CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1067 |
1.0960 |
-0.0107 |
-1.0% |
1.1152 |
| High |
1.1103 |
1.0998 |
-0.0106 |
-1.0% |
1.1161 |
| Low |
1.0948 |
1.0896 |
-0.0052 |
-0.5% |
1.0948 |
| Close |
1.0963 |
1.0918 |
-0.0046 |
-0.4% |
1.0963 |
| Range |
0.0155 |
0.0102 |
-0.0054 |
-34.5% |
0.0213 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
4,204 |
8,362 |
4,158 |
98.9% |
21,054 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1181 |
1.0973 |
|
| R3 |
1.1140 |
1.1080 |
1.0945 |
|
| R2 |
1.1039 |
1.1039 |
1.0936 |
|
| R1 |
1.0978 |
1.0978 |
1.0927 |
1.0958 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0927 |
| S1 |
1.0877 |
1.0877 |
1.0908 |
1.0856 |
| S2 |
1.0836 |
1.0836 |
1.0899 |
|
| S3 |
1.0734 |
1.0775 |
1.0890 |
|
| S4 |
1.0633 |
1.0674 |
1.0862 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1663 |
1.1526 |
1.1080 |
|
| R3 |
1.1450 |
1.1313 |
1.1022 |
|
| R2 |
1.1237 |
1.1237 |
1.1002 |
|
| R1 |
1.1100 |
1.1100 |
1.0983 |
1.1062 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1005 |
| S1 |
1.0887 |
1.0887 |
1.0943 |
1.0849 |
| S2 |
1.0811 |
1.0811 |
1.0924 |
|
| S3 |
1.0598 |
1.0674 |
1.0904 |
|
| S4 |
1.0385 |
1.0461 |
1.0846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1103 |
1.0896 |
0.0207 |
1.9% |
0.0093 |
0.8% |
10% |
False |
True |
5,609 |
| 10 |
1.1276 |
1.0896 |
0.0380 |
3.5% |
0.0092 |
0.8% |
6% |
False |
True |
3,582 |
| 20 |
1.1414 |
1.0868 |
0.0546 |
5.0% |
0.0112 |
1.0% |
9% |
False |
False |
2,903 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
6.0% |
0.0106 |
1.0% |
24% |
False |
False |
1,735 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.6% |
0.0104 |
1.0% |
40% |
False |
False |
1,289 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.6% |
0.0099 |
0.9% |
40% |
False |
False |
1,010 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0096 |
0.9% |
35% |
False |
False |
814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1429 |
|
2.618 |
1.1263 |
|
1.618 |
1.1162 |
|
1.000 |
1.1099 |
|
0.618 |
1.1060 |
|
HIGH |
1.0998 |
|
0.618 |
1.0959 |
|
0.500 |
1.0947 |
|
0.382 |
1.0935 |
|
LOW |
1.0896 |
|
0.618 |
1.0833 |
|
1.000 |
1.0795 |
|
1.618 |
1.0732 |
|
2.618 |
1.0630 |
|
4.250 |
1.0465 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.1000 |
| PP |
1.0937 |
1.0972 |
| S1 |
1.0927 |
1.0945 |
|