CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1465 |
1.1408 |
-0.0057 |
-0.5% |
1.1510 |
| High |
1.1495 |
1.1417 |
-0.0078 |
-0.7% |
1.1550 |
| Low |
1.1465 |
1.1368 |
-0.0097 |
-0.8% |
1.1462 |
| Close |
1.1495 |
1.1381 |
-0.0114 |
-1.0% |
1.1495 |
| Range |
0.0030 |
0.0049 |
0.0019 |
64.4% |
0.0089 |
| ATR |
0.0059 |
0.0064 |
0.0005 |
8.1% |
0.0000 |
| Volume |
5 |
30 |
25 |
500.0% |
109 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1534 |
1.1506 |
1.1407 |
|
| R3 |
1.1485 |
1.1457 |
1.1394 |
|
| R2 |
1.1437 |
1.1437 |
1.1389 |
|
| R1 |
1.1409 |
1.1409 |
1.1385 |
1.1399 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1383 |
| S1 |
1.1360 |
1.1360 |
1.1376 |
1.1350 |
| S2 |
1.1340 |
1.1340 |
1.1372 |
|
| S3 |
1.1291 |
1.1312 |
1.1367 |
|
| S4 |
1.1243 |
1.1263 |
1.1354 |
|
|
| 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 |
1.1623 |
|
2.618 |
1.1543 |
|
1.618 |
1.1495 |
|
1.000 |
1.1465 |
|
0.618 |
1.1446 |
|
HIGH |
1.1417 |
|
0.618 |
1.1398 |
|
0.500 |
1.1392 |
|
0.382 |
1.1387 |
|
LOW |
1.1368 |
|
0.618 |
1.1338 |
|
1.000 |
1.1320 |
|
1.618 |
1.1290 |
|
2.618 |
1.1241 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1392 |
1.1452 |
| PP |
1.1388 |
1.1428 |
| S1 |
1.1384 |
1.1404 |
|