CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1353 |
1.1388 |
0.0035 |
0.3% |
1.1407 |
| High |
1.1353 |
1.1403 |
0.0050 |
0.4% |
1.1491 |
| Low |
1.1353 |
1.1368 |
0.0015 |
0.1% |
1.1319 |
| Close |
1.1353 |
1.1384 |
0.0031 |
0.3% |
1.1321 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0173 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
0 |
17 |
17 |
|
59 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1470 |
1.1402 |
|
| R3 |
1.1454 |
1.1436 |
1.1393 |
|
| R2 |
1.1419 |
1.1419 |
1.1390 |
|
| R1 |
1.1401 |
1.1401 |
1.1387 |
1.1393 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1381 |
| S1 |
1.1367 |
1.1367 |
1.1380 |
1.1359 |
| S2 |
1.1350 |
1.1350 |
1.1377 |
|
| S3 |
1.1316 |
1.1332 |
1.1374 |
|
| S4 |
1.1281 |
1.1298 |
1.1365 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1780 |
1.1416 |
|
| R3 |
1.1722 |
1.1608 |
1.1368 |
|
| R2 |
1.1549 |
1.1549 |
1.1353 |
|
| R1 |
1.1435 |
1.1435 |
1.1337 |
1.1406 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1362 |
| S1 |
1.1263 |
1.1263 |
1.1305 |
1.1234 |
| S2 |
1.1204 |
1.1204 |
1.1289 |
|
| S3 |
1.1032 |
1.1090 |
1.1274 |
|
| S4 |
1.0859 |
1.0918 |
1.1226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1549 |
|
2.618 |
1.1493 |
|
1.618 |
1.1458 |
|
1.000 |
1.1437 |
|
0.618 |
1.1424 |
|
HIGH |
1.1403 |
|
0.618 |
1.1389 |
|
0.500 |
1.1385 |
|
0.382 |
1.1381 |
|
LOW |
1.1368 |
|
0.618 |
1.1347 |
|
1.000 |
1.1334 |
|
1.618 |
1.1312 |
|
2.618 |
1.1278 |
|
4.250 |
1.1221 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1385 |
1.1376 |
| PP |
1.1385 |
1.1368 |
| S1 |
1.1384 |
1.1361 |
|