CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1345 |
1.1348 |
0.0003 |
0.0% |
1.1332 |
| High |
1.1452 |
1.1350 |
-0.0102 |
-0.9% |
1.1452 |
| Low |
1.1331 |
1.1272 |
-0.0059 |
-0.5% |
1.1272 |
| Close |
1.1349 |
1.1282 |
-0.0067 |
-0.6% |
1.1282 |
| Range |
0.0121 |
0.0078 |
-0.0043 |
-35.3% |
0.0180 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
503 |
285 |
-218 |
-43.3% |
1,245 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1535 |
1.1486 |
1.1324 |
|
| R3 |
1.1457 |
1.1408 |
1.1303 |
|
| R2 |
1.1379 |
1.1379 |
1.1296 |
|
| R1 |
1.1330 |
1.1330 |
1.1289 |
1.1316 |
| PP |
1.1301 |
1.1301 |
1.1301 |
1.1294 |
| S1 |
1.1252 |
1.1252 |
1.1274 |
1.1238 |
| S2 |
1.1223 |
1.1223 |
1.1267 |
|
| S3 |
1.1145 |
1.1174 |
1.1260 |
|
| S4 |
1.1067 |
1.1096 |
1.1239 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1874 |
1.1757 |
1.1380 |
|
| R3 |
1.1694 |
1.1578 |
1.1331 |
|
| R2 |
1.1515 |
1.1515 |
1.1314 |
|
| R1 |
1.1398 |
1.1398 |
1.1298 |
1.1367 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1319 |
| S1 |
1.1219 |
1.1219 |
1.1265 |
1.1187 |
| S2 |
1.1156 |
1.1156 |
1.1249 |
|
| S3 |
1.0976 |
1.1039 |
1.1232 |
|
| S4 |
1.0797 |
1.0860 |
1.1183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1452 |
1.1272 |
0.0180 |
1.6% |
0.0083 |
0.7% |
5% |
False |
True |
249 |
| 10 |
1.1515 |
1.1272 |
0.0243 |
2.2% |
0.0082 |
0.7% |
4% |
False |
True |
281 |
| 20 |
1.1515 |
1.1221 |
0.0295 |
2.6% |
0.0082 |
0.7% |
21% |
False |
False |
297 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.5% |
0.0088 |
0.8% |
62% |
False |
False |
275 |
| 60 |
1.1515 |
1.0892 |
0.0623 |
5.5% |
0.0083 |
0.7% |
63% |
False |
False |
193 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.1% |
0.0073 |
0.6% |
66% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1682 |
|
2.618 |
1.1554 |
|
1.618 |
1.1476 |
|
1.000 |
1.1428 |
|
0.618 |
1.1398 |
|
HIGH |
1.1350 |
|
0.618 |
1.1320 |
|
0.500 |
1.1311 |
|
0.382 |
1.1302 |
|
LOW |
1.1272 |
|
0.618 |
1.1224 |
|
1.000 |
1.1194 |
|
1.618 |
1.1146 |
|
2.618 |
1.1068 |
|
4.250 |
1.0941 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1362 |
| PP |
1.1301 |
1.1335 |
| S1 |
1.1291 |
1.1308 |
|