CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1295 |
1.1278 |
-0.0018 |
-0.2% |
1.1430 |
| High |
1.1315 |
1.1336 |
0.0022 |
0.2% |
1.1486 |
| Low |
1.1253 |
1.1264 |
0.0011 |
0.1% |
1.1253 |
| Close |
1.1286 |
1.1305 |
0.0019 |
0.2% |
1.1305 |
| Range |
0.0062 |
0.0072 |
0.0011 |
17.1% |
0.0233 |
| ATR |
0.0096 |
0.0095 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
150,653 |
131,864 |
-18,789 |
-12.5% |
810,964 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1483 |
1.1344 |
|
| R3 |
1.1446 |
1.1411 |
1.1324 |
|
| R2 |
1.1374 |
1.1374 |
1.1318 |
|
| R1 |
1.1339 |
1.1339 |
1.1311 |
1.1356 |
| PP |
1.1302 |
1.1302 |
1.1302 |
1.1310 |
| S1 |
1.1267 |
1.1267 |
1.1298 |
1.1284 |
| S2 |
1.1230 |
1.1230 |
1.1291 |
|
| S3 |
1.1158 |
1.1195 |
1.1285 |
|
| S4 |
1.1086 |
1.1123 |
1.1265 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2047 |
1.1909 |
1.1433 |
|
| R3 |
1.1814 |
1.1676 |
1.1369 |
|
| R2 |
1.1581 |
1.1581 |
1.1347 |
|
| R1 |
1.1443 |
1.1443 |
1.1326 |
1.1395 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1324 |
| S1 |
1.1210 |
1.1210 |
1.1283 |
1.1162 |
| S2 |
1.1115 |
1.1115 |
1.1262 |
|
| S3 |
1.0882 |
1.0977 |
1.1240 |
|
| S4 |
1.0649 |
1.0744 |
1.1176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1486 |
1.1253 |
0.0233 |
2.1% |
0.0091 |
0.8% |
22% |
False |
False |
162,192 |
| 10 |
1.1486 |
1.1253 |
0.0233 |
2.1% |
0.0087 |
0.8% |
22% |
False |
False |
173,617 |
| 20 |
1.1486 |
1.1170 |
0.0317 |
2.8% |
0.0084 |
0.7% |
43% |
False |
False |
172,055 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0099 |
0.9% |
71% |
False |
False |
130,047 |
| 60 |
1.1486 |
1.0827 |
0.0660 |
5.8% |
0.0102 |
0.9% |
72% |
False |
False |
87,236 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0100 |
0.9% |
75% |
False |
False |
65,526 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0100 |
0.9% |
80% |
False |
False |
52,494 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0098 |
0.9% |
80% |
False |
False |
43,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1524 |
|
1.618 |
1.1452 |
|
1.000 |
1.1408 |
|
0.618 |
1.1380 |
|
HIGH |
1.1336 |
|
0.618 |
1.1308 |
|
0.500 |
1.1300 |
|
0.382 |
1.1292 |
|
LOW |
1.1264 |
|
0.618 |
1.1220 |
|
1.000 |
1.1192 |
|
1.618 |
1.1148 |
|
2.618 |
1.1076 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1332 |
| PP |
1.1302 |
1.1323 |
| S1 |
1.1300 |
1.1314 |
|