CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1242 |
1.1208 |
-0.0034 |
-0.3% |
1.1179 |
| High |
1.1250 |
1.1214 |
-0.0037 |
-0.3% |
1.1372 |
| Low |
1.1185 |
1.1170 |
-0.0016 |
-0.1% |
1.1088 |
| Close |
1.1208 |
1.1197 |
-0.0011 |
-0.1% |
1.1296 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0284 |
| ATR |
0.0107 |
0.0103 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
133,451 |
117,045 |
-16,406 |
-12.3% |
926,930 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1305 |
1.1221 |
|
| R3 |
1.1281 |
1.1261 |
1.1209 |
|
| R2 |
1.1237 |
1.1237 |
1.1205 |
|
| R1 |
1.1217 |
1.1217 |
1.1201 |
1.1205 |
| PP |
1.1193 |
1.1193 |
1.1193 |
1.1187 |
| S1 |
1.1173 |
1.1173 |
1.1193 |
1.1161 |
| S2 |
1.1149 |
1.1149 |
1.1189 |
|
| S3 |
1.1105 |
1.1129 |
1.1185 |
|
| S4 |
1.1061 |
1.1085 |
1.1173 |
|
|
| 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 |
1.1365 |
1.1170 |
0.0196 |
1.7% |
0.0063 |
0.6% |
14% |
False |
True |
135,854 |
| 10 |
1.1372 |
1.1088 |
0.0284 |
2.5% |
0.0092 |
0.8% |
38% |
False |
False |
174,811 |
| 20 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0109 |
1.0% |
66% |
False |
False |
121,093 |
| 40 |
1.1414 |
1.0853 |
0.0561 |
5.0% |
0.0109 |
1.0% |
61% |
False |
False |
61,736 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0104 |
0.9% |
67% |
False |
False |
41,321 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0103 |
0.9% |
74% |
False |
False |
31,085 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0100 |
0.9% |
74% |
False |
False |
24,902 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0098 |
0.9% |
64% |
False |
False |
20,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1401 |
|
2.618 |
1.1329 |
|
1.618 |
1.1285 |
|
1.000 |
1.1258 |
|
0.618 |
1.1241 |
|
HIGH |
1.1214 |
|
0.618 |
1.1197 |
|
0.500 |
1.1192 |
|
0.382 |
1.1186 |
|
LOW |
1.1170 |
|
0.618 |
1.1142 |
|
1.000 |
1.1126 |
|
1.618 |
1.1098 |
|
2.618 |
1.1054 |
|
4.250 |
1.0983 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1229 |
| PP |
1.1193 |
1.1218 |
| S1 |
1.1192 |
1.1208 |
|