CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1048 |
1.1042 |
-0.0006 |
-0.1% |
1.0960 |
| High |
1.1092 |
1.1069 |
-0.0023 |
-0.2% |
1.1079 |
| Low |
1.1027 |
1.0979 |
-0.0048 |
-0.4% |
1.0862 |
| Close |
1.1037 |
1.1036 |
-0.0001 |
0.0% |
1.1033 |
| Range |
0.0065 |
0.0090 |
0.0025 |
37.7% |
0.0217 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
97,395 |
193,810 |
96,415 |
99.0% |
55,380 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1255 |
1.1085 |
|
| R3 |
1.1207 |
1.1166 |
1.1060 |
|
| R2 |
1.1117 |
1.1117 |
1.1052 |
|
| R1 |
1.1076 |
1.1076 |
1.1044 |
1.1052 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1016 |
| S1 |
1.0987 |
1.0987 |
1.1027 |
1.0963 |
| S2 |
1.0938 |
1.0938 |
1.1019 |
|
| S3 |
1.0849 |
1.0897 |
1.1011 |
|
| S4 |
1.0759 |
1.0808 |
1.0986 |
|
|
| 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 |
1.1092 |
1.0891 |
0.0201 |
1.8% |
0.0099 |
0.9% |
72% |
False |
False |
72,326 |
| 10 |
1.1103 |
1.0862 |
0.0242 |
2.2% |
0.0093 |
0.8% |
72% |
False |
False |
39,375 |
| 20 |
1.1414 |
1.0862 |
0.0552 |
5.0% |
0.0094 |
0.9% |
32% |
False |
False |
20,822 |
| 40 |
1.1414 |
1.0827 |
0.0587 |
5.3% |
0.0100 |
0.9% |
36% |
False |
False |
11,029 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0098 |
0.9% |
42% |
False |
False |
7,486 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0098 |
0.9% |
54% |
False |
False |
5,680 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
47% |
False |
False |
4,560 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
47% |
False |
False |
3,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1303 |
|
1.618 |
1.1213 |
|
1.000 |
1.1158 |
|
0.618 |
1.1124 |
|
HIGH |
1.1069 |
|
0.618 |
1.1034 |
|
0.500 |
1.1024 |
|
0.382 |
1.1013 |
|
LOW |
1.0979 |
|
0.618 |
1.0924 |
|
1.000 |
1.0890 |
|
1.618 |
1.0834 |
|
2.618 |
1.0745 |
|
4.250 |
1.0599 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1035 |
| PP |
1.1028 |
1.1034 |
| S1 |
1.1024 |
1.1033 |
|