CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1180 |
1.1169 |
-0.0012 |
-0.1% |
1.1059 |
| High |
1.1192 |
1.1302 |
0.0111 |
1.0% |
1.1270 |
| Low |
1.1150 |
1.1129 |
-0.0021 |
-0.2% |
1.0898 |
| Close |
1.1178 |
1.1263 |
0.0085 |
0.8% |
1.1227 |
| Range |
0.0042 |
0.0173 |
0.0132 |
316.9% |
0.0372 |
| ATR |
0.0095 |
0.0100 |
0.0006 |
5.9% |
0.0000 |
| Volume |
102 |
493 |
391 |
383.3% |
1,146 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1679 |
1.1358 |
|
| R3 |
1.1577 |
1.1506 |
1.1310 |
|
| R2 |
1.1404 |
1.1404 |
1.1294 |
|
| R1 |
1.1333 |
1.1333 |
1.1278 |
1.1369 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1249 |
| S1 |
1.1160 |
1.1160 |
1.1247 |
1.1196 |
| S2 |
1.1058 |
1.1058 |
1.1231 |
|
| S3 |
1.0885 |
1.0987 |
1.1215 |
|
| S4 |
1.0712 |
1.0814 |
1.1167 |
|
|
| 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 |
1.1302 |
1.0898 |
0.0404 |
3.6% |
0.0157 |
1.4% |
90% |
True |
False |
279 |
| 10 |
1.1302 |
1.0898 |
0.0404 |
3.6% |
0.0120 |
1.1% |
90% |
True |
False |
263 |
| 20 |
1.1302 |
1.0898 |
0.0404 |
3.6% |
0.0083 |
0.7% |
90% |
True |
False |
150 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.2% |
0.0080 |
0.7% |
68% |
False |
False |
90 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0066 |
0.6% |
70% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2037 |
|
2.618 |
1.1755 |
|
1.618 |
1.1582 |
|
1.000 |
1.1475 |
|
0.618 |
1.1409 |
|
HIGH |
1.1302 |
|
0.618 |
1.1236 |
|
0.500 |
1.1216 |
|
0.382 |
1.1195 |
|
LOW |
1.1129 |
|
0.618 |
1.1022 |
|
1.000 |
1.0956 |
|
1.618 |
1.0849 |
|
2.618 |
1.0676 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1247 |
| PP |
1.1231 |
1.1231 |
| S1 |
1.1216 |
1.1216 |
|