CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1179 |
1.1134 |
-0.0045 |
-0.4% |
1.1025 |
| High |
1.1207 |
1.1156 |
-0.0051 |
-0.5% |
1.1250 |
| Low |
1.1109 |
1.1103 |
-0.0006 |
-0.1% |
1.0853 |
| Close |
1.1124 |
1.1139 |
0.0015 |
0.1% |
1.1188 |
| Range |
0.0098 |
0.0053 |
-0.0045 |
-45.9% |
0.0397 |
| ATR |
0.0118 |
0.0114 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
155,915 |
132,907 |
-23,008 |
-14.8% |
909,578 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1268 |
1.1168 |
|
| R3 |
1.1238 |
1.1215 |
1.1153 |
|
| R2 |
1.1185 |
1.1185 |
1.1148 |
|
| R1 |
1.1162 |
1.1162 |
1.1143 |
1.1174 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1138 |
| S1 |
1.1109 |
1.1109 |
1.1134 |
1.1121 |
| S2 |
1.1079 |
1.1079 |
1.1129 |
|
| S3 |
1.1026 |
1.1056 |
1.1124 |
|
| S4 |
1.0973 |
1.1003 |
1.1109 |
|
|
| 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 |
3.6% |
0.0153 |
1.4% |
72% |
False |
False |
212,865 |
| 10 |
1.1250 |
1.0853 |
0.0397 |
3.6% |
0.0123 |
1.1% |
72% |
False |
False |
124,027 |
| 20 |
1.1250 |
1.0853 |
0.0397 |
3.6% |
0.0105 |
0.9% |
72% |
False |
False |
63,949 |
| 40 |
1.1414 |
1.0827 |
0.0587 |
5.3% |
0.0107 |
1.0% |
53% |
False |
False |
32,733 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0102 |
0.9% |
58% |
False |
False |
21,957 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0102 |
0.9% |
67% |
False |
False |
16,555 |
| 100 |
1.1421 |
1.0588 |
0.0833 |
7.5% |
0.0100 |
0.9% |
66% |
False |
False |
13,265 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0098 |
0.9% |
58% |
False |
False |
11,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1381 |
|
2.618 |
1.1294 |
|
1.618 |
1.1241 |
|
1.000 |
1.1209 |
|
0.618 |
1.1188 |
|
HIGH |
1.1156 |
|
0.618 |
1.1135 |
|
0.500 |
1.1129 |
|
0.382 |
1.1123 |
|
LOW |
1.1103 |
|
0.618 |
1.1070 |
|
1.000 |
1.1050 |
|
1.618 |
1.1017 |
|
2.618 |
1.0964 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1135 |
1.1172 |
| PP |
1.1132 |
1.1161 |
| S1 |
1.1129 |
1.1150 |
|