CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1457 |
1.1453 |
-0.0004 |
0.0% |
1.1510 |
| High |
1.1457 |
1.1491 |
0.0034 |
0.3% |
1.1535 |
| Low |
1.1395 |
1.1388 |
-0.0007 |
-0.1% |
1.1360 |
| Close |
1.1395 |
1.1388 |
-0.0007 |
-0.1% |
1.1380 |
| Range |
0.0062 |
0.0103 |
0.0041 |
66.1% |
0.0175 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.6% |
0.0000 |
| Volume |
8 |
15 |
7 |
87.5% |
183 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1731 |
1.1663 |
1.1445 |
|
| R3 |
1.1628 |
1.1560 |
1.1416 |
|
| R2 |
1.1525 |
1.1525 |
1.1407 |
|
| R1 |
1.1457 |
1.1457 |
1.1397 |
1.1440 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1414 |
| S1 |
1.1354 |
1.1354 |
1.1379 |
1.1337 |
| S2 |
1.1319 |
1.1319 |
1.1369 |
|
| S3 |
1.1216 |
1.1251 |
1.1360 |
|
| S4 |
1.1113 |
1.1148 |
1.1331 |
|
|
| 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 |
1.1929 |
|
2.618 |
1.1761 |
|
1.618 |
1.1658 |
|
1.000 |
1.1594 |
|
0.618 |
1.1555 |
|
HIGH |
1.1491 |
|
0.618 |
1.1452 |
|
0.500 |
1.1440 |
|
0.382 |
1.1427 |
|
LOW |
1.1388 |
|
0.618 |
1.1324 |
|
1.000 |
1.1285 |
|
1.618 |
1.1221 |
|
2.618 |
1.1118 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1440 |
1.1440 |
| PP |
1.1422 |
1.1422 |
| S1 |
1.1405 |
1.1405 |
|