CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1212 |
0.0179 |
1.6% |
1.1025 |
| High |
1.1250 |
1.1241 |
-0.0009 |
-0.1% |
1.1250 |
| Low |
1.0853 |
1.1112 |
0.0259 |
2.4% |
1.0853 |
| Close |
1.1231 |
1.1188 |
-0.0043 |
-0.4% |
1.1188 |
| Range |
0.0397 |
0.0130 |
-0.0268 |
-67.4% |
0.0397 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.6% |
0.0000 |
| Volume |
286,293 |
295,404 |
9,111 |
3.2% |
909,578 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1569 |
1.1508 |
1.1259 |
|
| R3 |
1.1439 |
1.1378 |
1.1223 |
|
| R2 |
1.1310 |
1.1310 |
1.1211 |
|
| R1 |
1.1249 |
1.1249 |
1.1199 |
1.1214 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1163 |
| S1 |
1.1119 |
1.1119 |
1.1176 |
1.1085 |
| S2 |
1.1051 |
1.1051 |
1.1164 |
|
| S3 |
1.0921 |
1.0990 |
1.1152 |
|
| S4 |
1.0792 |
1.0860 |
1.1116 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2135 |
1.1406 |
|
| R3 |
1.1891 |
1.1738 |
1.1297 |
|
| R2 |
1.1494 |
1.1494 |
1.1260 |
|
| R1 |
1.1341 |
1.1341 |
1.1224 |
1.1417 |
| PP |
1.1097 |
1.1097 |
1.1097 |
1.1135 |
| S1 |
1.0944 |
1.0944 |
1.1151 |
1.1020 |
| S2 |
1.0700 |
1.0700 |
1.1115 |
|
| S3 |
1.0303 |
1.0547 |
1.1078 |
|
| S4 |
0.9906 |
1.0150 |
1.0969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1250 |
1.0853 |
0.0397 |
3.5% |
0.0153 |
1.4% |
84% |
False |
False |
181,915 |
| 10 |
1.1250 |
1.0853 |
0.0397 |
3.5% |
0.0124 |
1.1% |
84% |
False |
False |
96,495 |
| 20 |
1.1373 |
1.0853 |
0.0520 |
4.6% |
0.0109 |
1.0% |
64% |
False |
False |
49,687 |
| 40 |
1.1414 |
1.0827 |
0.0587 |
5.2% |
0.0109 |
1.0% |
61% |
False |
False |
25,551 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0103 |
0.9% |
65% |
False |
False |
17,171 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0101 |
0.9% |
73% |
False |
False |
12,948 |
| 100 |
1.1430 |
1.0588 |
0.0842 |
7.5% |
0.0100 |
0.9% |
71% |
False |
False |
10,377 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0098 |
0.9% |
63% |
False |
False |
8,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1791 |
|
2.618 |
1.1580 |
|
1.618 |
1.1451 |
|
1.000 |
1.1371 |
|
0.618 |
1.1321 |
|
HIGH |
1.1241 |
|
0.618 |
1.1192 |
|
0.500 |
1.1176 |
|
0.382 |
1.1161 |
|
LOW |
1.1112 |
|
0.618 |
1.1031 |
|
1.000 |
1.0982 |
|
1.618 |
1.0902 |
|
2.618 |
1.0772 |
|
4.250 |
1.0561 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1184 |
1.1142 |
| PP |
1.1180 |
1.1097 |
| S1 |
1.1176 |
1.1052 |
|