CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1298 |
1.1269 |
-0.0029 |
-0.3% |
1.1179 |
| High |
1.1313 |
1.1289 |
-0.0025 |
-0.2% |
1.1372 |
| Low |
1.1262 |
1.1216 |
-0.0046 |
-0.4% |
1.1088 |
| Close |
1.1280 |
1.1247 |
-0.0034 |
-0.3% |
1.1296 |
| Range |
0.0051 |
0.0073 |
0.0022 |
42.2% |
0.0284 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
118,079 |
157,210 |
39,131 |
33.1% |
926,930 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1430 |
1.1286 |
|
| R3 |
1.1395 |
1.1357 |
1.1266 |
|
| R2 |
1.1323 |
1.1323 |
1.1260 |
|
| R1 |
1.1285 |
1.1285 |
1.1253 |
1.1268 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1242 |
| S1 |
1.1212 |
1.1212 |
1.1240 |
1.1195 |
| S2 |
1.1178 |
1.1178 |
1.1233 |
|
| S3 |
1.1105 |
1.1140 |
1.1227 |
|
| S4 |
1.1033 |
1.1067 |
1.1207 |
|
|
| 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% |
0.0106 |
0.9% |
56% |
False |
False |
182,679 |
| 10 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0130 |
1.2% |
76% |
False |
False |
197,772 |
| 20 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0111 |
1.0% |
76% |
False |
False |
109,214 |
| 40 |
1.1414 |
1.0853 |
0.0561 |
5.0% |
0.0109 |
1.0% |
70% |
False |
False |
55,505 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0104 |
0.9% |
74% |
False |
False |
37,151 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0104 |
0.9% |
80% |
False |
False |
27,957 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0101 |
0.9% |
80% |
False |
False |
22,398 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0098 |
0.9% |
69% |
False |
False |
18,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1597 |
|
2.618 |
1.1478 |
|
1.618 |
1.1406 |
|
1.000 |
1.1361 |
|
0.618 |
1.1333 |
|
HIGH |
1.1289 |
|
0.618 |
1.1261 |
|
0.500 |
1.1252 |
|
0.382 |
1.1244 |
|
LOW |
1.1216 |
|
0.618 |
1.1171 |
|
1.000 |
1.1144 |
|
1.618 |
1.1099 |
|
2.618 |
1.1026 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1252 |
1.1291 |
| PP |
1.1250 |
1.1276 |
| S1 |
1.1248 |
1.1261 |
|