CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0879 |
-0.0082 |
-0.7% |
1.0884 |
| High |
1.0988 |
1.0918 |
-0.0070 |
-0.6% |
1.0966 |
| Low |
1.0865 |
1.0837 |
-0.0029 |
-0.3% |
1.0728 |
| Close |
1.0890 |
1.0872 |
-0.0018 |
-0.2% |
1.0920 |
| Range |
0.0123 |
0.0081 |
-0.0042 |
-33.9% |
0.0238 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
163,839 |
162,441 |
-1,398 |
-0.9% |
1,215,600 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1076 |
1.0916 |
|
| R3 |
1.1037 |
1.0995 |
1.0894 |
|
| R2 |
1.0956 |
1.0956 |
1.0886 |
|
| R1 |
1.0914 |
1.0914 |
1.0879 |
1.0895 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0866 |
| S1 |
1.0833 |
1.0833 |
1.0864 |
1.0814 |
| S2 |
1.0794 |
1.0794 |
1.0857 |
|
| S3 |
1.0713 |
1.0752 |
1.0849 |
|
| S4 |
1.0632 |
1.0671 |
1.0827 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1491 |
1.1051 |
|
| R3 |
1.1347 |
1.1253 |
1.0985 |
|
| R2 |
1.1109 |
1.1109 |
1.0964 |
|
| R1 |
1.1015 |
1.1015 |
1.0942 |
1.1062 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0895 |
| S1 |
1.0777 |
1.0777 |
1.0898 |
1.0824 |
| S2 |
1.0633 |
1.0633 |
1.0876 |
|
| S3 |
1.0395 |
1.0539 |
1.0855 |
|
| S4 |
1.0157 |
1.0301 |
1.0789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0988 |
1.0732 |
0.0256 |
2.4% |
0.0120 |
1.1% |
55% |
False |
False |
219,370 |
| 10 |
1.1014 |
1.0728 |
0.0286 |
2.6% |
0.0112 |
1.0% |
50% |
False |
False |
183,573 |
| 20 |
1.1088 |
1.0728 |
0.0360 |
3.3% |
0.0101 |
0.9% |
40% |
False |
False |
175,399 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0103 |
1.0% |
60% |
False |
False |
114,683 |
| 60 |
1.1423 |
1.0540 |
0.0883 |
8.1% |
0.0102 |
0.9% |
38% |
False |
False |
76,886 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0103 |
0.9% |
34% |
False |
False |
57,767 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0109 |
1.0% |
27% |
False |
False |
46,253 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
27% |
False |
False |
38,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1262 |
|
2.618 |
1.1130 |
|
1.618 |
1.1049 |
|
1.000 |
1.0999 |
|
0.618 |
1.0968 |
|
HIGH |
1.0918 |
|
0.618 |
1.0887 |
|
0.500 |
1.0877 |
|
0.382 |
1.0867 |
|
LOW |
1.0837 |
|
0.618 |
1.0786 |
|
1.000 |
1.0756 |
|
1.618 |
1.0705 |
|
2.618 |
1.0624 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0900 |
| PP |
1.0875 |
1.0890 |
| S1 |
1.0873 |
1.0881 |
|