CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0880 |
0.0017 |
0.2% |
1.0930 |
| High |
1.0887 |
1.0930 |
0.0043 |
0.4% |
1.0991 |
| Low |
1.0831 |
1.0863 |
0.0032 |
0.3% |
1.0789 |
| Close |
1.0865 |
1.0918 |
0.0053 |
0.5% |
1.0804 |
| Range |
0.0056 |
0.0067 |
0.0011 |
19.6% |
0.0202 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
156,060 |
192,258 |
36,198 |
23.2% |
915,017 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1078 |
1.0954 |
|
| R3 |
1.1038 |
1.1011 |
1.0936 |
|
| R2 |
1.0971 |
1.0971 |
1.0930 |
|
| R1 |
1.0944 |
1.0944 |
1.0924 |
1.0957 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0910 |
| S1 |
1.0877 |
1.0877 |
1.0911 |
1.0890 |
| S2 |
1.0837 |
1.0837 |
1.0905 |
|
| S3 |
1.0770 |
1.0810 |
1.0899 |
|
| S4 |
1.0703 |
1.0743 |
1.0881 |
|
|
| 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 |
1.0936 |
1.0789 |
0.0147 |
1.3% |
0.0085 |
0.8% |
88% |
False |
False |
188,571 |
| 10 |
1.1001 |
1.0789 |
0.0212 |
1.9% |
0.0093 |
0.9% |
61% |
False |
False |
205,160 |
| 20 |
1.1014 |
1.0728 |
0.0286 |
2.6% |
0.0102 |
0.9% |
66% |
False |
False |
194,367 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0107 |
1.0% |
69% |
False |
False |
164,992 |
| 60 |
1.1102 |
1.0540 |
0.0562 |
5.1% |
0.0101 |
0.9% |
67% |
False |
False |
110,980 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
38% |
False |
False |
83,370 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
38% |
False |
False |
66,753 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
31% |
False |
False |
55,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1105 |
|
1.618 |
1.1038 |
|
1.000 |
1.0997 |
|
0.618 |
1.0971 |
|
HIGH |
1.0930 |
|
0.618 |
1.0904 |
|
0.500 |
1.0897 |
|
0.382 |
1.0889 |
|
LOW |
1.0863 |
|
0.618 |
1.0822 |
|
1.000 |
1.0796 |
|
1.618 |
1.0755 |
|
2.618 |
1.0688 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0900 |
| PP |
1.0904 |
1.0883 |
| S1 |
1.0897 |
1.0866 |
|