|
1.000 |
1.1559 |
|
0.618 |
1.1540 |
|
HIGH |
1.1510 |
|
0.618 |
1.1491 |
|
0.500 |
1.1486 |
|
0.382 |
1.1480 |
|
LOW |
1.1462 |
|
0.618 |
1.1432 |
|
1.000 |
1.1413 |
|
1.618 |
1.1383 |
|
2.618 |
1.1335 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1494 |
1.1491 |
| PP |
1.1490 |
1.1484 |
| S1 |
1.1486 |
1.1478 |
|