CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.0929 |
-0.0002 |
0.0% |
1.0960 |
| High |
1.0954 |
1.0991 |
0.0037 |
0.3% |
1.1001 |
| Low |
1.0875 |
1.0892 |
0.0017 |
0.2% |
1.0821 |
| Close |
1.0940 |
1.0906 |
-0.0034 |
-0.3% |
1.0925 |
| Range |
0.0080 |
0.0100 |
0.0020 |
25.2% |
0.0180 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
225,962 |
201,616 |
-24,346 |
-10.8% |
1,007,455 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1228 |
1.1167 |
1.0961 |
|
| R3 |
1.1129 |
1.1067 |
1.0933 |
|
| R2 |
1.1029 |
1.1029 |
1.0924 |
|
| R1 |
1.0968 |
1.0968 |
1.0915 |
1.0949 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0920 |
| S1 |
1.0868 |
1.0868 |
1.0897 |
1.0849 |
| S2 |
1.0830 |
1.0830 |
1.0888 |
|
| S3 |
1.0731 |
1.0769 |
1.0879 |
|
| S4 |
1.0631 |
1.0669 |
1.0851 |
|
|
| 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% |
0.0101 |
0.9% |
47% |
False |
False |
221,750 |
| 10 |
1.1001 |
1.0732 |
0.0269 |
2.5% |
0.0110 |
1.0% |
65% |
False |
False |
220,560 |
| 20 |
1.1016 |
1.0728 |
0.0288 |
2.6% |
0.0099 |
0.9% |
62% |
False |
False |
173,073 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0106 |
1.0% |
67% |
False |
False |
141,964 |
| 60 |
1.1168 |
1.0540 |
0.0628 |
5.8% |
0.0102 |
0.9% |
58% |
False |
False |
95,317 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
37% |
False |
False |
71,604 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
37% |
False |
False |
57,331 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0107 |
1.0% |
30% |
False |
False |
47,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1251 |
|
1.618 |
1.1152 |
|
1.000 |
1.1091 |
|
0.618 |
1.1052 |
|
HIGH |
1.0991 |
|
0.618 |
1.0953 |
|
0.500 |
1.0941 |
|
0.382 |
1.0930 |
|
LOW |
1.0892 |
|
0.618 |
1.0830 |
|
1.000 |
1.0792 |
|
1.618 |
1.0731 |
|
2.618 |
1.0631 |
|
4.250 |
1.0469 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0935 |
| PP |
1.0930 |
1.0926 |
| S1 |
1.0918 |
1.0916 |
|