CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1279 |
-0.0028 |
-0.2% |
1.1244 |
| High |
1.1320 |
1.1279 |
-0.0041 |
-0.4% |
1.1408 |
| Low |
1.1257 |
1.1225 |
-0.0032 |
-0.3% |
1.1129 |
| Close |
1.1286 |
1.1247 |
-0.0039 |
-0.3% |
1.1335 |
| Range |
0.0063 |
0.0054 |
-0.0009 |
-14.3% |
0.0279 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
340 |
215 |
-125 |
-36.8% |
1,750 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1383 |
1.1276 |
|
| R3 |
1.1358 |
1.1329 |
1.1261 |
|
| R2 |
1.1304 |
1.1304 |
1.1256 |
|
| R1 |
1.1275 |
1.1275 |
1.1251 |
1.1263 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1244 |
| S1 |
1.1221 |
1.1221 |
1.1242 |
1.1209 |
| S2 |
1.1196 |
1.1196 |
1.1237 |
|
| S3 |
1.1142 |
1.1167 |
1.1232 |
|
| S4 |
1.1088 |
1.1113 |
1.1217 |
|
|
| 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 |
1.1225 |
0.0183 |
1.6% |
0.0074 |
0.7% |
12% |
False |
True |
319 |
| 10 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0115 |
1.0% |
68% |
False |
False |
299 |
| 20 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0093 |
0.8% |
68% |
False |
False |
226 |
| 40 |
1.1450 |
1.0892 |
0.0558 |
5.0% |
0.0083 |
0.7% |
64% |
False |
False |
128 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0070 |
0.6% |
67% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1509 |
|
2.618 |
1.1420 |
|
1.618 |
1.1366 |
|
1.000 |
1.1333 |
|
0.618 |
1.1312 |
|
HIGH |
1.1279 |
|
0.618 |
1.1258 |
|
0.500 |
1.1252 |
|
0.382 |
1.1246 |
|
LOW |
1.1225 |
|
0.618 |
1.1192 |
|
1.000 |
1.1171 |
|
1.618 |
1.1138 |
|
2.618 |
1.1084 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1252 |
1.1288 |
| PP |
1.1250 |
1.1274 |
| S1 |
1.1248 |
1.1260 |
|