CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1398 |
1.1335 |
-0.0064 |
-0.6% |
1.1244 |
| High |
1.1398 |
1.1350 |
-0.0048 |
-0.4% |
1.1408 |
| Low |
1.1323 |
1.1306 |
-0.0018 |
-0.2% |
1.1129 |
| Close |
1.1335 |
1.1319 |
-0.0016 |
-0.1% |
1.1335 |
| Range |
0.0075 |
0.0045 |
-0.0031 |
-40.7% |
0.0279 |
| ATR |
0.0102 |
0.0097 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
441 |
204 |
-237 |
-53.7% |
1,750 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1433 |
1.1343 |
|
| R3 |
1.1414 |
1.1388 |
1.1331 |
|
| R2 |
1.1369 |
1.1369 |
1.1327 |
|
| R1 |
1.1344 |
1.1344 |
1.1323 |
1.1334 |
| PP |
1.1325 |
1.1325 |
1.1325 |
1.1320 |
| S1 |
1.1299 |
1.1299 |
1.1314 |
1.1290 |
| S2 |
1.1280 |
1.1280 |
1.1310 |
|
| S3 |
1.1236 |
1.1255 |
1.1306 |
|
| S4 |
1.1191 |
1.1210 |
1.1294 |
|
|
| 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% |
0.0094 |
0.8% |
68% |
False |
False |
327 |
| 10 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0117 |
1.0% |
82% |
False |
False |
301 |
| 20 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0091 |
0.8% |
82% |
False |
False |
200 |
| 40 |
1.1450 |
1.0892 |
0.0558 |
4.9% |
0.0081 |
0.7% |
76% |
False |
False |
114 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0068 |
0.6% |
79% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1539 |
|
2.618 |
1.1467 |
|
1.618 |
1.1422 |
|
1.000 |
1.1395 |
|
0.618 |
1.1378 |
|
HIGH |
1.1350 |
|
0.618 |
1.1333 |
|
0.500 |
1.1328 |
|
0.382 |
1.1322 |
|
LOW |
1.1306 |
|
0.618 |
1.1278 |
|
1.000 |
1.1261 |
|
1.618 |
1.1233 |
|
2.618 |
1.1189 |
|
4.250 |
1.1116 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1341 |
| PP |
1.1325 |
1.1334 |
| S1 |
1.1322 |
1.1326 |
|