CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1375 |
0.0042 |
0.4% |
1.1430 |
| High |
1.1404 |
1.1406 |
0.0003 |
0.0% |
1.1486 |
| Low |
1.1322 |
1.1308 |
-0.0014 |
-0.1% |
1.1253 |
| Close |
1.1393 |
1.1319 |
-0.0074 |
-0.6% |
1.1305 |
| Range |
0.0082 |
0.0098 |
0.0016 |
19.5% |
0.0233 |
| ATR |
0.0091 |
0.0092 |
0.0000 |
0.5% |
0.0000 |
| Volume |
146,173 |
144,418 |
-1,755 |
-1.2% |
810,964 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1577 |
1.1373 |
|
| R3 |
1.1540 |
1.1479 |
1.1346 |
|
| R2 |
1.1442 |
1.1442 |
1.1337 |
|
| R1 |
1.1381 |
1.1381 |
1.1328 |
1.1363 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1335 |
| S1 |
1.1283 |
1.1283 |
1.1310 |
1.1265 |
| S2 |
1.1246 |
1.1246 |
1.1301 |
|
| S3 |
1.1148 |
1.1185 |
1.1292 |
|
| S4 |
1.1050 |
1.1087 |
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 |
1.1406 |
1.1253 |
0.0153 |
1.4% |
0.0074 |
0.7% |
43% |
True |
False |
135,128 |
| 10 |
1.1486 |
1.1253 |
0.0233 |
2.1% |
0.0088 |
0.8% |
28% |
False |
False |
158,724 |
| 20 |
1.1486 |
1.1170 |
0.0317 |
2.8% |
0.0086 |
0.8% |
47% |
False |
False |
170,273 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0098 |
0.9% |
74% |
False |
False |
139,744 |
| 60 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0102 |
0.9% |
74% |
False |
False |
93,761 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0099 |
0.9% |
77% |
False |
False |
70,432 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0101 |
0.9% |
81% |
False |
False |
56,420 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0098 |
0.9% |
81% |
False |
False |
47,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1663 |
|
1.618 |
1.1565 |
|
1.000 |
1.1504 |
|
0.618 |
1.1467 |
|
HIGH |
1.1406 |
|
0.618 |
1.1369 |
|
0.500 |
1.1357 |
|
0.382 |
1.1345 |
|
LOW |
1.1308 |
|
0.618 |
1.1247 |
|
1.000 |
1.1210 |
|
1.618 |
1.1149 |
|
2.618 |
1.1051 |
|
4.250 |
1.0892 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1349 |
| PP |
1.1344 |
1.1339 |
| S1 |
1.1332 |
1.1329 |
|