CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1313 |
1.1333 |
0.0020 |
0.2% |
1.1430 |
| High |
1.1351 |
1.1404 |
0.0053 |
0.5% |
1.1486 |
| Low |
1.1293 |
1.1322 |
0.0029 |
0.3% |
1.1253 |
| Close |
1.1332 |
1.1393 |
0.0061 |
0.5% |
1.1305 |
| Range |
0.0059 |
0.0082 |
0.0024 |
40.2% |
0.0233 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
102,535 |
146,173 |
43,638 |
42.6% |
810,964 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1588 |
1.1438 |
|
| R3 |
1.1537 |
1.1506 |
1.1416 |
|
| R2 |
1.1455 |
1.1455 |
1.1408 |
|
| R1 |
1.1424 |
1.1424 |
1.1401 |
1.1439 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1380 |
| S1 |
1.1342 |
1.1342 |
1.1385 |
1.1357 |
| S2 |
1.1291 |
1.1291 |
1.1378 |
|
| S3 |
1.1209 |
1.1260 |
1.1370 |
|
| S4 |
1.1127 |
1.1178 |
1.1348 |
|
|
| 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 |
1.1412 |
1.1253 |
0.0159 |
1.4% |
0.0080 |
0.7% |
88% |
False |
False |
145,884 |
| 10 |
1.1486 |
1.1253 |
0.0233 |
2.0% |
0.0089 |
0.8% |
60% |
False |
False |
167,106 |
| 20 |
1.1486 |
1.1170 |
0.0317 |
2.8% |
0.0084 |
0.7% |
71% |
False |
False |
170,913 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0097 |
0.9% |
85% |
False |
False |
136,197 |
| 60 |
1.1486 |
1.0836 |
0.0651 |
5.7% |
0.0101 |
0.9% |
86% |
False |
False |
91,358 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0099 |
0.9% |
87% |
False |
False |
68,631 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0100 |
0.9% |
90% |
False |
False |
54,976 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0098 |
0.9% |
90% |
False |
False |
45,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1752 |
|
2.618 |
1.1618 |
|
1.618 |
1.1536 |
|
1.000 |
1.1486 |
|
0.618 |
1.1454 |
|
HIGH |
1.1404 |
|
0.618 |
1.1372 |
|
0.500 |
1.1363 |
|
0.382 |
1.1353 |
|
LOW |
1.1322 |
|
0.618 |
1.1271 |
|
1.000 |
1.1240 |
|
1.618 |
1.1189 |
|
2.618 |
1.1107 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1383 |
1.1373 |
| PP |
1.1373 |
1.1354 |
| S1 |
1.1363 |
1.1334 |
|