CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0880 |
-0.0017 |
-0.2% |
1.0960 |
| High |
1.0960 |
1.1001 |
0.0041 |
0.4% |
1.1001 |
| Low |
1.0850 |
1.0870 |
0.0020 |
0.2% |
1.0821 |
| Close |
1.0878 |
1.0925 |
0.0047 |
0.4% |
1.0925 |
| Range |
0.0110 |
0.0131 |
0.0021 |
19.2% |
0.0180 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
1.6% |
0.0000 |
| Volume |
228,696 |
272,693 |
43,997 |
19.2% |
1,007,455 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1254 |
1.0996 |
|
| R3 |
1.1193 |
1.1124 |
1.0960 |
|
| R2 |
1.1062 |
1.1062 |
1.0948 |
|
| R1 |
1.0993 |
1.0993 |
1.0936 |
1.1028 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0949 |
| S1 |
1.0863 |
1.0863 |
1.0913 |
1.0897 |
| S2 |
1.0801 |
1.0801 |
1.0901 |
|
| S3 |
1.0671 |
1.0732 |
1.0889 |
|
| S4 |
1.0540 |
1.0602 |
1.0853 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1369 |
1.1023 |
|
| R3 |
1.1274 |
1.1189 |
1.0974 |
|
| R2 |
1.1095 |
1.1095 |
1.0957 |
|
| R1 |
1.1010 |
1.1010 |
1.0941 |
1.0963 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0892 |
| S1 |
1.0830 |
1.0830 |
1.0908 |
1.0783 |
| S2 |
1.0736 |
1.0736 |
1.0892 |
|
| S3 |
1.0556 |
1.0651 |
1.0875 |
|
| S4 |
1.0377 |
1.0471 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1001 |
1.0821 |
0.0180 |
1.6% |
0.0106 |
1.0% |
58% |
True |
False |
201,491 |
| 10 |
1.1001 |
1.0728 |
0.0273 |
2.5% |
0.0122 |
1.1% |
72% |
True |
False |
222,305 |
| 20 |
1.1016 |
1.0728 |
0.0288 |
2.6% |
0.0098 |
0.9% |
68% |
False |
False |
172,600 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0105 |
1.0% |
70% |
False |
False |
131,488 |
| 60 |
1.1406 |
1.0540 |
0.0866 |
7.9% |
0.0104 |
1.0% |
44% |
False |
False |
88,215 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
39% |
False |
False |
66,270 |
| 100 |
1.1630 |
1.0540 |
0.1090 |
10.0% |
0.0106 |
1.0% |
35% |
False |
False |
53,059 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
32% |
False |
False |
44,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1555 |
|
2.618 |
1.1342 |
|
1.618 |
1.1212 |
|
1.000 |
1.1131 |
|
0.618 |
1.1081 |
|
HIGH |
1.1001 |
|
0.618 |
1.0951 |
|
0.500 |
1.0935 |
|
0.382 |
1.0920 |
|
LOW |
1.0870 |
|
0.618 |
1.0789 |
|
1.000 |
1.0740 |
|
1.618 |
1.0659 |
|
2.618 |
1.0528 |
|
4.250 |
1.0315 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0920 |
| PP |
1.0932 |
1.0915 |
| S1 |
1.0928 |
1.0911 |
|