CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0898 |
0.0057 |
0.5% |
1.0808 |
| High |
1.0925 |
1.0951 |
0.0027 |
0.2% |
1.0980 |
| Low |
1.0825 |
1.0897 |
0.0072 |
0.7% |
1.0802 |
| Close |
1.0904 |
1.0927 |
0.0024 |
0.2% |
1.0839 |
| Range |
0.0100 |
0.0055 |
-0.0045 |
-45.2% |
0.0178 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
164,237 |
152,546 |
-11,691 |
-7.1% |
926,959 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1062 |
1.0957 |
|
| R3 |
1.1034 |
1.1008 |
1.0942 |
|
| R2 |
1.0979 |
1.0979 |
1.0937 |
|
| R1 |
1.0953 |
1.0953 |
1.0932 |
1.0966 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0931 |
| S1 |
1.0899 |
1.0899 |
1.0922 |
1.0912 |
| S2 |
1.0870 |
1.0870 |
1.0917 |
|
| S3 |
1.0816 |
1.0844 |
1.0912 |
|
| S4 |
1.0761 |
1.0790 |
1.0897 |
|
|
| 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 |
1.0821 |
0.0159 |
1.5% |
0.0092 |
0.8% |
67% |
False |
False |
196,116 |
| 10 |
1.0991 |
1.0789 |
0.0202 |
1.8% |
0.0092 |
0.8% |
68% |
False |
False |
193,279 |
| 20 |
1.1001 |
1.0728 |
0.0273 |
2.5% |
0.0102 |
0.9% |
73% |
False |
False |
206,228 |
| 40 |
1.1088 |
1.0728 |
0.0360 |
3.3% |
0.0100 |
0.9% |
55% |
False |
False |
182,779 |
| 60 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0101 |
0.9% |
71% |
False |
False |
124,002 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0100 |
0.9% |
39% |
False |
False |
93,186 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
39% |
False |
False |
74,627 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
32% |
False |
False |
62,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1183 |
|
2.618 |
1.1094 |
|
1.618 |
1.1039 |
|
1.000 |
1.1006 |
|
0.618 |
1.0985 |
|
HIGH |
1.0951 |
|
0.618 |
1.0930 |
|
0.500 |
1.0924 |
|
0.382 |
1.0917 |
|
LOW |
1.0897 |
|
0.618 |
1.0863 |
|
1.000 |
1.0842 |
|
1.618 |
1.0808 |
|
2.618 |
1.0754 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0915 |
| PP |
1.0925 |
1.0903 |
| S1 |
1.0924 |
1.0891 |
|