CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0885 |
1.0808 |
-0.0078 |
-0.7% |
1.0930 |
| High |
1.0890 |
1.0870 |
-0.0020 |
-0.2% |
1.0991 |
| Low |
1.0801 |
1.0802 |
0.0001 |
0.0% |
1.0789 |
| Close |
1.0804 |
1.0849 |
0.0046 |
0.4% |
1.0804 |
| Range |
0.0089 |
0.0068 |
-0.0021 |
-23.6% |
0.0202 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
180,415 |
107,098 |
-73,317 |
-40.6% |
915,017 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1044 |
1.1015 |
1.0886 |
|
| R3 |
1.0976 |
1.0947 |
1.0868 |
|
| R2 |
1.0908 |
1.0908 |
1.0861 |
|
| R1 |
1.0879 |
1.0879 |
1.0855 |
1.0894 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0848 |
| S1 |
1.0811 |
1.0811 |
1.0843 |
1.0826 |
| S2 |
1.0772 |
1.0772 |
1.0837 |
|
| S3 |
1.0704 |
1.0743 |
1.0830 |
|
| S4 |
1.0636 |
1.0675 |
1.0812 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1337 |
1.0915 |
|
| R3 |
1.1265 |
1.1135 |
1.0859 |
|
| R2 |
1.1063 |
1.1063 |
1.0841 |
|
| R1 |
1.0933 |
1.0933 |
1.0822 |
1.0897 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0843 |
| S1 |
1.0731 |
1.0731 |
1.0785 |
1.0695 |
| S2 |
1.0659 |
1.0659 |
1.0766 |
|
| S3 |
1.0457 |
1.0529 |
1.0748 |
|
| S4 |
1.0255 |
1.0327 |
1.0692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0991 |
1.0789 |
0.0202 |
1.9% |
0.0097 |
0.9% |
30% |
False |
False |
204,423 |
| 10 |
1.1001 |
1.0789 |
0.0212 |
1.9% |
0.0101 |
0.9% |
28% |
False |
False |
202,957 |
| 20 |
1.1016 |
1.0728 |
0.0288 |
2.7% |
0.0101 |
0.9% |
42% |
False |
False |
183,094 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.1% |
0.0108 |
1.0% |
56% |
False |
False |
156,496 |
| 60 |
1.1125 |
1.0540 |
0.0585 |
5.4% |
0.0103 |
1.0% |
53% |
False |
False |
105,194 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0101 |
0.9% |
31% |
False |
False |
79,026 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0103 |
0.9% |
31% |
False |
False |
63,274 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0107 |
1.0% |
26% |
False |
False |
52,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1159 |
|
2.618 |
1.1048 |
|
1.618 |
1.0980 |
|
1.000 |
1.0938 |
|
0.618 |
1.0912 |
|
HIGH |
1.0870 |
|
0.618 |
1.0844 |
|
0.500 |
1.0836 |
|
0.382 |
1.0828 |
|
LOW |
1.0802 |
|
0.618 |
1.0760 |
|
1.000 |
1.0734 |
|
1.618 |
1.0692 |
|
2.618 |
1.0624 |
|
4.250 |
1.0513 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0862 |
| PP |
1.0840 |
1.0858 |
| S1 |
1.0836 |
1.0853 |
|