CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0867 |
1.0897 |
0.0030 |
0.3% |
1.0884 |
| High |
1.0905 |
1.0960 |
0.0055 |
0.5% |
1.0966 |
| Low |
1.0821 |
1.0850 |
0.0029 |
0.3% |
1.0728 |
| Close |
1.0894 |
1.0878 |
-0.0016 |
-0.1% |
1.0920 |
| Range |
0.0084 |
0.0110 |
0.0026 |
30.4% |
0.0238 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.2% |
0.0000 |
| Volume |
179,786 |
228,696 |
48,910 |
27.2% |
1,215,600 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1161 |
1.0938 |
|
| R3 |
1.1115 |
1.1051 |
1.0908 |
|
| R2 |
1.1005 |
1.1005 |
1.0898 |
|
| R1 |
1.0942 |
1.0942 |
1.0888 |
1.0919 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0884 |
| S1 |
1.0832 |
1.0832 |
1.0868 |
1.0809 |
| S2 |
1.0786 |
1.0786 |
1.0858 |
|
| S3 |
1.0677 |
1.0723 |
1.0848 |
|
| S4 |
1.0567 |
1.0613 |
1.0818 |
|
|
| 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 |
1.0812 |
0.0176 |
1.6% |
0.0107 |
1.0% |
38% |
False |
False |
205,175 |
| 10 |
1.0988 |
1.0728 |
0.0260 |
2.4% |
0.0118 |
1.1% |
58% |
False |
False |
203,597 |
| 20 |
1.1040 |
1.0728 |
0.0312 |
2.9% |
0.0098 |
0.9% |
48% |
False |
False |
173,561 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0104 |
1.0% |
62% |
False |
False |
124,720 |
| 60 |
1.1415 |
1.0540 |
0.0875 |
8.0% |
0.0103 |
0.9% |
39% |
False |
False |
83,677 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
34% |
False |
False |
62,864 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0108 |
1.0% |
28% |
False |
False |
50,335 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
28% |
False |
False |
41,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1425 |
|
2.618 |
1.1246 |
|
1.618 |
1.1137 |
|
1.000 |
1.1069 |
|
0.618 |
1.1027 |
|
HIGH |
1.0960 |
|
0.618 |
1.0918 |
|
0.500 |
1.0905 |
|
0.382 |
1.0892 |
|
LOW |
1.0850 |
|
0.618 |
1.0782 |
|
1.000 |
1.0741 |
|
1.618 |
1.0673 |
|
2.618 |
1.0563 |
|
4.250 |
1.0385 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0890 |
| PP |
1.0896 |
1.0886 |
| S1 |
1.0887 |
1.0882 |
|