CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1032 |
1.1059 |
0.0027 |
0.2% |
1.0987 |
| High |
1.1098 |
1.1096 |
-0.0002 |
0.0% |
1.1098 |
| Low |
1.0986 |
1.1023 |
0.0037 |
0.3% |
1.0905 |
| Close |
1.1074 |
1.1092 |
0.0018 |
0.2% |
1.1074 |
| Range |
0.0112 |
0.0073 |
-0.0039 |
-34.8% |
0.0193 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
258 |
83 |
-175 |
-67.8% |
640 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1263 |
1.1132 |
|
| R3 |
1.1216 |
1.1190 |
1.1112 |
|
| R2 |
1.1143 |
1.1143 |
1.1105 |
|
| R1 |
1.1117 |
1.1117 |
1.1098 |
1.1130 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1077 |
| S1 |
1.1044 |
1.1044 |
1.1085 |
1.1057 |
| S2 |
1.0997 |
1.0997 |
1.1078 |
|
| S3 |
1.0924 |
1.0971 |
1.1071 |
|
| S4 |
1.0851 |
1.0898 |
1.1051 |
|
|
| 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% |
0.0069 |
0.6% |
97% |
False |
False |
137 |
| 10 |
1.1138 |
1.0905 |
0.0233 |
2.1% |
0.0065 |
0.6% |
80% |
False |
False |
99 |
| 20 |
1.1450 |
1.0905 |
0.0545 |
4.9% |
0.0064 |
0.6% |
34% |
False |
False |
63 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.3% |
0.0062 |
0.6% |
39% |
False |
False |
49 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.6% |
0.0060 |
0.5% |
42% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1287 |
|
1.618 |
1.1214 |
|
1.000 |
1.1169 |
|
0.618 |
1.1141 |
|
HIGH |
1.1096 |
|
0.618 |
1.1068 |
|
0.500 |
1.1060 |
|
0.382 |
1.1051 |
|
LOW |
1.1023 |
|
0.618 |
1.0978 |
|
1.000 |
1.0950 |
|
1.618 |
1.0905 |
|
2.618 |
1.0832 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1068 |
| PP |
1.1070 |
1.1044 |
| S1 |
1.1060 |
1.1021 |
|