CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1241 |
1.1283 |
0.0043 |
0.4% |
1.1313 |
| High |
1.1295 |
1.1357 |
0.0062 |
0.5% |
1.1417 |
| Low |
1.1236 |
1.1272 |
0.0036 |
0.3% |
1.1234 |
| Close |
1.1276 |
1.1306 |
0.0030 |
0.3% |
1.1245 |
| Range |
0.0059 |
0.0085 |
0.0027 |
45.3% |
0.0183 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
109,321 |
162,696 |
53,375 |
48.8% |
800,422 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1521 |
1.1352 |
|
| R3 |
1.1481 |
1.1436 |
1.1329 |
|
| R2 |
1.1396 |
1.1396 |
1.1321 |
|
| R1 |
1.1351 |
1.1351 |
1.1313 |
1.1374 |
| PP |
1.1311 |
1.1311 |
1.1311 |
1.1323 |
| S1 |
1.1266 |
1.1266 |
1.1298 |
1.1289 |
| S2 |
1.1226 |
1.1226 |
1.1290 |
|
| S3 |
1.1141 |
1.1181 |
1.1282 |
|
| S4 |
1.1056 |
1.1096 |
1.1259 |
|
|
| 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% |
0.0093 |
0.8% |
39% |
False |
False |
164,746 |
| 10 |
1.1417 |
1.1234 |
0.0183 |
1.6% |
0.0086 |
0.8% |
39% |
False |
False |
155,315 |
| 20 |
1.1486 |
1.1234 |
0.0252 |
2.2% |
0.0088 |
0.8% |
28% |
False |
False |
176,507 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0097 |
0.9% |
71% |
False |
False |
156,089 |
| 60 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0102 |
0.9% |
71% |
False |
False |
105,027 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0102 |
0.9% |
75% |
False |
False |
78,912 |
| 100 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0102 |
0.9% |
80% |
False |
False |
63,209 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0098 |
0.9% |
80% |
False |
False |
52,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1718 |
|
2.618 |
1.1579 |
|
1.618 |
1.1494 |
|
1.000 |
1.1442 |
|
0.618 |
1.1409 |
|
HIGH |
1.1357 |
|
0.618 |
1.1324 |
|
0.500 |
1.1314 |
|
0.382 |
1.1304 |
|
LOW |
1.1272 |
|
0.618 |
1.1219 |
|
1.000 |
1.1187 |
|
1.618 |
1.1134 |
|
2.618 |
1.1049 |
|
4.250 |
1.0910 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1302 |
| PP |
1.1311 |
1.1299 |
| S1 |
1.1308 |
1.1295 |
|