CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1417 |
1.1394 |
-0.0023 |
-0.2% |
1.1420 |
| High |
1.1476 |
1.1440 |
-0.0036 |
-0.3% |
1.1476 |
| Low |
1.1358 |
1.1370 |
0.0012 |
0.1% |
1.1349 |
| Close |
1.1401 |
1.1419 |
0.0019 |
0.2% |
1.1419 |
| Range |
0.0118 |
0.0070 |
-0.0048 |
-40.7% |
0.0127 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
225,764 |
157,386 |
-68,378 |
-30.3% |
925,212 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1589 |
1.1458 |
|
| R3 |
1.1550 |
1.1519 |
1.1438 |
|
| R2 |
1.1480 |
1.1480 |
1.1432 |
|
| R1 |
1.1449 |
1.1449 |
1.1425 |
1.1465 |
| PP |
1.1410 |
1.1410 |
1.1410 |
1.1417 |
| S1 |
1.1379 |
1.1379 |
1.1413 |
1.1395 |
| S2 |
1.1340 |
1.1340 |
1.1406 |
|
| S3 |
1.1270 |
1.1309 |
1.1400 |
|
| S4 |
1.1200 |
1.1239 |
1.1381 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1796 |
1.1734 |
1.1489 |
|
| R3 |
1.1669 |
1.1607 |
1.1454 |
|
| R2 |
1.1542 |
1.1542 |
1.1442 |
|
| R1 |
1.1480 |
1.1480 |
1.1431 |
1.1448 |
| PP |
1.1415 |
1.1415 |
1.1415 |
1.1398 |
| S1 |
1.1353 |
1.1353 |
1.1407 |
1.1321 |
| S2 |
1.1288 |
1.1288 |
1.1396 |
|
| S3 |
1.1161 |
1.1226 |
1.1384 |
|
| S4 |
1.1034 |
1.1099 |
1.1349 |
|
|
| 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% |
0.0084 |
0.7% |
55% |
False |
False |
185,042 |
| 10 |
1.1476 |
1.1179 |
0.0298 |
2.6% |
0.0091 |
0.8% |
81% |
False |
False |
195,088 |
| 20 |
1.1476 |
1.1088 |
0.0388 |
3.4% |
0.0091 |
0.8% |
85% |
False |
False |
184,950 |
| 40 |
1.1476 |
1.0853 |
0.0623 |
5.5% |
0.0099 |
0.9% |
91% |
False |
False |
109,992 |
| 60 |
1.1476 |
1.0827 |
0.0650 |
5.7% |
0.0102 |
0.9% |
91% |
False |
False |
73,765 |
| 80 |
1.1476 |
1.0762 |
0.0714 |
6.3% |
0.0100 |
0.9% |
92% |
False |
False |
55,427 |
| 100 |
1.1476 |
1.0588 |
0.0888 |
7.8% |
0.0099 |
0.9% |
94% |
False |
False |
44,396 |
| 120 |
1.1476 |
1.0588 |
0.0888 |
7.8% |
0.0098 |
0.9% |
94% |
False |
False |
37,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1738 |
|
2.618 |
1.1623 |
|
1.618 |
1.1553 |
|
1.000 |
1.1510 |
|
0.618 |
1.1483 |
|
HIGH |
1.1440 |
|
0.618 |
1.1413 |
|
0.500 |
1.1405 |
|
0.382 |
1.1397 |
|
LOW |
1.1370 |
|
0.618 |
1.1327 |
|
1.000 |
1.1300 |
|
1.618 |
1.1257 |
|
2.618 |
1.1187 |
|
4.250 |
1.1073 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1414 |
1.1417 |
| PP |
1.1410 |
1.1415 |
| S1 |
1.1405 |
1.1413 |
|