CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0950 |
0.0035 |
0.3% |
1.0808 |
| High |
1.0980 |
1.0960 |
-0.0020 |
-0.2% |
1.0980 |
| Low |
1.0881 |
1.0821 |
-0.0060 |
-0.6% |
1.0802 |
| Close |
1.0967 |
1.0839 |
-0.0129 |
-1.2% |
1.0839 |
| Range |
0.0099 |
0.0139 |
0.0040 |
40.4% |
0.0178 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.4% |
0.0000 |
| Volume |
193,550 |
277,993 |
84,443 |
43.6% |
926,959 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1203 |
1.0915 |
|
| R3 |
1.1151 |
1.1064 |
1.0877 |
|
| R2 |
1.1012 |
1.1012 |
1.0864 |
|
| R1 |
1.0925 |
1.0925 |
1.0851 |
1.0899 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0860 |
| S1 |
1.0786 |
1.0786 |
1.0826 |
1.0760 |
| S2 |
1.0734 |
1.0734 |
1.0813 |
|
| S3 |
1.0595 |
1.0647 |
1.0800 |
|
| S4 |
1.0456 |
1.0508 |
1.0762 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1301 |
1.0936 |
|
| R3 |
1.1230 |
1.1123 |
1.0887 |
|
| R2 |
1.1052 |
1.1052 |
1.0871 |
|
| R1 |
1.0945 |
1.0945 |
1.0855 |
1.0998 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0900 |
| S1 |
1.0767 |
1.0767 |
1.0822 |
1.0820 |
| S2 |
1.0696 |
1.0696 |
1.0806 |
|
| S3 |
1.0518 |
1.0589 |
1.0790 |
|
| S4 |
1.0340 |
1.0411 |
1.0741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0980 |
1.0802 |
0.0178 |
1.6% |
0.0086 |
0.8% |
21% |
False |
False |
185,391 |
| 10 |
1.1001 |
1.0789 |
0.0212 |
2.0% |
0.0097 |
0.9% |
23% |
False |
False |
211,466 |
| 20 |
1.1001 |
1.0728 |
0.0273 |
2.5% |
0.0107 |
1.0% |
41% |
False |
False |
207,532 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.1% |
0.0110 |
1.0% |
54% |
False |
False |
176,336 |
| 60 |
1.1088 |
1.0540 |
0.0548 |
5.1% |
0.0102 |
0.9% |
54% |
False |
False |
118,818 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0100 |
0.9% |
30% |
False |
False |
89,238 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0102 |
0.9% |
30% |
False |
False |
71,464 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.2% |
0.0107 |
1.0% |
25% |
False |
False |
59,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1324 |
|
1.618 |
1.1185 |
|
1.000 |
1.1099 |
|
0.618 |
1.1046 |
|
HIGH |
1.0960 |
|
0.618 |
1.0907 |
|
0.500 |
1.0891 |
|
0.382 |
1.0874 |
|
LOW |
1.0821 |
|
0.618 |
1.0735 |
|
1.000 |
1.0682 |
|
1.618 |
1.0596 |
|
2.618 |
1.0457 |
|
4.250 |
1.0230 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0891 |
1.0901 |
| PP |
1.0873 |
1.0880 |
| S1 |
1.0856 |
1.0859 |
|