CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1136 |
1.1244 |
0.0108 |
1.0% |
1.1025 |
| High |
1.1274 |
1.1372 |
0.0098 |
0.9% |
1.1250 |
| Low |
1.1088 |
1.1234 |
0.0146 |
1.3% |
1.0853 |
| Close |
1.1225 |
1.1348 |
0.0123 |
1.1% |
1.1188 |
| Range |
0.0186 |
0.0138 |
-0.0048 |
-25.6% |
0.0397 |
| ATR |
0.0119 |
0.0121 |
0.0002 |
1.7% |
0.0000 |
| Volume |
229,317 |
255,304 |
25,987 |
11.3% |
909,578 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1732 |
1.1678 |
1.1423 |
|
| R3 |
1.1594 |
1.1540 |
1.1385 |
|
| R2 |
1.1456 |
1.1456 |
1.1373 |
|
| R1 |
1.1402 |
1.1402 |
1.1360 |
1.1429 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1331 |
| S1 |
1.1264 |
1.1264 |
1.1335 |
1.1291 |
| S2 |
1.1180 |
1.1180 |
1.1322 |
|
| S3 |
1.1042 |
1.1126 |
1.1310 |
|
| S4 |
1.0904 |
1.0988 |
1.1272 |
|
|
| 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 |
1.1372 |
1.1088 |
0.0284 |
2.5% |
0.0121 |
1.1% |
92% |
True |
False |
213,769 |
| 10 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0138 |
1.2% |
95% |
True |
False |
170,963 |
| 20 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0113 |
1.0% |
95% |
True |
False |
88,038 |
| 40 |
1.1414 |
1.0827 |
0.0587 |
5.2% |
0.0111 |
1.0% |
89% |
False |
False |
44,826 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.7% |
0.0105 |
0.9% |
90% |
False |
False |
30,017 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0104 |
0.9% |
92% |
False |
False |
22,604 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0101 |
0.9% |
92% |
False |
False |
18,111 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0099 |
0.9% |
80% |
False |
False |
15,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1733 |
|
1.618 |
1.1595 |
|
1.000 |
1.1510 |
|
0.618 |
1.1457 |
|
HIGH |
1.1372 |
|
0.618 |
1.1319 |
|
0.500 |
1.1303 |
|
0.382 |
1.1286 |
|
LOW |
1.1234 |
|
0.618 |
1.1148 |
|
1.000 |
1.1096 |
|
1.618 |
1.1010 |
|
2.618 |
1.0872 |
|
4.250 |
1.0647 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1308 |
| PP |
1.1318 |
1.1269 |
| S1 |
1.1303 |
1.1230 |
|