CME Euro FX (E) Future June 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 |
1.1360 |
1.1405 |
0.0045 |
0.4% |
1.1186 |
| High |
1.1438 |
1.1463 |
0.0025 |
0.2% |
1.1463 |
| Low |
1.1335 |
1.1359 |
0.0024 |
0.2% |
1.1179 |
| Close |
1.1412 |
1.1417 |
0.0005 |
0.0% |
1.1417 |
| Range |
0.0104 |
0.0104 |
0.0001 |
0.5% |
0.0284 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.2% |
0.0000 |
| Volume |
231,438 |
276,466 |
45,028 |
19.5% |
1,025,670 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1725 |
1.1675 |
1.1474 |
|
| R3 |
1.1621 |
1.1571 |
1.1445 |
|
| R2 |
1.1517 |
1.1517 |
1.1436 |
|
| R1 |
1.1467 |
1.1467 |
1.1426 |
1.1492 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1425 |
| S1 |
1.1363 |
1.1363 |
1.1407 |
1.1388 |
| S2 |
1.1309 |
1.1309 |
1.1397 |
|
| S3 |
1.1205 |
1.1259 |
1.1388 |
|
| S4 |
1.1101 |
1.1155 |
1.1359 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2095 |
1.1573 |
|
| R3 |
1.1921 |
1.1811 |
1.1495 |
|
| R2 |
1.1637 |
1.1637 |
1.1469 |
|
| R1 |
1.1527 |
1.1527 |
1.1443 |
1.1582 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1380 |
| S1 |
1.1243 |
1.1243 |
1.1390 |
1.1298 |
| S2 |
1.1069 |
1.1069 |
1.1364 |
|
| S3 |
1.0785 |
1.0959 |
1.1338 |
|
| S4 |
1.0501 |
1.0675 |
1.1260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1463 |
1.1179 |
0.0284 |
2.5% |
0.0098 |
0.9% |
84% |
True |
False |
205,134 |
| 10 |
1.1463 |
1.1170 |
0.0293 |
2.6% |
0.0080 |
0.7% |
84% |
True |
False |
170,494 |
| 20 |
1.1463 |
1.0853 |
0.0610 |
5.3% |
0.0109 |
1.0% |
92% |
True |
False |
170,729 |
| 40 |
1.1463 |
1.0853 |
0.0610 |
5.3% |
0.0107 |
0.9% |
92% |
True |
False |
87,206 |
| 60 |
1.1463 |
1.0772 |
0.0691 |
6.0% |
0.0105 |
0.9% |
93% |
True |
False |
58,380 |
| 80 |
1.1463 |
1.0762 |
0.0701 |
6.1% |
0.0101 |
0.9% |
93% |
True |
False |
43,885 |
| 100 |
1.1463 |
1.0588 |
0.0875 |
7.7% |
0.0101 |
0.9% |
95% |
True |
False |
35,153 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.3% |
0.0098 |
0.9% |
87% |
False |
False |
29,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1905 |
|
2.618 |
1.1735 |
|
1.618 |
1.1631 |
|
1.000 |
1.1567 |
|
0.618 |
1.1527 |
|
HIGH |
1.1463 |
|
0.618 |
1.1423 |
|
0.500 |
1.1411 |
|
0.382 |
1.1398 |
|
LOW |
1.1359 |
|
0.618 |
1.1294 |
|
1.000 |
1.1255 |
|
1.618 |
1.1190 |
|
2.618 |
1.1086 |
|
4.250 |
1.0917 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1415 |
1.1407 |
| PP |
1.1413 |
1.1397 |
| S1 |
1.1411 |
1.1387 |
|