CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1052 |
1.1050 |
-0.0002 |
0.0% |
1.0987 |
| High |
1.1100 |
1.1270 |
0.0170 |
1.5% |
1.1098 |
| Low |
1.1025 |
1.0898 |
-0.0127 |
-1.1% |
1.0905 |
| Close |
1.1077 |
1.1270 |
0.0193 |
1.7% |
1.1074 |
| Range |
0.0076 |
0.0372 |
0.0297 |
392.7% |
0.0193 |
| ATR |
0.0077 |
0.0098 |
0.0021 |
27.2% |
0.0000 |
| Volume |
160 |
139 |
-21 |
-13.1% |
640 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2262 |
1.2138 |
1.1474 |
|
| R3 |
1.1890 |
1.1766 |
1.1372 |
|
| R2 |
1.1518 |
1.1518 |
1.1338 |
|
| R1 |
1.1394 |
1.1394 |
1.1304 |
1.1456 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1177 |
| S1 |
1.1022 |
1.1022 |
1.1235 |
1.1084 |
| S2 |
1.0774 |
1.0774 |
1.1201 |
|
| S3 |
1.0402 |
1.0650 |
1.1167 |
|
| S4 |
1.0030 |
1.0278 |
1.1065 |
|
|
| 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 |
1.1270 |
1.0898 |
0.0372 |
3.3% |
0.0138 |
1.2% |
100% |
True |
True |
211 |
| 10 |
1.1270 |
1.0898 |
0.0372 |
3.3% |
0.0104 |
0.9% |
100% |
True |
True |
166 |
| 20 |
1.1450 |
1.0898 |
0.0552 |
4.9% |
0.0075 |
0.7% |
67% |
False |
True |
93 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.2% |
0.0074 |
0.7% |
69% |
False |
False |
65 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0065 |
0.6% |
71% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2851 |
|
2.618 |
1.2244 |
|
1.618 |
1.1872 |
|
1.000 |
1.1642 |
|
0.618 |
1.1500 |
|
HIGH |
1.1270 |
|
0.618 |
1.1128 |
|
0.500 |
1.1084 |
|
0.382 |
1.1040 |
|
LOW |
1.0898 |
|
0.618 |
1.0668 |
|
1.000 |
1.0526 |
|
1.618 |
1.0296 |
|
2.618 |
0.9924 |
|
4.250 |
0.9317 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1208 |
1.1208 |
| PP |
1.1146 |
1.1146 |
| S1 |
1.1084 |
1.1084 |
|