CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1180 |
-0.0064 |
-0.6% |
1.1059 |
| High |
1.1244 |
1.1192 |
-0.0052 |
-0.5% |
1.1270 |
| Low |
1.1150 |
1.1150 |
0.0001 |
0.0% |
1.0898 |
| Close |
1.1164 |
1.1178 |
0.0015 |
0.1% |
1.1227 |
| Range |
0.0094 |
0.0042 |
-0.0053 |
-55.9% |
0.0372 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
315 |
102 |
-213 |
-67.6% |
1,146 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1298 |
1.1279 |
1.1201 |
|
| R3 |
1.1256 |
1.1238 |
1.1189 |
|
| R2 |
1.1215 |
1.1215 |
1.1186 |
|
| R1 |
1.1196 |
1.1196 |
1.1182 |
1.1185 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1167 |
| S1 |
1.1155 |
1.1155 |
1.1174 |
1.1143 |
| S2 |
1.1132 |
1.1132 |
1.1170 |
|
| S3 |
1.1090 |
1.1113 |
1.1167 |
|
| S4 |
1.1049 |
1.1072 |
1.1155 |
|
|
| 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% |
0.0137 |
1.2% |
75% |
False |
False |
213 |
| 10 |
1.1270 |
1.0898 |
0.0372 |
3.3% |
0.0107 |
1.0% |
75% |
False |
False |
214 |
| 20 |
1.1270 |
1.0898 |
0.0372 |
3.3% |
0.0075 |
0.7% |
75% |
False |
False |
126 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.2% |
0.0077 |
0.7% |
54% |
False |
False |
78 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.6% |
0.0064 |
0.6% |
56% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1368 |
|
2.618 |
1.1300 |
|
1.618 |
1.1259 |
|
1.000 |
1.1233 |
|
0.618 |
1.1217 |
|
HIGH |
1.1192 |
|
0.618 |
1.1176 |
|
0.500 |
1.1171 |
|
0.382 |
1.1166 |
|
LOW |
1.1150 |
|
0.618 |
1.1124 |
|
1.000 |
1.1109 |
|
1.618 |
1.1083 |
|
2.618 |
1.1041 |
|
4.250 |
1.0974 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1176 |
1.1206 |
| PP |
1.1173 |
1.1197 |
| S1 |
1.1171 |
1.1187 |
|