CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1510 |
1.1465 |
-0.0045 |
-0.4% |
1.1510 |
| High |
1.1535 |
1.1495 |
-0.0041 |
-0.4% |
1.1550 |
| Low |
1.1486 |
1.1465 |
-0.0021 |
-0.2% |
1.1462 |
| Close |
1.1509 |
1.1495 |
-0.0015 |
-0.1% |
1.1495 |
| Range |
0.0049 |
0.0030 |
-0.0020 |
-39.8% |
0.0089 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
21 |
5 |
-16 |
-76.2% |
109 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1573 |
1.1563 |
1.1511 |
|
| R3 |
1.1544 |
1.1534 |
1.1503 |
|
| R2 |
1.1514 |
1.1514 |
1.1500 |
|
| R1 |
1.1504 |
1.1504 |
1.1497 |
1.1509 |
| PP |
1.1485 |
1.1485 |
1.1485 |
1.1487 |
| S1 |
1.1475 |
1.1475 |
1.1492 |
1.1480 |
| S2 |
1.1455 |
1.1455 |
1.1489 |
|
| S3 |
1.1426 |
1.1445 |
1.1486 |
|
| S4 |
1.1396 |
1.1416 |
1.1478 |
|
|
| 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 |
1.1620 |
|
2.618 |
1.1572 |
|
1.618 |
1.1542 |
|
1.000 |
1.1524 |
|
0.618 |
1.1513 |
|
HIGH |
1.1495 |
|
0.618 |
1.1483 |
|
0.500 |
1.1480 |
|
0.382 |
1.1476 |
|
LOW |
1.1465 |
|
0.618 |
1.1447 |
|
1.000 |
1.1436 |
|
1.618 |
1.1417 |
|
2.618 |
1.1388 |
|
4.250 |
1.1340 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1500 |
| PP |
1.1485 |
1.1498 |
| S1 |
1.1480 |
1.1496 |
|