CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1186 |
-0.0022 |
-0.2% |
1.1298 |
| High |
1.1214 |
1.1246 |
0.0033 |
0.3% |
1.1313 |
| Low |
1.1170 |
1.1179 |
0.0009 |
0.1% |
1.1170 |
| Close |
1.1197 |
1.1228 |
0.0031 |
0.3% |
1.1197 |
| Range |
0.0044 |
0.0068 |
0.0024 |
53.4% |
0.0144 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
117,045 |
72,723 |
-44,322 |
-37.9% |
525,785 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1391 |
1.1265 |
|
| R3 |
1.1352 |
1.1324 |
1.1246 |
|
| R2 |
1.1285 |
1.1285 |
1.1240 |
|
| R1 |
1.1256 |
1.1256 |
1.1234 |
1.1271 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1225 |
| S1 |
1.1189 |
1.1189 |
1.1221 |
1.1203 |
| S2 |
1.1150 |
1.1150 |
1.1215 |
|
| S3 |
1.1082 |
1.1121 |
1.1209 |
|
| S4 |
1.1015 |
1.1054 |
1.1190 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1657 |
1.1571 |
1.1276 |
|
| R3 |
1.1514 |
1.1427 |
1.1236 |
|
| R2 |
1.1370 |
1.1370 |
1.1223 |
|
| R1 |
1.1284 |
1.1284 |
1.1210 |
1.1255 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1212 |
| S1 |
1.1140 |
1.1140 |
1.1184 |
1.1112 |
| S2 |
1.1083 |
1.1083 |
1.1171 |
|
| S3 |
1.0940 |
1.0997 |
1.1158 |
|
| S4 |
1.0796 |
1.0853 |
1.1118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1313 |
1.1170 |
0.0144 |
1.3% |
0.0060 |
0.5% |
40% |
False |
False |
119,701 |
| 10 |
1.1372 |
1.1088 |
0.0284 |
2.5% |
0.0086 |
0.8% |
49% |
False |
False |
152,543 |
| 20 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0105 |
0.9% |
72% |
False |
False |
124,519 |
| 40 |
1.1414 |
1.0853 |
0.0561 |
5.0% |
0.0109 |
1.0% |
67% |
False |
False |
63,526 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0104 |
0.9% |
71% |
False |
False |
42,525 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0104 |
0.9% |
77% |
False |
False |
31,993 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0100 |
0.9% |
77% |
False |
False |
25,629 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0097 |
0.9% |
67% |
False |
False |
21,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1533 |
|
2.618 |
1.1423 |
|
1.618 |
1.1355 |
|
1.000 |
1.1314 |
|
0.618 |
1.1288 |
|
HIGH |
1.1246 |
|
0.618 |
1.1220 |
|
0.500 |
1.1212 |
|
0.382 |
1.1204 |
|
LOW |
1.1179 |
|
0.618 |
1.1137 |
|
1.000 |
1.1111 |
|
1.618 |
1.1069 |
|
2.618 |
1.1002 |
|
4.250 |
1.0892 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1222 |
1.1222 |
| PP |
1.1217 |
1.1216 |
| S1 |
1.1212 |
1.1210 |
|