CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0943 |
0.0038 |
0.3% |
1.1107 |
| High |
1.0949 |
1.1042 |
0.0094 |
0.9% |
1.1138 |
| Low |
1.0905 |
1.0943 |
0.0038 |
0.3% |
1.0994 |
| Close |
1.0940 |
1.1032 |
0.0092 |
0.8% |
1.1004 |
| Range |
0.0044 |
0.0099 |
0.0056 |
127.6% |
0.0145 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.5% |
0.0000 |
| Volume |
6 |
321 |
315 |
5,250.0% |
294 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1266 |
1.1086 |
|
| R3 |
1.1204 |
1.1167 |
1.1059 |
|
| R2 |
1.1105 |
1.1105 |
1.1050 |
|
| R1 |
1.1068 |
1.1068 |
1.1041 |
1.1086 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1015 |
| S1 |
1.0969 |
1.0969 |
1.1022 |
1.0987 |
| S2 |
1.0907 |
1.0907 |
1.1013 |
|
| S3 |
1.0808 |
1.0870 |
1.1004 |
|
| S4 |
1.0709 |
1.0771 |
1.0977 |
|
|
| 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 |
1.0905 |
0.0233 |
2.1% |
0.0071 |
0.6% |
54% |
False |
False |
122 |
| 10 |
1.1212 |
1.0905 |
0.0307 |
2.8% |
0.0053 |
0.5% |
41% |
False |
False |
69 |
| 20 |
1.1450 |
1.0905 |
0.0545 |
4.9% |
0.0067 |
0.6% |
23% |
False |
False |
48 |
| 40 |
1.1450 |
1.0829 |
0.0621 |
5.6% |
0.0061 |
0.6% |
33% |
False |
False |
41 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.6% |
0.0059 |
0.5% |
33% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1463 |
|
2.618 |
1.1301 |
|
1.618 |
1.1202 |
|
1.000 |
1.1141 |
|
0.618 |
1.1103 |
|
HIGH |
1.1042 |
|
0.618 |
1.1004 |
|
0.500 |
1.0993 |
|
0.382 |
1.0981 |
|
LOW |
1.0943 |
|
0.618 |
1.0882 |
|
1.000 |
1.0844 |
|
1.618 |
1.0783 |
|
2.618 |
1.0684 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1019 |
1.1012 |
| PP |
1.1006 |
1.0993 |
| S1 |
1.0993 |
1.0974 |
|