CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1169 |
1.1280 |
0.0112 |
1.0% |
1.1059 |
| High |
1.1302 |
1.1408 |
0.0106 |
0.9% |
1.1270 |
| Low |
1.1129 |
1.1275 |
0.0146 |
1.3% |
1.0898 |
| Close |
1.1263 |
1.1386 |
0.0123 |
1.1% |
1.1227 |
| Range |
0.0173 |
0.0134 |
-0.0040 |
-22.8% |
0.0372 |
| ATR |
0.0100 |
0.0104 |
0.0003 |
3.2% |
0.0000 |
| Volume |
493 |
399 |
-94 |
-19.1% |
1,146 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1757 |
1.1705 |
1.1459 |
|
| R3 |
1.1623 |
1.1571 |
1.1422 |
|
| R2 |
1.1490 |
1.1490 |
1.1410 |
|
| R1 |
1.1438 |
1.1438 |
1.1398 |
1.1464 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1369 |
| S1 |
1.1304 |
1.1304 |
1.1373 |
1.1330 |
| S2 |
1.1223 |
1.1223 |
1.1361 |
|
| S3 |
1.1089 |
1.1171 |
1.1349 |
|
| S4 |
1.0956 |
1.1037 |
1.1312 |
|
|
| 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 |
1.1408 |
1.1129 |
0.0279 |
2.5% |
0.0109 |
1.0% |
92% |
True |
False |
331 |
| 10 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0123 |
1.1% |
96% |
True |
False |
271 |
| 20 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0088 |
0.8% |
96% |
True |
False |
170 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.1% |
0.0081 |
0.7% |
89% |
False |
False |
99 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0068 |
0.6% |
90% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1975 |
|
2.618 |
1.1758 |
|
1.618 |
1.1624 |
|
1.000 |
1.1542 |
|
0.618 |
1.1491 |
|
HIGH |
1.1408 |
|
0.618 |
1.1357 |
|
0.500 |
1.1341 |
|
0.382 |
1.1325 |
|
LOW |
1.1275 |
|
0.618 |
1.1192 |
|
1.000 |
1.1141 |
|
1.618 |
1.1058 |
|
2.618 |
1.0925 |
|
4.250 |
1.0707 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1347 |
| PP |
1.1356 |
1.1308 |
| S1 |
1.1341 |
1.1269 |
|