CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1428 |
0.0022 |
0.2% |
1.1510 |
| High |
1.1407 |
1.1472 |
0.0066 |
0.6% |
1.1535 |
| Low |
1.1407 |
1.1428 |
0.0022 |
0.2% |
1.1360 |
| Close |
1.1407 |
1.1468 |
0.0062 |
0.5% |
1.1380 |
| Range |
0.0000 |
0.0044 |
0.0044 |
|
0.0175 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1 |
16 |
15 |
1,500.0% |
183 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1588 |
1.1572 |
1.1492 |
|
| R3 |
1.1544 |
1.1528 |
1.1480 |
|
| R2 |
1.1500 |
1.1500 |
1.1476 |
|
| R1 |
1.1484 |
1.1484 |
1.1472 |
1.1492 |
| PP |
1.1456 |
1.1456 |
1.1456 |
1.1460 |
| S1 |
1.1440 |
1.1440 |
1.1464 |
1.1448 |
| S2 |
1.1412 |
1.1412 |
1.1460 |
|
| S3 |
1.1368 |
1.1396 |
1.1456 |
|
| S4 |
1.1324 |
1.1352 |
1.1444 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1840 |
1.1476 |
|
| R3 |
1.1775 |
1.1665 |
1.1428 |
|
| R2 |
1.1600 |
1.1600 |
1.1412 |
|
| R1 |
1.1490 |
1.1490 |
1.1396 |
1.1457 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1409 |
| S1 |
1.1315 |
1.1315 |
1.1363 |
1.1282 |
| S2 |
1.1250 |
1.1250 |
1.1347 |
|
| S3 |
1.1075 |
1.1140 |
1.1331 |
|
| S4 |
1.0900 |
1.0965 |
1.1283 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1659 |
|
2.618 |
1.1587 |
|
1.618 |
1.1543 |
|
1.000 |
1.1516 |
|
0.618 |
1.1499 |
|
HIGH |
1.1472 |
|
0.618 |
1.1455 |
|
0.500 |
1.1450 |
|
0.382 |
1.1445 |
|
LOW |
1.1428 |
|
0.618 |
1.1401 |
|
1.000 |
1.1384 |
|
1.618 |
1.1357 |
|
2.618 |
1.1313 |
|
4.250 |
1.1241 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1462 |
1.1454 |
| PP |
1.1456 |
1.1440 |
| S1 |
1.1450 |
1.1426 |
|