CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1314 |
1.1339 |
0.0025 |
0.2% |
1.1313 |
| High |
1.1378 |
1.1383 |
0.0005 |
0.0% |
1.1417 |
| Low |
1.1287 |
1.1310 |
0.0024 |
0.2% |
1.1234 |
| Close |
1.1341 |
1.1364 |
0.0023 |
0.2% |
1.1245 |
| Range |
0.0092 |
0.0073 |
-0.0019 |
-20.8% |
0.0183 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
180,385 |
169,940 |
-10,445 |
-5.8% |
800,422 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1539 |
1.1404 |
|
| R3 |
1.1497 |
1.1467 |
1.1384 |
|
| R2 |
1.1425 |
1.1425 |
1.1377 |
|
| R1 |
1.1394 |
1.1394 |
1.1371 |
1.1410 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1360 |
| S1 |
1.1322 |
1.1322 |
1.1357 |
1.1337 |
| S2 |
1.1280 |
1.1280 |
1.1351 |
|
| S3 |
1.1207 |
1.1249 |
1.1344 |
|
| S4 |
1.1135 |
1.1177 |
1.1324 |
|
|
| 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 |
1.1383 |
1.1234 |
0.0149 |
1.3% |
0.0080 |
0.7% |
88% |
True |
False |
154,875 |
| 10 |
1.1417 |
1.1234 |
0.0183 |
1.6% |
0.0084 |
0.7% |
71% |
False |
False |
155,462 |
| 20 |
1.1486 |
1.1234 |
0.0252 |
2.2% |
0.0087 |
0.8% |
52% |
False |
False |
171,770 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0099 |
0.9% |
81% |
False |
False |
164,516 |
| 60 |
1.1486 |
1.0853 |
0.0633 |
5.6% |
0.0103 |
0.9% |
81% |
False |
False |
110,846 |
| 80 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0101 |
0.9% |
83% |
False |
False |
83,280 |
| 100 |
1.1486 |
1.0762 |
0.0724 |
6.4% |
0.0098 |
0.9% |
83% |
False |
False |
66,701 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.9% |
0.0098 |
0.9% |
86% |
False |
False |
55,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1572 |
|
1.618 |
1.1500 |
|
1.000 |
1.1455 |
|
0.618 |
1.1427 |
|
HIGH |
1.1383 |
|
0.618 |
1.1355 |
|
0.500 |
1.1346 |
|
0.382 |
1.1338 |
|
LOW |
1.1310 |
|
0.618 |
1.1265 |
|
1.000 |
1.1238 |
|
1.618 |
1.1193 |
|
2.618 |
1.1120 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1352 |
| PP |
1.1352 |
1.1339 |
| S1 |
1.1346 |
1.1327 |
|