CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1510 |
1.1479 |
-0.0031 |
-0.3% |
1.1274 |
| High |
1.1510 |
1.1485 |
-0.0025 |
-0.2% |
1.1508 |
| Low |
1.1462 |
1.1468 |
0.0007 |
0.1% |
1.1274 |
| Close |
1.1498 |
1.1485 |
-0.0013 |
-0.1% |
1.1495 |
| Range |
0.0049 |
0.0017 |
-0.0032 |
-64.9% |
0.0235 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
30 |
37 |
7 |
23.3% |
369 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1525 |
1.1494 |
|
| R3 |
1.1513 |
1.1508 |
1.1490 |
|
| R2 |
1.1496 |
1.1496 |
1.1488 |
|
| R1 |
1.1491 |
1.1491 |
1.1487 |
1.1494 |
| PP |
1.1479 |
1.1479 |
1.1479 |
1.1481 |
| S1 |
1.1474 |
1.1474 |
1.1483 |
1.1477 |
| S2 |
1.1462 |
1.1462 |
1.1482 |
|
| S3 |
1.1445 |
1.1457 |
1.1480 |
|
| S4 |
1.1428 |
1.1440 |
1.1476 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2129 |
1.2047 |
1.1624 |
|
| R3 |
1.1895 |
1.1812 |
1.1559 |
|
| R2 |
1.1660 |
1.1660 |
1.1538 |
|
| R1 |
1.1578 |
1.1578 |
1.1516 |
1.1619 |
| PP |
1.1426 |
1.1426 |
1.1426 |
1.1446 |
| S1 |
1.1343 |
1.1343 |
1.1474 |
1.1384 |
| S2 |
1.1191 |
1.1191 |
1.1452 |
|
| S3 |
1.0957 |
1.1109 |
1.1431 |
|
| S4 |
1.0722 |
1.0874 |
1.1366 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1557 |
|
2.618 |
1.1530 |
|
1.618 |
1.1513 |
|
1.000 |
1.1502 |
|
0.618 |
1.1496 |
|
HIGH |
1.1485 |
|
0.618 |
1.1479 |
|
0.500 |
1.1477 |
|
0.382 |
1.1474 |
|
LOW |
1.1468 |
|
0.618 |
1.1457 |
|
1.000 |
1.1451 |
|
1.618 |
1.1440 |
|
2.618 |
1.1423 |
|
4.250 |
1.1396 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1482 |
1.1483 |
| PP |
1.1479 |
1.1480 |
| S1 |
1.1477 |
1.1478 |
|