CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0849 |
-0.0035 |
-0.3% |
1.0986 |
| High |
1.0966 |
1.0857 |
-0.0109 |
-1.0% |
1.1016 |
| Low |
1.0799 |
1.0728 |
-0.0071 |
-0.7% |
1.0871 |
| Close |
1.0846 |
1.0763 |
-0.0083 |
-0.8% |
1.0886 |
| Range |
0.0167 |
0.0129 |
-0.0038 |
-22.8% |
0.0145 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.9% |
0.0000 |
| Volume |
257,251 |
187,776 |
-69,475 |
-27.0% |
365,414 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1095 |
1.0834 |
|
| R3 |
1.1041 |
1.0966 |
1.0798 |
|
| R2 |
1.0912 |
1.0912 |
1.0787 |
|
| R1 |
1.0837 |
1.0837 |
1.0775 |
1.0810 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0769 |
| S1 |
1.0708 |
1.0708 |
1.0751 |
1.0681 |
| S2 |
1.0654 |
1.0654 |
1.0739 |
|
| S3 |
1.0525 |
1.0579 |
1.0728 |
|
| S4 |
1.0396 |
1.0450 |
1.0692 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1268 |
1.0966 |
|
| R3 |
1.1214 |
1.1123 |
1.0926 |
|
| R2 |
1.1069 |
1.1069 |
1.0913 |
|
| R1 |
1.0978 |
1.0978 |
1.0899 |
1.0951 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0911 |
| S1 |
1.0833 |
1.0833 |
1.0873 |
1.0806 |
| S2 |
1.0779 |
1.0779 |
1.0859 |
|
| S3 |
1.0634 |
1.0688 |
1.0846 |
|
| S4 |
1.0489 |
1.0543 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1014 |
1.0728 |
0.0286 |
2.7% |
0.0104 |
1.0% |
12% |
False |
True |
147,776 |
| 10 |
1.1016 |
1.0728 |
0.0288 |
2.7% |
0.0088 |
0.8% |
12% |
False |
True |
125,586 |
| 20 |
1.1088 |
1.0728 |
0.0360 |
3.3% |
0.0098 |
0.9% |
10% |
False |
True |
166,814 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.1% |
0.0102 |
0.9% |
41% |
False |
False |
87,533 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0100 |
0.9% |
23% |
False |
False |
58,631 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0102 |
0.9% |
23% |
False |
False |
44,072 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.2% |
0.0107 |
1.0% |
18% |
False |
False |
35,293 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.2% |
0.0105 |
1.0% |
18% |
False |
False |
29,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1405 |
|
2.618 |
1.1195 |
|
1.618 |
1.1066 |
|
1.000 |
1.0986 |
|
0.618 |
1.0937 |
|
HIGH |
1.0857 |
|
0.618 |
1.0808 |
|
0.500 |
1.0793 |
|
0.382 |
1.0777 |
|
LOW |
1.0728 |
|
0.618 |
1.0648 |
|
1.000 |
1.0599 |
|
1.618 |
1.0519 |
|
2.618 |
1.0390 |
|
4.250 |
1.0180 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0793 |
1.0847 |
| PP |
1.0783 |
1.0819 |
| S1 |
1.0773 |
1.0791 |
|