CME Euro FX (E) Future December 2016
Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1.1388 |
1.1401 |
0.0013 |
0.1% |
1.1407 |
High |
1.1403 |
1.1419 |
0.0016 |
0.1% |
1.1491 |
Low |
1.1368 |
1.1401 |
0.0033 |
0.3% |
1.1319 |
Close |
1.1384 |
1.1419 |
0.0035 |
0.3% |
1.1321 |
Range |
0.0035 |
0.0018 |
-0.0017 |
-49.3% |
0.0173 |
ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
17 |
1 |
-16 |
-94.1% |
59 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1465 |
1.1459 |
1.1428 |
|
R3 |
1.1448 |
1.1442 |
1.1423 |
|
R2 |
1.1430 |
1.1430 |
1.1422 |
|
R1 |
1.1424 |
1.1424 |
1.1420 |
1.1427 |
PP |
1.1413 |
1.1413 |
1.1413 |
1.1414 |
S1 |
1.1407 |
1.1407 |
1.1417 |
1.1410 |
S2 |
1.1395 |
1.1395 |
1.1415 |
|
S3 |
1.1378 |
1.1389 |
1.1414 |
|
S4 |
1.1360 |
1.1372 |
1.1409 |
|
|
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 |
1.1493 |
2.618 |
1.1464 |
1.618 |
1.1447 |
1.000 |
1.1436 |
0.618 |
1.1429 |
HIGH |
1.1419 |
0.618 |
1.1412 |
0.500 |
1.1410 |
0.382 |
1.1408 |
LOW |
1.1401 |
0.618 |
1.1390 |
1.000 |
1.1384 |
1.618 |
1.1373 |
2.618 |
1.1355 |
4.250 |
1.1327 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1416 |
1.1408 |
PP |
1.1413 |
1.1397 |
S1 |
1.1410 |
1.1386 |
|