CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1375 |
1.1317 |
-0.0059 |
-0.5% |
1.1430 |
| High |
1.1406 |
1.1417 |
0.0011 |
0.1% |
1.1486 |
| Low |
1.1308 |
1.1287 |
-0.0022 |
-0.2% |
1.1253 |
| Close |
1.1319 |
1.1312 |
-0.0008 |
-0.1% |
1.1305 |
| Range |
0.0098 |
0.0131 |
0.0033 |
33.2% |
0.0233 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.0% |
0.0000 |
| Volume |
144,418 |
255,261 |
110,843 |
76.8% |
810,964 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1651 |
1.1383 |
|
| R3 |
1.1599 |
1.1521 |
1.1347 |
|
| R2 |
1.1469 |
1.1469 |
1.1335 |
|
| R1 |
1.1390 |
1.1390 |
1.1323 |
1.1364 |
| PP |
1.1338 |
1.1338 |
1.1338 |
1.1325 |
| S1 |
1.1260 |
1.1260 |
1.1300 |
1.1234 |
| S2 |
1.1208 |
1.1208 |
1.1288 |
|
| S3 |
1.1077 |
1.1129 |
1.1276 |
|
| S4 |
1.0947 |
1.0999 |
1.1240 |
|
|
| 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 |
1.1417 |
1.1264 |
0.0153 |
1.4% |
0.0088 |
0.8% |
31% |
True |
False |
156,050 |
| 10 |
1.1486 |
1.1253 |
0.0233 |
2.1% |
0.0089 |
0.8% |
25% |
False |
False |
161,673 |
| 20 |
1.1486 |
1.1170 |
0.0317 |
2.8% |
0.0089 |
0.8% |
45% |
False |
False |
176,363 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0099 |
0.9% |
72% |
False |
False |
145,959 |
| 60 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0103 |
0.9% |
72% |
False |
False |
98,009 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0100 |
0.9% |
76% |
False |
False |
73,620 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0101 |
0.9% |
81% |
False |
False |
58,972 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0098 |
0.9% |
81% |
False |
False |
49,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1972 |
|
2.618 |
1.1759 |
|
1.618 |
1.1628 |
|
1.000 |
1.1548 |
|
0.618 |
1.1498 |
|
HIGH |
1.1417 |
|
0.618 |
1.1367 |
|
0.500 |
1.1352 |
|
0.382 |
1.1336 |
|
LOW |
1.1287 |
|
0.618 |
1.1206 |
|
1.000 |
1.1156 |
|
1.618 |
1.1075 |
|
2.618 |
1.0945 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1352 |
1.1352 |
| PP |
1.1338 |
1.1338 |
| S1 |
1.1325 |
1.1325 |
|