CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1453 |
1.1370 |
-0.0083 |
-0.7% |
1.1407 |
| High |
1.1491 |
1.1370 |
-0.0121 |
-1.1% |
1.1491 |
| Low |
1.1388 |
1.1319 |
-0.0070 |
-0.6% |
1.1319 |
| Close |
1.1388 |
1.1321 |
-0.0067 |
-0.6% |
1.1321 |
| Range |
0.0103 |
0.0052 |
-0.0052 |
-50.0% |
0.0173 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.0% |
0.0000 |
| Volume |
15 |
19 |
4 |
26.7% |
59 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1491 |
1.1458 |
1.1349 |
|
| R3 |
1.1440 |
1.1406 |
1.1335 |
|
| R2 |
1.1388 |
1.1388 |
1.1330 |
|
| R1 |
1.1355 |
1.1355 |
1.1326 |
1.1346 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1332 |
| S1 |
1.1303 |
1.1303 |
1.1316 |
1.1294 |
| S2 |
1.1285 |
1.1285 |
1.1312 |
|
| S3 |
1.1234 |
1.1252 |
1.1307 |
|
| S4 |
1.1182 |
1.1200 |
1.1293 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1780 |
1.1416 |
|
| R3 |
1.1722 |
1.1608 |
1.1368 |
|
| R2 |
1.1549 |
1.1549 |
1.1353 |
|
| R1 |
1.1435 |
1.1435 |
1.1337 |
1.1406 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1362 |
| S1 |
1.1263 |
1.1263 |
1.1305 |
1.1234 |
| S2 |
1.1204 |
1.1204 |
1.1289 |
|
| S3 |
1.1032 |
1.1090 |
1.1274 |
|
| S4 |
1.0859 |
1.0918 |
1.1226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1589 |
|
2.618 |
1.1505 |
|
1.618 |
1.1453 |
|
1.000 |
1.1422 |
|
0.618 |
1.1402 |
|
HIGH |
1.1370 |
|
0.618 |
1.1350 |
|
0.500 |
1.1344 |
|
0.382 |
1.1338 |
|
LOW |
1.1319 |
|
0.618 |
1.1287 |
|
1.000 |
1.1267 |
|
1.618 |
1.1235 |
|
2.618 |
1.1184 |
|
4.250 |
1.1100 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1344 |
1.1405 |
| PP |
1.1337 |
1.1377 |
| S1 |
1.1329 |
1.1349 |
|