CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1406 |
1.1417 |
0.0011 |
0.1% |
1.1186 |
| High |
1.1455 |
1.1476 |
0.0022 |
0.2% |
1.1463 |
| Low |
1.1349 |
1.1358 |
0.0009 |
0.1% |
1.1179 |
| Close |
1.1429 |
1.1401 |
-0.0029 |
-0.2% |
1.1417 |
| Range |
0.0106 |
0.0118 |
0.0013 |
11.8% |
0.0284 |
| ATR |
0.0097 |
0.0098 |
0.0002 |
1.6% |
0.0000 |
| Volume |
228,244 |
225,764 |
-2,480 |
-1.1% |
1,025,670 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1766 |
1.1701 |
1.1465 |
|
| R3 |
1.1648 |
1.1583 |
1.1433 |
|
| R2 |
1.1530 |
1.1530 |
1.1422 |
|
| R1 |
1.1465 |
1.1465 |
1.1411 |
1.1438 |
| PP |
1.1412 |
1.1412 |
1.1412 |
1.1398 |
| S1 |
1.1347 |
1.1347 |
1.1390 |
1.1320 |
| S2 |
1.1294 |
1.1294 |
1.1379 |
|
| S3 |
1.1176 |
1.1229 |
1.1368 |
|
| S4 |
1.1058 |
1.1111 |
1.1336 |
|
|
| 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 |
1.1476 |
1.1349 |
0.0127 |
1.1% |
0.0091 |
0.8% |
41% |
True |
False |
208,858 |
| 10 |
1.1476 |
1.1170 |
0.0307 |
2.7% |
0.0089 |
0.8% |
75% |
True |
False |
191,054 |
| 20 |
1.1476 |
1.0853 |
0.0623 |
5.5% |
0.0108 |
0.9% |
88% |
True |
False |
191,395 |
| 40 |
1.1476 |
1.0853 |
0.0623 |
5.5% |
0.0101 |
0.9% |
88% |
True |
False |
106,108 |
| 60 |
1.1476 |
1.0827 |
0.0650 |
5.7% |
0.0103 |
0.9% |
88% |
True |
False |
71,151 |
| 80 |
1.1476 |
1.0762 |
0.0714 |
6.3% |
0.0100 |
0.9% |
89% |
True |
False |
53,463 |
| 100 |
1.1476 |
1.0588 |
0.0888 |
7.8% |
0.0100 |
0.9% |
91% |
True |
False |
42,823 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0098 |
0.9% |
85% |
False |
False |
35,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1978 |
|
2.618 |
1.1785 |
|
1.618 |
1.1667 |
|
1.000 |
1.1594 |
|
0.618 |
1.1549 |
|
HIGH |
1.1476 |
|
0.618 |
1.1431 |
|
0.500 |
1.1417 |
|
0.382 |
1.1403 |
|
LOW |
1.1358 |
|
0.618 |
1.1285 |
|
1.000 |
1.1240 |
|
1.618 |
1.1167 |
|
2.618 |
1.1049 |
|
4.250 |
1.0857 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1417 |
1.1413 |
| PP |
1.1412 |
1.1409 |
| S1 |
1.1406 |
1.1405 |
|