CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1344 |
0.0101 |
0.9% |
1.1179 |
| High |
1.1372 |
1.1365 |
-0.0007 |
-0.1% |
1.1372 |
| Low |
1.1234 |
1.1284 |
0.0051 |
0.4% |
1.1088 |
| Close |
1.1348 |
1.1296 |
-0.0052 |
-0.5% |
1.1296 |
| Range |
0.0138 |
0.0081 |
-0.0057 |
-41.3% |
0.0284 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
255,304 |
153,487 |
-101,817 |
-39.9% |
926,930 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1558 |
1.1508 |
1.1341 |
|
| R3 |
1.1477 |
1.1427 |
1.1318 |
|
| R2 |
1.1396 |
1.1396 |
1.1311 |
|
| R1 |
1.1346 |
1.1346 |
1.1303 |
1.1331 |
| PP |
1.1315 |
1.1315 |
1.1315 |
1.1307 |
| S1 |
1.1265 |
1.1265 |
1.1289 |
1.1250 |
| S2 |
1.1234 |
1.1234 |
1.1281 |
|
| S3 |
1.1153 |
1.1184 |
1.1274 |
|
| S4 |
1.1072 |
1.1103 |
1.1251 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.1983 |
1.1452 |
|
| R3 |
1.1819 |
1.1699 |
1.1374 |
|
| R2 |
1.1535 |
1.1535 |
1.1348 |
|
| R1 |
1.1416 |
1.1416 |
1.1322 |
1.1476 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1282 |
| S1 |
1.1132 |
1.1132 |
1.1270 |
1.1192 |
| S2 |
1.0968 |
1.0968 |
1.1244 |
|
| S3 |
1.0685 |
1.0849 |
1.1218 |
|
| S4 |
1.0401 |
1.0565 |
1.1140 |
|
|
| 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% |
0.0111 |
1.0% |
73% |
False |
False |
185,386 |
| 10 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0132 |
1.2% |
85% |
False |
False |
183,650 |
| 20 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0114 |
1.0% |
85% |
False |
False |
95,647 |
| 40 |
1.1414 |
1.0834 |
0.0580 |
5.1% |
0.0110 |
1.0% |
80% |
False |
False |
48,641 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0105 |
0.9% |
82% |
False |
False |
32,573 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0104 |
0.9% |
86% |
False |
False |
24,518 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0100 |
0.9% |
86% |
False |
False |
19,645 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0099 |
0.9% |
74% |
False |
False |
16,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1709 |
|
2.618 |
1.1577 |
|
1.618 |
1.1496 |
|
1.000 |
1.1446 |
|
0.618 |
1.1415 |
|
HIGH |
1.1365 |
|
0.618 |
1.1334 |
|
0.500 |
1.1325 |
|
0.382 |
1.1315 |
|
LOW |
1.1284 |
|
0.618 |
1.1234 |
|
1.000 |
1.1203 |
|
1.618 |
1.1153 |
|
2.618 |
1.1072 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1274 |
| PP |
1.1315 |
1.1252 |
| S1 |
1.1306 |
1.1230 |
|