CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1347 |
0.0027 |
0.2% |
1.1332 |
| High |
1.1391 |
1.1407 |
0.0016 |
0.1% |
1.1452 |
| Low |
1.1310 |
1.1335 |
0.0026 |
0.2% |
1.1272 |
| Close |
1.1343 |
1.1378 |
0.0036 |
0.3% |
1.1282 |
| Range |
0.0081 |
0.0072 |
-0.0010 |
-11.7% |
0.0180 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
846 |
510 |
-336 |
-39.7% |
1,245 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1588 |
1.1554 |
1.1417 |
|
| R3 |
1.1516 |
1.1483 |
1.1398 |
|
| R2 |
1.1445 |
1.1445 |
1.1391 |
|
| R1 |
1.1411 |
1.1411 |
1.1385 |
1.1428 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1382 |
| S1 |
1.1340 |
1.1340 |
1.1371 |
1.1357 |
| S2 |
1.1302 |
1.1302 |
1.1365 |
|
| S3 |
1.1230 |
1.1268 |
1.1358 |
|
| S4 |
1.1159 |
1.1197 |
1.1339 |
|
|
| 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% |
0.0079 |
0.7% |
59% |
False |
False |
470 |
| 10 |
1.1452 |
1.1272 |
0.0180 |
1.6% |
0.0074 |
0.6% |
59% |
False |
False |
317 |
| 20 |
1.1515 |
1.1272 |
0.0243 |
2.1% |
0.0079 |
0.7% |
44% |
False |
False |
341 |
| 40 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0087 |
0.8% |
78% |
False |
False |
307 |
| 60 |
1.1515 |
1.0898 |
0.0617 |
5.4% |
0.0082 |
0.7% |
78% |
False |
False |
216 |
| 80 |
1.1515 |
1.0829 |
0.0686 |
6.0% |
0.0075 |
0.7% |
80% |
False |
False |
170 |
| 100 |
1.1515 |
1.0746 |
0.0769 |
6.8% |
0.0073 |
0.6% |
82% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1710 |
|
2.618 |
1.1594 |
|
1.618 |
1.1522 |
|
1.000 |
1.1478 |
|
0.618 |
1.1451 |
|
HIGH |
1.1407 |
|
0.618 |
1.1379 |
|
0.500 |
1.1371 |
|
0.382 |
1.1362 |
|
LOW |
1.1335 |
|
0.618 |
1.1291 |
|
1.000 |
1.1264 |
|
1.618 |
1.1219 |
|
2.618 |
1.1148 |
|
4.250 |
1.1031 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1376 |
1.1367 |
| PP |
1.1373 |
1.1356 |
| S1 |
1.1371 |
1.1345 |
|