CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1301 |
1.1241 |
-0.0061 |
-0.5% |
1.1313 |
| High |
1.1325 |
1.1295 |
-0.0031 |
-0.3% |
1.1417 |
| Low |
1.1234 |
1.1236 |
0.0002 |
0.0% |
1.1234 |
| Close |
1.1245 |
1.1276 |
0.0032 |
0.3% |
1.1245 |
| Range |
0.0091 |
0.0059 |
-0.0033 |
-35.7% |
0.0183 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
152,035 |
109,321 |
-42,714 |
-28.1% |
800,422 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1444 |
1.1419 |
1.1308 |
|
| R3 |
1.1386 |
1.1360 |
1.1292 |
|
| R2 |
1.1327 |
1.1327 |
1.1287 |
|
| R1 |
1.1302 |
1.1302 |
1.1281 |
1.1315 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1275 |
| S1 |
1.1243 |
1.1243 |
1.1271 |
1.1256 |
| S2 |
1.1210 |
1.1210 |
1.1265 |
|
| S3 |
1.1152 |
1.1185 |
1.1260 |
|
| S4 |
1.1093 |
1.1126 |
1.1244 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1848 |
1.1729 |
1.1345 |
|
| R3 |
1.1665 |
1.1546 |
1.1295 |
|
| R2 |
1.1482 |
1.1482 |
1.1278 |
|
| R1 |
1.1363 |
1.1363 |
1.1261 |
1.1331 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1282 |
| S1 |
1.1180 |
1.1180 |
1.1228 |
1.1148 |
| S2 |
1.1116 |
1.1116 |
1.1211 |
|
| S3 |
1.0933 |
1.0997 |
1.1194 |
|
| S4 |
1.0750 |
1.0814 |
1.1144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1417 |
1.1234 |
0.0183 |
1.6% |
0.0092 |
0.8% |
23% |
False |
False |
161,441 |
| 10 |
1.1486 |
1.1234 |
0.0252 |
2.2% |
0.0090 |
0.8% |
17% |
False |
False |
157,261 |
| 20 |
1.1486 |
1.1195 |
0.0292 |
2.6% |
0.0091 |
0.8% |
28% |
False |
False |
179,943 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0098 |
0.9% |
67% |
False |
False |
152,231 |
| 60 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0103 |
0.9% |
67% |
False |
False |
102,331 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0101 |
0.9% |
71% |
False |
False |
76,880 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
8.0% |
0.0101 |
0.9% |
77% |
False |
False |
61,583 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
8.0% |
0.0098 |
0.9% |
77% |
False |
False |
51,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1448 |
|
1.618 |
1.1389 |
|
1.000 |
1.1353 |
|
0.618 |
1.1331 |
|
HIGH |
1.1295 |
|
0.618 |
1.1272 |
|
0.500 |
1.1265 |
|
0.382 |
1.1258 |
|
LOW |
1.1236 |
|
0.618 |
1.1200 |
|
1.000 |
1.1178 |
|
1.618 |
1.1141 |
|
2.618 |
1.1083 |
|
4.250 |
1.0987 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1272 |
1.1326 |
| PP |
1.1269 |
1.1309 |
| S1 |
1.1265 |
1.1293 |
|