CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1394 |
1.1430 |
0.0036 |
0.3% |
1.1420 |
| High |
1.1440 |
1.1469 |
0.0029 |
0.3% |
1.1476 |
| Low |
1.1370 |
1.1393 |
0.0023 |
0.2% |
1.1349 |
| Close |
1.1419 |
1.1433 |
0.0014 |
0.1% |
1.1419 |
| Range |
0.0070 |
0.0077 |
0.0007 |
9.3% |
0.0127 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
157,386 |
148,089 |
-9,297 |
-5.9% |
925,212 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1624 |
1.1475 |
|
| R3 |
1.1585 |
1.1547 |
1.1454 |
|
| R2 |
1.1508 |
1.1508 |
1.1447 |
|
| R1 |
1.1471 |
1.1471 |
1.1440 |
1.1489 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1441 |
| S1 |
1.1394 |
1.1394 |
1.1426 |
1.1413 |
| S2 |
1.1355 |
1.1355 |
1.1419 |
|
| S3 |
1.1279 |
1.1318 |
1.1412 |
|
| S4 |
1.1202 |
1.1241 |
1.1391 |
|
|
| 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% |
0.0088 |
0.8% |
66% |
False |
False |
188,312 |
| 10 |
1.1476 |
1.1195 |
0.0282 |
2.5% |
0.0092 |
0.8% |
85% |
False |
False |
202,624 |
| 20 |
1.1476 |
1.1088 |
0.0388 |
3.4% |
0.0089 |
0.8% |
89% |
False |
False |
177,584 |
| 40 |
1.1476 |
1.0853 |
0.0623 |
5.4% |
0.0099 |
0.9% |
93% |
False |
False |
113,635 |
| 60 |
1.1476 |
1.0827 |
0.0650 |
5.7% |
0.0102 |
0.9% |
93% |
False |
False |
76,228 |
| 80 |
1.1476 |
1.0762 |
0.0714 |
6.2% |
0.0100 |
0.9% |
94% |
False |
False |
57,274 |
| 100 |
1.1476 |
1.0588 |
0.0888 |
7.8% |
0.0099 |
0.9% |
95% |
False |
False |
45,875 |
| 120 |
1.1476 |
1.0588 |
0.0888 |
7.8% |
0.0098 |
0.9% |
95% |
False |
False |
38,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1669 |
|
1.618 |
1.1593 |
|
1.000 |
1.1546 |
|
0.618 |
1.1516 |
|
HIGH |
1.1469 |
|
0.618 |
1.1440 |
|
0.500 |
1.1431 |
|
0.382 |
1.1422 |
|
LOW |
1.1393 |
|
0.618 |
1.1345 |
|
1.000 |
1.1316 |
|
1.618 |
1.1269 |
|
2.618 |
1.1192 |
|
4.250 |
1.1067 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1432 |
1.1428 |
| PP |
1.1432 |
1.1422 |
| S1 |
1.1431 |
1.1417 |
|