CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0898 |
1.0936 |
0.0038 |
0.3% |
1.0808 |
| High |
1.0951 |
1.1157 |
0.0206 |
1.9% |
1.0980 |
| Low |
1.0897 |
1.0914 |
0.0018 |
0.2% |
1.0802 |
| Close |
1.0927 |
1.1103 |
0.0176 |
1.6% |
1.0839 |
| Range |
0.0055 |
0.0243 |
0.0188 |
345.0% |
0.0178 |
| ATR |
0.0099 |
0.0109 |
0.0010 |
10.4% |
0.0000 |
| Volume |
152,546 |
339,401 |
186,855 |
122.5% |
926,959 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1785 |
1.1687 |
1.1236 |
|
| R3 |
1.1543 |
1.1444 |
1.1170 |
|
| R2 |
1.1300 |
1.1300 |
1.1147 |
|
| R1 |
1.1202 |
1.1202 |
1.1125 |
1.1251 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1083 |
| S1 |
1.0959 |
1.0959 |
1.1081 |
1.1009 |
| S2 |
1.0815 |
1.0815 |
1.1059 |
|
| S3 |
1.0573 |
1.0717 |
1.1036 |
|
| S4 |
1.0330 |
1.0474 |
1.0970 |
|
|
| 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 |
1.1157 |
1.0821 |
0.0336 |
3.0% |
0.0127 |
1.1% |
84% |
True |
False |
225,545 |
| 10 |
1.1157 |
1.0789 |
0.0368 |
3.3% |
0.0106 |
1.0% |
85% |
True |
False |
207,058 |
| 20 |
1.1157 |
1.0732 |
0.0425 |
3.8% |
0.0108 |
1.0% |
87% |
True |
False |
213,809 |
| 40 |
1.1157 |
1.0728 |
0.0429 |
3.9% |
0.0103 |
0.9% |
88% |
True |
False |
190,312 |
| 60 |
1.1157 |
1.0540 |
0.0617 |
5.6% |
0.0104 |
0.9% |
91% |
True |
False |
129,625 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0102 |
0.9% |
57% |
False |
False |
97,426 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
57% |
False |
False |
78,019 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.9% |
0.0107 |
1.0% |
47% |
False |
False |
65,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2187 |
|
2.618 |
1.1791 |
|
1.618 |
1.1549 |
|
1.000 |
1.1399 |
|
0.618 |
1.1306 |
|
HIGH |
1.1157 |
|
0.618 |
1.1064 |
|
0.500 |
1.1035 |
|
0.382 |
1.1007 |
|
LOW |
1.0914 |
|
0.618 |
1.0764 |
|
1.000 |
1.0672 |
|
1.618 |
1.0522 |
|
2.618 |
1.0279 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1080 |
1.1066 |
| PP |
1.1058 |
1.1028 |
| S1 |
1.1035 |
1.0991 |
|