CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.1256 |
0.0206 |
1.9% |
1.1059 |
| High |
1.1270 |
1.1263 |
-0.0008 |
-0.1% |
1.1270 |
| Low |
1.0898 |
1.1160 |
0.0262 |
2.4% |
1.0898 |
| Close |
1.1270 |
1.1227 |
-0.0043 |
-0.4% |
1.1227 |
| Range |
0.0372 |
0.0103 |
-0.0270 |
-72.4% |
0.0372 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
0.8% |
0.0000 |
| Volume |
139 |
349 |
210 |
151.1% |
1,146 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1478 |
1.1283 |
|
| R3 |
1.1422 |
1.1376 |
1.1255 |
|
| R2 |
1.1319 |
1.1319 |
1.1246 |
|
| R1 |
1.1273 |
1.1273 |
1.1236 |
1.1245 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1202 |
| S1 |
1.1171 |
1.1171 |
1.1218 |
1.1142 |
| S2 |
1.1114 |
1.1114 |
1.1208 |
|
| S3 |
1.1012 |
1.1068 |
1.1199 |
|
| S4 |
1.0909 |
1.0966 |
1.1171 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2248 |
1.2109 |
1.1432 |
|
| R3 |
1.1876 |
1.1737 |
1.1329 |
|
| R2 |
1.1504 |
1.1504 |
1.1295 |
|
| R1 |
1.1365 |
1.1365 |
1.1261 |
1.1435 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1166 |
| S1 |
1.0993 |
1.0993 |
1.1193 |
1.1063 |
| S2 |
1.0760 |
1.0760 |
1.1159 |
|
| S3 |
1.0388 |
1.0621 |
1.1125 |
|
| S4 |
1.0016 |
1.0249 |
1.1022 |
|
|
| 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% |
0.0136 |
1.2% |
88% |
False |
False |
229 |
| 10 |
1.1270 |
1.0898 |
0.0372 |
3.3% |
0.0100 |
0.9% |
88% |
False |
False |
178 |
| 20 |
1.1377 |
1.0898 |
0.0479 |
4.3% |
0.0076 |
0.7% |
69% |
False |
False |
109 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.2% |
0.0075 |
0.7% |
62% |
False |
False |
73 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0066 |
0.6% |
64% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1698 |
|
2.618 |
1.1531 |
|
1.618 |
1.1428 |
|
1.000 |
1.1365 |
|
0.618 |
1.1326 |
|
HIGH |
1.1263 |
|
0.618 |
1.1223 |
|
0.500 |
1.1211 |
|
0.382 |
1.1199 |
|
LOW |
1.1160 |
|
0.618 |
1.1097 |
|
1.000 |
1.1058 |
|
1.618 |
1.0994 |
|
2.618 |
1.0892 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1222 |
1.1179 |
| PP |
1.1217 |
1.1132 |
| S1 |
1.1211 |
1.1084 |
|