CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1279 |
1.1239 |
-0.0040 |
-0.4% |
1.1244 |
| High |
1.1279 |
1.1247 |
-0.0032 |
-0.3% |
1.1408 |
| Low |
1.1225 |
1.1209 |
-0.0016 |
-0.1% |
1.1129 |
| Close |
1.1247 |
1.1236 |
-0.0011 |
-0.1% |
1.1335 |
| Range |
0.0054 |
0.0038 |
-0.0016 |
-29.6% |
0.0279 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
215 |
545 |
330 |
153.5% |
1,750 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1345 |
1.1328 |
1.1256 |
|
| R3 |
1.1307 |
1.1290 |
1.1246 |
|
| R2 |
1.1269 |
1.1269 |
1.1242 |
|
| R1 |
1.1252 |
1.1252 |
1.1239 |
1.1241 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1225 |
| S1 |
1.1214 |
1.1214 |
1.1232 |
1.1203 |
| S2 |
1.1193 |
1.1193 |
1.1229 |
|
| S3 |
1.1155 |
1.1176 |
1.1225 |
|
| S4 |
1.1117 |
1.1138 |
1.1215 |
|
|
| 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 |
1.1398 |
1.1209 |
0.0189 |
1.7% |
0.0055 |
0.5% |
14% |
False |
True |
349 |
| 10 |
1.1408 |
1.1129 |
0.0279 |
2.5% |
0.0082 |
0.7% |
38% |
False |
False |
340 |
| 20 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0093 |
0.8% |
66% |
False |
False |
253 |
| 40 |
1.1450 |
1.0892 |
0.0558 |
5.0% |
0.0083 |
0.7% |
62% |
False |
False |
141 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0070 |
0.6% |
65% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1346 |
|
1.618 |
1.1308 |
|
1.000 |
1.1285 |
|
0.618 |
1.1270 |
|
HIGH |
1.1247 |
|
0.618 |
1.1232 |
|
0.500 |
1.1228 |
|
0.382 |
1.1224 |
|
LOW |
1.1209 |
|
0.618 |
1.1186 |
|
1.000 |
1.1171 |
|
1.618 |
1.1148 |
|
2.618 |
1.1110 |
|
4.250 |
1.1048 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1265 |
| PP |
1.1231 |
1.1255 |
| S1 |
1.1228 |
1.1245 |
|