CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1354 |
1.1400 |
0.0047 |
0.4% |
1.1335 |
| High |
1.1422 |
1.1474 |
0.0052 |
0.5% |
1.1350 |
| Low |
1.1351 |
1.1376 |
0.0025 |
0.2% |
1.1209 |
| Close |
1.1398 |
1.1450 |
0.0052 |
0.5% |
1.1236 |
| Range |
0.0071 |
0.0099 |
0.0028 |
38.7% |
0.0141 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.8% |
0.0000 |
| Volume |
465 |
268 |
-197 |
-42.4% |
1,304 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1729 |
1.1688 |
1.1504 |
|
| R3 |
1.1630 |
1.1589 |
1.1477 |
|
| R2 |
1.1532 |
1.1532 |
1.1468 |
|
| R1 |
1.1491 |
1.1491 |
1.1459 |
1.1511 |
| PP |
1.1433 |
1.1433 |
1.1433 |
1.1443 |
| S1 |
1.1392 |
1.1392 |
1.1441 |
1.1413 |
| S2 |
1.1335 |
1.1335 |
1.1432 |
|
| S3 |
1.1236 |
1.1294 |
1.1423 |
|
| S4 |
1.1138 |
1.1195 |
1.1396 |
|
|
| 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 |
1.1474 |
1.1209 |
0.0265 |
2.3% |
0.0079 |
0.7% |
91% |
True |
False |
297 |
| 10 |
1.1474 |
1.1209 |
0.0265 |
2.3% |
0.0076 |
0.7% |
91% |
True |
False |
308 |
| 20 |
1.1474 |
1.0898 |
0.0576 |
5.0% |
0.0098 |
0.9% |
96% |
True |
False |
286 |
| 40 |
1.1474 |
1.0898 |
0.0576 |
5.0% |
0.0085 |
0.7% |
96% |
True |
False |
160 |
| 60 |
1.1474 |
1.0829 |
0.0645 |
5.6% |
0.0073 |
0.6% |
96% |
True |
False |
117 |
| 80 |
1.1474 |
1.0829 |
0.0645 |
5.6% |
0.0068 |
0.6% |
96% |
True |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1893 |
|
2.618 |
1.1732 |
|
1.618 |
1.1633 |
|
1.000 |
1.1573 |
|
0.618 |
1.1535 |
|
HIGH |
1.1474 |
|
0.618 |
1.1436 |
|
0.500 |
1.1425 |
|
0.382 |
1.1413 |
|
LOW |
1.1376 |
|
0.618 |
1.1315 |
|
1.000 |
1.1277 |
|
1.618 |
1.1216 |
|
2.618 |
1.1118 |
|
4.250 |
1.0957 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1442 |
1.1418 |
| PP |
1.1433 |
1.1386 |
| S1 |
1.1425 |
1.1354 |
|