CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1398 |
0.0118 |
1.0% |
1.1244 |
| High |
1.1408 |
1.1398 |
-0.0010 |
-0.1% |
1.1408 |
| Low |
1.1275 |
1.1323 |
0.0049 |
0.4% |
1.1129 |
| Close |
1.1386 |
1.1335 |
-0.0051 |
-0.4% |
1.1335 |
| Range |
0.0134 |
0.0075 |
-0.0059 |
-43.8% |
0.0279 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
399 |
441 |
42 |
10.5% |
1,750 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1577 |
1.1531 |
1.1376 |
|
| R3 |
1.1502 |
1.1456 |
1.1355 |
|
| R2 |
1.1427 |
1.1427 |
1.1348 |
|
| R1 |
1.1381 |
1.1381 |
1.1341 |
1.1366 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1345 |
| S1 |
1.1306 |
1.1306 |
1.1328 |
1.1291 |
| S2 |
1.1277 |
1.1277 |
1.1321 |
|
| S3 |
1.1202 |
1.1231 |
1.1314 |
|
| S4 |
1.1127 |
1.1156 |
1.1293 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.2010 |
1.1488 |
|
| R3 |
1.1849 |
1.1731 |
1.1411 |
|
| R2 |
1.1570 |
1.1570 |
1.1386 |
|
| R1 |
1.1452 |
1.1452 |
1.1360 |
1.1511 |
| PP |
1.1291 |
1.1291 |
1.1291 |
1.1320 |
| S1 |
1.1173 |
1.1173 |
1.1309 |
1.1232 |
| S2 |
1.1012 |
1.1012 |
1.1283 |
|
| S3 |
1.0733 |
1.0894 |
1.1258 |
|
| S4 |
1.0454 |
1.0615 |
1.1181 |
|
|
| 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% |
0.0103 |
0.9% |
74% |
False |
False |
350 |
| 10 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0120 |
1.1% |
86% |
False |
False |
289 |
| 20 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0089 |
0.8% |
86% |
False |
False |
191 |
| 40 |
1.1450 |
1.0875 |
0.0575 |
5.1% |
0.0081 |
0.7% |
80% |
False |
False |
109 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0068 |
0.6% |
81% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1594 |
|
1.618 |
1.1519 |
|
1.000 |
1.1473 |
|
0.618 |
1.1444 |
|
HIGH |
1.1398 |
|
0.618 |
1.1369 |
|
0.500 |
1.1361 |
|
0.382 |
1.1352 |
|
LOW |
1.1323 |
|
0.618 |
1.1277 |
|
1.000 |
1.1248 |
|
1.618 |
1.1202 |
|
2.618 |
1.1127 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1361 |
1.1313 |
| PP |
1.1352 |
1.1291 |
| S1 |
1.1343 |
1.1269 |
|