CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.1032 |
0.0089 |
0.8% |
1.0987 |
| High |
1.1042 |
1.1098 |
0.0056 |
0.5% |
1.1098 |
| Low |
1.0943 |
1.0986 |
0.0043 |
0.4% |
1.0905 |
| Close |
1.1032 |
1.1074 |
0.0042 |
0.4% |
1.1074 |
| Range |
0.0099 |
0.0112 |
0.0013 |
13.1% |
0.0193 |
| ATR |
0.0077 |
0.0080 |
0.0002 |
3.2% |
0.0000 |
| Volume |
321 |
258 |
-63 |
-19.6% |
640 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1343 |
1.1135 |
|
| R3 |
1.1277 |
1.1231 |
1.1104 |
|
| R2 |
1.1165 |
1.1165 |
1.1094 |
|
| R1 |
1.1119 |
1.1119 |
1.1084 |
1.1142 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1064 |
| S1 |
1.1007 |
1.1007 |
1.1063 |
1.1030 |
| S2 |
1.0941 |
1.0941 |
1.1053 |
|
| S3 |
1.0829 |
1.0895 |
1.1043 |
|
| S4 |
1.0717 |
1.0783 |
1.1012 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1532 |
1.1180 |
|
| R3 |
1.1412 |
1.1339 |
1.1127 |
|
| R2 |
1.1219 |
1.1219 |
1.1109 |
|
| R1 |
1.1146 |
1.1146 |
1.1091 |
1.1182 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1044 |
| S1 |
1.0953 |
1.0953 |
1.1056 |
1.0989 |
| S2 |
1.0833 |
1.0833 |
1.1038 |
|
| S3 |
1.0640 |
1.0760 |
1.1020 |
|
| S4 |
1.0447 |
1.0567 |
1.0967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1098 |
1.0905 |
0.0193 |
1.7% |
0.0065 |
0.6% |
87% |
True |
False |
128 |
| 10 |
1.1138 |
1.0905 |
0.0233 |
2.1% |
0.0059 |
0.5% |
72% |
False |
False |
93 |
| 20 |
1.1450 |
1.0905 |
0.0545 |
4.9% |
0.0066 |
0.6% |
31% |
False |
False |
60 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.3% |
0.0062 |
0.6% |
36% |
False |
False |
47 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.6% |
0.0060 |
0.5% |
39% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1574 |
|
2.618 |
1.1391 |
|
1.618 |
1.1279 |
|
1.000 |
1.1210 |
|
0.618 |
1.1167 |
|
HIGH |
1.1098 |
|
0.618 |
1.1055 |
|
0.500 |
1.1042 |
|
0.382 |
1.1029 |
|
LOW |
1.0986 |
|
0.618 |
1.0917 |
|
1.000 |
1.0874 |
|
1.618 |
1.0805 |
|
2.618 |
1.0693 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1063 |
1.1050 |
| PP |
1.1053 |
1.1026 |
| S1 |
1.1042 |
1.1002 |
|