CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1339 |
1.1366 |
0.0027 |
0.2% |
1.1241 |
| High |
1.1383 |
1.1475 |
0.0093 |
0.8% |
1.1475 |
| Low |
1.1310 |
1.1363 |
0.0053 |
0.5% |
1.1236 |
| Close |
1.1364 |
1.1465 |
0.0101 |
0.9% |
1.1465 |
| Range |
0.0073 |
0.0113 |
0.0040 |
55.2% |
0.0239 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
1.8% |
0.0000 |
| Volume |
169,940 |
243,008 |
73,068 |
43.0% |
865,350 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1731 |
1.1527 |
|
| R3 |
1.1659 |
1.1618 |
1.1496 |
|
| R2 |
1.1547 |
1.1547 |
1.1486 |
|
| R1 |
1.1506 |
1.1506 |
1.1475 |
1.1526 |
| PP |
1.1434 |
1.1434 |
1.1434 |
1.1444 |
| S1 |
1.1393 |
1.1393 |
1.1455 |
1.1414 |
| S2 |
1.1322 |
1.1322 |
1.1444 |
|
| S3 |
1.1209 |
1.1281 |
1.1434 |
|
| S4 |
1.1097 |
1.1168 |
1.1403 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2026 |
1.1596 |
|
| R3 |
1.1870 |
1.1787 |
1.1531 |
|
| R2 |
1.1631 |
1.1631 |
1.1509 |
|
| R1 |
1.1548 |
1.1548 |
1.1487 |
1.1590 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1413 |
| S1 |
1.1309 |
1.1309 |
1.1443 |
1.1351 |
| S2 |
1.1153 |
1.1153 |
1.1421 |
|
| S3 |
1.0914 |
1.1070 |
1.1399 |
|
| S4 |
1.0675 |
1.0831 |
1.1334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1475 |
1.1236 |
0.0239 |
2.1% |
0.0084 |
0.7% |
96% |
True |
False |
173,070 |
| 10 |
1.1475 |
1.1234 |
0.0241 |
2.1% |
0.0088 |
0.8% |
96% |
True |
False |
166,577 |
| 20 |
1.1486 |
1.1234 |
0.0252 |
2.2% |
0.0088 |
0.8% |
92% |
False |
False |
170,097 |
| 40 |
1.1486 |
1.0853 |
0.0633 |
5.5% |
0.0098 |
0.9% |
97% |
False |
False |
170,413 |
| 60 |
1.1486 |
1.0853 |
0.0633 |
5.5% |
0.0100 |
0.9% |
97% |
False |
False |
114,837 |
| 80 |
1.1486 |
1.0772 |
0.0714 |
6.2% |
0.0100 |
0.9% |
97% |
False |
False |
86,309 |
| 100 |
1.1486 |
1.0762 |
0.0724 |
6.3% |
0.0098 |
0.9% |
97% |
False |
False |
69,127 |
| 120 |
1.1486 |
1.0588 |
0.0898 |
7.8% |
0.0099 |
0.9% |
98% |
False |
False |
57,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1953 |
|
2.618 |
1.1770 |
|
1.618 |
1.1657 |
|
1.000 |
1.1588 |
|
0.618 |
1.1545 |
|
HIGH |
1.1475 |
|
0.618 |
1.1432 |
|
0.500 |
1.1419 |
|
0.382 |
1.1405 |
|
LOW |
1.1363 |
|
0.618 |
1.1293 |
|
1.000 |
1.1250 |
|
1.618 |
1.1180 |
|
2.618 |
1.1068 |
|
4.250 |
1.0884 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1437 |
| PP |
1.1434 |
1.1409 |
| S1 |
1.1419 |
1.1381 |
|