CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0879 |
1.0867 |
-0.0012 |
-0.1% |
1.0884 |
| High |
1.0918 |
1.0905 |
-0.0013 |
-0.1% |
1.0966 |
| Low |
1.0837 |
1.0821 |
-0.0016 |
-0.1% |
1.0728 |
| Close |
1.0872 |
1.0894 |
0.0023 |
0.2% |
1.0920 |
| Range |
0.0081 |
0.0084 |
0.0003 |
3.7% |
0.0238 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
162,441 |
179,786 |
17,345 |
10.7% |
1,215,600 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1094 |
1.0940 |
|
| R3 |
1.1041 |
1.1010 |
1.0917 |
|
| R2 |
1.0957 |
1.0957 |
1.0909 |
|
| R1 |
1.0926 |
1.0926 |
1.0902 |
1.0942 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0881 |
| S1 |
1.0842 |
1.0842 |
1.0886 |
1.0858 |
| S2 |
1.0789 |
1.0789 |
1.0879 |
|
| S3 |
1.0705 |
1.0758 |
1.0871 |
|
| S4 |
1.0621 |
1.0674 |
1.0848 |
|
|
| 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 |
1.0788 |
0.0200 |
1.8% |
0.0119 |
1.1% |
53% |
False |
False |
217,260 |
| 10 |
1.0988 |
1.0728 |
0.0260 |
2.4% |
0.0111 |
1.0% |
64% |
False |
False |
190,444 |
| 20 |
1.1088 |
1.0728 |
0.0360 |
3.3% |
0.0100 |
0.9% |
46% |
False |
False |
173,134 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0103 |
0.9% |
65% |
False |
False |
119,124 |
| 60 |
1.1415 |
1.0540 |
0.0875 |
8.0% |
0.0103 |
0.9% |
40% |
False |
False |
79,875 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
36% |
False |
False |
60,009 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0108 |
1.0% |
29% |
False |
False |
48,050 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
29% |
False |
False |
40,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1262 |
|
2.618 |
1.1125 |
|
1.618 |
1.1041 |
|
1.000 |
1.0989 |
|
0.618 |
1.0957 |
|
HIGH |
1.0905 |
|
0.618 |
1.0873 |
|
0.500 |
1.0863 |
|
0.382 |
1.0853 |
|
LOW |
1.0821 |
|
0.618 |
1.0769 |
|
1.000 |
1.0737 |
|
1.618 |
1.0685 |
|
2.618 |
1.0601 |
|
4.250 |
1.0464 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0904 |
| PP |
1.0873 |
1.0901 |
| S1 |
1.0863 |
1.0897 |
|