CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0796 |
0.0026 |
0.2% |
1.0986 |
| High |
1.0818 |
1.0959 |
0.0141 |
1.3% |
1.1016 |
| Low |
1.0732 |
1.0788 |
0.0056 |
0.5% |
1.0871 |
| Close |
1.0806 |
1.0952 |
0.0146 |
1.4% |
1.0886 |
| Range |
0.0086 |
0.0171 |
0.0085 |
98.8% |
0.0145 |
| ATR |
0.0103 |
0.0108 |
0.0005 |
4.8% |
0.0000 |
| Volume |
190,337 |
289,122 |
98,785 |
51.9% |
365,414 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1413 |
1.1353 |
1.1046 |
|
| R3 |
1.1242 |
1.1182 |
1.0999 |
|
| R2 |
1.1071 |
1.1071 |
1.0983 |
|
| R1 |
1.1011 |
1.1011 |
1.0968 |
1.1041 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0915 |
| S1 |
1.0840 |
1.0840 |
1.0936 |
1.0870 |
| S2 |
1.0729 |
1.0729 |
1.0921 |
|
| S3 |
1.0558 |
1.0669 |
1.0905 |
|
| S4 |
1.0387 |
1.0498 |
1.0858 |
|
|
| 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 |
1.0966 |
1.0728 |
0.0238 |
2.2% |
0.0128 |
1.2% |
94% |
False |
False |
202,020 |
| 10 |
1.1016 |
1.0728 |
0.0288 |
2.6% |
0.0096 |
0.9% |
78% |
False |
False |
146,054 |
| 20 |
1.1088 |
1.0728 |
0.0360 |
3.3% |
0.0103 |
0.9% |
62% |
False |
False |
183,096 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0102 |
0.9% |
75% |
False |
False |
99,372 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
42% |
False |
False |
66,612 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
42% |
False |
False |
50,062 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0108 |
1.0% |
34% |
False |
False |
40,084 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0105 |
1.0% |
34% |
False |
False |
33,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1686 |
|
2.618 |
1.1407 |
|
1.618 |
1.1236 |
|
1.000 |
1.1130 |
|
0.618 |
1.1065 |
|
HIGH |
1.0959 |
|
0.618 |
1.0894 |
|
0.500 |
1.0874 |
|
0.382 |
1.0853 |
|
LOW |
1.0788 |
|
0.618 |
1.0682 |
|
1.000 |
1.0617 |
|
1.618 |
1.0511 |
|
2.618 |
1.0340 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0916 |
| PP |
1.0900 |
1.0880 |
| S1 |
1.0874 |
1.0844 |
|