CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1259 |
1.1354 |
0.0095 |
0.8% |
1.1335 |
| High |
1.1362 |
1.1422 |
0.0061 |
0.5% |
1.1350 |
| Low |
1.1234 |
1.1351 |
0.0117 |
1.0% |
1.1209 |
| Close |
1.1360 |
1.1398 |
0.0039 |
0.3% |
1.1236 |
| Range |
0.0128 |
0.0071 |
-0.0057 |
-44.3% |
0.0141 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
177 |
465 |
288 |
162.7% |
1,304 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1603 |
1.1572 |
1.1437 |
|
| R3 |
1.1532 |
1.1501 |
1.1418 |
|
| R2 |
1.1461 |
1.1461 |
1.1411 |
|
| R1 |
1.1430 |
1.1430 |
1.1405 |
1.1446 |
| PP |
1.1390 |
1.1390 |
1.1390 |
1.1398 |
| S1 |
1.1359 |
1.1359 |
1.1391 |
1.1375 |
| S2 |
1.1319 |
1.1319 |
1.1385 |
|
| S3 |
1.1248 |
1.1288 |
1.1378 |
|
| S4 |
1.1177 |
1.1217 |
1.1359 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1603 |
1.1313 |
|
| R3 |
1.1547 |
1.1462 |
1.1274 |
|
| R2 |
1.1406 |
1.1406 |
1.1261 |
|
| R1 |
1.1321 |
1.1321 |
1.1248 |
1.1293 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1251 |
| S1 |
1.1180 |
1.1180 |
1.1223 |
1.1152 |
| S2 |
1.1124 |
1.1124 |
1.1210 |
|
| S3 |
1.0983 |
1.1039 |
1.1197 |
|
| S4 |
1.0842 |
1.0898 |
1.1158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1422 |
1.1209 |
0.0213 |
1.9% |
0.0070 |
0.6% |
89% |
True |
False |
286 |
| 10 |
1.1422 |
1.1129 |
0.0293 |
2.6% |
0.0084 |
0.7% |
92% |
True |
False |
331 |
| 20 |
1.1422 |
1.0898 |
0.0524 |
4.6% |
0.0095 |
0.8% |
95% |
True |
False |
272 |
| 40 |
1.1450 |
1.0898 |
0.0552 |
4.8% |
0.0084 |
0.7% |
91% |
False |
False |
154 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.4% |
0.0073 |
0.6% |
92% |
False |
False |
113 |
| 80 |
1.1450 |
1.0746 |
0.0704 |
6.2% |
0.0071 |
0.6% |
93% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1724 |
|
2.618 |
1.1608 |
|
1.618 |
1.1537 |
|
1.000 |
1.1493 |
|
0.618 |
1.1466 |
|
HIGH |
1.1422 |
|
0.618 |
1.1395 |
|
0.500 |
1.1387 |
|
0.382 |
1.1378 |
|
LOW |
1.1351 |
|
0.618 |
1.1307 |
|
1.000 |
1.1280 |
|
1.618 |
1.1236 |
|
2.618 |
1.1165 |
|
4.250 |
1.1049 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1394 |
1.1372 |
| PP |
1.1390 |
1.1347 |
| S1 |
1.1387 |
1.1321 |
|