CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1495 |
1.1510 |
0.0015 |
0.1% |
1.1510 |
| High |
1.1495 |
1.1535 |
0.0040 |
0.3% |
1.1550 |
| Low |
1.1495 |
1.1486 |
-0.0009 |
-0.1% |
1.1462 |
| Close |
1.1495 |
1.1509 |
0.0014 |
0.1% |
1.1495 |
| Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0089 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
40 |
21 |
-19 |
-47.5% |
109 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1657 |
1.1632 |
1.1536 |
|
| R3 |
1.1608 |
1.1583 |
1.1522 |
|
| R2 |
1.1559 |
1.1559 |
1.1518 |
|
| R1 |
1.1534 |
1.1534 |
1.1513 |
1.1522 |
| PP |
1.1510 |
1.1510 |
1.1510 |
1.1504 |
| S1 |
1.1485 |
1.1485 |
1.1505 |
1.1473 |
| S2 |
1.1461 |
1.1461 |
1.1500 |
|
| S3 |
1.1412 |
1.1436 |
1.1496 |
|
| S4 |
1.1363 |
1.1387 |
1.1482 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1768 |
1.1720 |
1.1544 |
|
| R3 |
1.1679 |
1.1631 |
1.1519 |
|
| R2 |
1.1591 |
1.1591 |
1.1511 |
|
| R1 |
1.1543 |
1.1543 |
1.1503 |
1.1523 |
| PP |
1.1502 |
1.1502 |
1.1502 |
1.1492 |
| S1 |
1.1454 |
1.1454 |
1.1487 |
1.1434 |
| S2 |
1.1414 |
1.1414 |
1.1479 |
|
| S3 |
1.1325 |
1.1366 |
1.1471 |
|
| S4 |
1.1237 |
1.1277 |
1.1446 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1743 |
|
2.618 |
1.1663 |
|
1.618 |
1.1614 |
|
1.000 |
1.1584 |
|
0.618 |
1.1565 |
|
HIGH |
1.1535 |
|
0.618 |
1.1516 |
|
0.500 |
1.1511 |
|
0.382 |
1.1505 |
|
LOW |
1.1486 |
|
0.618 |
1.1456 |
|
1.000 |
1.1437 |
|
1.618 |
1.1407 |
|
2.618 |
1.1358 |
|
4.250 |
1.1278 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1511 |
1.1514 |
| PP |
1.1510 |
1.1512 |
| S1 |
1.1510 |
1.1511 |
|