CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.1025 |
0.0038 |
0.3% |
1.0960 |
| High |
1.1079 |
1.1060 |
-0.0019 |
-0.2% |
1.1079 |
| Low |
1.0939 |
1.0974 |
0.0035 |
0.3% |
1.0862 |
| Close |
1.1033 |
1.1051 |
0.0018 |
0.2% |
1.1033 |
| Range |
0.0140 |
0.0086 |
-0.0054 |
-38.4% |
0.0217 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
26,618 |
36,676 |
10,058 |
37.8% |
55,380 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1255 |
1.1098 |
|
| R3 |
1.1200 |
1.1169 |
1.1075 |
|
| R2 |
1.1114 |
1.1114 |
1.1067 |
|
| R1 |
1.1083 |
1.1083 |
1.1059 |
1.1099 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1036 |
| S1 |
1.0997 |
1.0997 |
1.1043 |
1.1013 |
| S2 |
1.0942 |
1.0942 |
1.1035 |
|
| S3 |
1.0856 |
1.0911 |
1.1027 |
|
| S4 |
1.0770 |
1.0825 |
1.1004 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1555 |
1.1152 |
|
| R3 |
1.1425 |
1.1338 |
1.1093 |
|
| R2 |
1.1208 |
1.1208 |
1.1073 |
|
| R1 |
1.1121 |
1.1121 |
1.1053 |
1.1164 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.1013 |
| S1 |
1.0904 |
1.0904 |
1.1013 |
1.0947 |
| S2 |
1.0774 |
1.0774 |
1.0993 |
|
| S3 |
1.0557 |
1.0687 |
1.0973 |
|
| S4 |
1.0340 |
1.0470 |
1.0914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1079 |
1.0862 |
0.0217 |
2.0% |
0.0091 |
0.8% |
87% |
False |
False |
16,738 |
| 10 |
1.1103 |
1.0862 |
0.0242 |
2.2% |
0.0092 |
0.8% |
78% |
False |
False |
11,173 |
| 20 |
1.1414 |
1.0862 |
0.0552 |
5.0% |
0.0101 |
0.9% |
34% |
False |
False |
6,723 |
| 40 |
1.1414 |
1.0827 |
0.0587 |
5.3% |
0.0102 |
0.9% |
38% |
False |
False |
3,769 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0099 |
0.9% |
44% |
False |
False |
2,642 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0098 |
0.9% |
56% |
False |
False |
2,042 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
49% |
False |
False |
1,649 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
49% |
False |
False |
1,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1285 |
|
1.618 |
1.1199 |
|
1.000 |
1.1146 |
|
0.618 |
1.1113 |
|
HIGH |
1.1060 |
|
0.618 |
1.1027 |
|
0.500 |
1.1017 |
|
0.382 |
1.1007 |
|
LOW |
1.0974 |
|
0.618 |
1.0921 |
|
1.000 |
1.0888 |
|
1.618 |
1.0835 |
|
2.618 |
1.0749 |
|
4.250 |
1.0609 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1029 |
| PP |
1.1028 |
1.1007 |
| S1 |
1.1017 |
1.0985 |
|