CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0849 |
1.0770 |
-0.0079 |
-0.7% |
1.0986 |
| High |
1.0857 |
1.0818 |
-0.0039 |
-0.4% |
1.1016 |
| Low |
1.0728 |
1.0732 |
0.0004 |
0.0% |
1.0871 |
| Close |
1.0763 |
1.0806 |
0.0043 |
0.4% |
1.0886 |
| Range |
0.0129 |
0.0086 |
-0.0043 |
-33.3% |
0.0145 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
187,776 |
190,337 |
2,561 |
1.4% |
365,414 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.1011 |
1.0853 |
|
| R3 |
1.0957 |
1.0925 |
1.0830 |
|
| R2 |
1.0871 |
1.0871 |
1.0822 |
|
| R1 |
1.0839 |
1.0839 |
1.0814 |
1.0855 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0794 |
| S1 |
1.0753 |
1.0753 |
1.0798 |
1.0769 |
| S2 |
1.0699 |
1.0699 |
1.0790 |
|
| S3 |
1.0613 |
1.0667 |
1.0782 |
|
| S4 |
1.0527 |
1.0581 |
1.0759 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1268 |
1.0966 |
|
| R3 |
1.1214 |
1.1123 |
1.0926 |
|
| R2 |
1.1069 |
1.1069 |
1.0913 |
|
| R1 |
1.0978 |
1.0978 |
1.0899 |
1.0951 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0911 |
| S1 |
1.0833 |
1.0833 |
1.0873 |
1.0806 |
| S2 |
1.0779 |
1.0779 |
1.0859 |
|
| S3 |
1.0634 |
1.0688 |
1.0846 |
|
| S4 |
1.0489 |
1.0543 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0966 |
1.0728 |
0.0238 |
2.2% |
0.0102 |
0.9% |
33% |
False |
False |
163,629 |
| 10 |
1.1016 |
1.0728 |
0.0288 |
2.7% |
0.0088 |
0.8% |
27% |
False |
False |
131,115 |
| 20 |
1.1088 |
1.0728 |
0.0360 |
3.3% |
0.0098 |
0.9% |
22% |
False |
False |
173,026 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.1% |
0.0100 |
0.9% |
49% |
False |
False |
92,244 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0099 |
0.9% |
27% |
False |
False |
61,797 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0102 |
0.9% |
27% |
False |
False |
46,450 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.2% |
0.0107 |
1.0% |
22% |
False |
False |
37,195 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.2% |
0.0104 |
1.0% |
22% |
False |
False |
31,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.1043 |
|
1.618 |
1.0957 |
|
1.000 |
1.0904 |
|
0.618 |
1.0871 |
|
HIGH |
1.0818 |
|
0.618 |
1.0785 |
|
0.500 |
1.0775 |
|
0.382 |
1.0765 |
|
LOW |
1.0732 |
|
0.618 |
1.0679 |
|
1.000 |
1.0646 |
|
1.618 |
1.0593 |
|
2.618 |
1.0507 |
|
4.250 |
1.0367 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0796 |
1.0847 |
| PP |
1.0785 |
1.0833 |
| S1 |
1.0775 |
1.0820 |
|