CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0987 |
1.0930 |
-0.0057 |
-0.5% |
1.1107 |
| High |
1.0989 |
1.0942 |
-0.0047 |
-0.4% |
1.1138 |
| Low |
1.0938 |
1.0925 |
-0.0013 |
-0.1% |
1.0994 |
| Close |
1.0958 |
1.0942 |
-0.0016 |
-0.1% |
1.1004 |
| Range |
0.0051 |
0.0017 |
-0.0034 |
-66.7% |
0.0145 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
34 |
21 |
-13 |
-38.2% |
294 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0982 |
1.0951 |
|
| R3 |
1.0970 |
1.0965 |
1.0947 |
|
| R2 |
1.0953 |
1.0953 |
1.0945 |
|
| R1 |
1.0948 |
1.0948 |
1.0944 |
1.0951 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0938 |
| S1 |
1.0931 |
1.0931 |
1.0940 |
1.0934 |
| S2 |
1.0919 |
1.0919 |
1.0939 |
|
| S3 |
1.0902 |
1.0914 |
1.0937 |
|
| S4 |
1.0885 |
1.0897 |
1.0933 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1386 |
1.1083 |
|
| R3 |
1.1334 |
1.1241 |
1.1043 |
|
| R2 |
1.1190 |
1.1190 |
1.1030 |
|
| R1 |
1.1097 |
1.1097 |
1.1017 |
1.1071 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1032 |
| S1 |
1.0952 |
1.0952 |
1.0990 |
1.0926 |
| S2 |
1.0901 |
1.0901 |
1.0977 |
|
| S3 |
1.0756 |
1.0808 |
1.0964 |
|
| S4 |
1.0612 |
1.0663 |
1.0924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1138 |
1.0925 |
0.0213 |
1.9% |
0.0061 |
0.6% |
8% |
False |
True |
62 |
| 10 |
1.1217 |
1.0925 |
0.0292 |
2.7% |
0.0044 |
0.4% |
6% |
False |
True |
38 |
| 20 |
1.1450 |
1.0925 |
0.0525 |
4.8% |
0.0072 |
0.7% |
3% |
False |
True |
35 |
| 40 |
1.1450 |
1.0829 |
0.0621 |
5.7% |
0.0062 |
0.6% |
18% |
False |
False |
33 |
| 60 |
1.1450 |
1.0746 |
0.0704 |
6.4% |
0.0063 |
0.6% |
28% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1014 |
|
2.618 |
1.0987 |
|
1.618 |
1.0970 |
|
1.000 |
1.0959 |
|
0.618 |
1.0953 |
|
HIGH |
1.0942 |
|
0.618 |
1.0936 |
|
0.500 |
1.0934 |
|
0.382 |
1.0931 |
|
LOW |
1.0925 |
|
0.618 |
1.0914 |
|
1.000 |
1.0908 |
|
1.618 |
1.0897 |
|
2.618 |
1.0880 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.1032 |
| PP |
1.0936 |
1.1002 |
| S1 |
1.0934 |
1.0972 |
|