CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1428 |
1.1457 |
0.0029 |
0.3% |
1.1510 |
| High |
1.1472 |
1.1457 |
-0.0015 |
-0.1% |
1.1535 |
| Low |
1.1428 |
1.1395 |
-0.0033 |
-0.3% |
1.1360 |
| Close |
1.1468 |
1.1395 |
-0.0073 |
-0.6% |
1.1380 |
| Range |
0.0044 |
0.0062 |
0.0018 |
40.9% |
0.0175 |
| ATR |
0.0056 |
0.0058 |
0.0001 |
2.1% |
0.0000 |
| Volume |
16 |
8 |
-8 |
-50.0% |
183 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1560 |
1.1429 |
|
| R3 |
1.1540 |
1.1498 |
1.1412 |
|
| R2 |
1.1478 |
1.1478 |
1.1406 |
|
| R1 |
1.1436 |
1.1436 |
1.1401 |
1.1426 |
| PP |
1.1416 |
1.1416 |
1.1416 |
1.1411 |
| S1 |
1.1374 |
1.1374 |
1.1389 |
1.1364 |
| S2 |
1.1354 |
1.1354 |
1.1384 |
|
| S3 |
1.1292 |
1.1312 |
1.1378 |
|
| S4 |
1.1230 |
1.1250 |
1.1361 |
|
|
| 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 |
1.1721 |
|
2.618 |
1.1619 |
|
1.618 |
1.1557 |
|
1.000 |
1.1519 |
|
0.618 |
1.1495 |
|
HIGH |
1.1457 |
|
0.618 |
1.1433 |
|
0.500 |
1.1426 |
|
0.382 |
1.1419 |
|
LOW |
1.1395 |
|
0.618 |
1.1357 |
|
1.000 |
1.1333 |
|
1.618 |
1.1295 |
|
2.618 |
1.1233 |
|
4.250 |
1.1132 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1426 |
1.1434 |
| PP |
1.1416 |
1.1421 |
| S1 |
1.1405 |
1.1408 |
|