CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1096 |
1.1213 |
0.0117 |
1.0% |
1.0841 |
| High |
1.1250 |
1.1270 |
0.0020 |
0.2% |
1.1270 |
| Low |
1.1080 |
1.1119 |
0.0039 |
0.4% |
1.0825 |
| Close |
1.1222 |
1.1155 |
-0.0068 |
-0.6% |
1.1155 |
| Range |
0.0171 |
0.0152 |
-0.0019 |
-11.1% |
0.0445 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.4% |
0.0000 |
| Volume |
309,206 |
282,285 |
-26,921 |
-8.7% |
1,247,675 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1636 |
1.1547 |
1.1238 |
|
| R3 |
1.1484 |
1.1395 |
1.1196 |
|
| R2 |
1.1333 |
1.1333 |
1.1182 |
|
| R1 |
1.1244 |
1.1244 |
1.1168 |
1.1212 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1165 |
| S1 |
1.1092 |
1.1092 |
1.1141 |
1.1061 |
| S2 |
1.1030 |
1.1030 |
1.1127 |
|
| S3 |
1.0878 |
1.0941 |
1.1113 |
|
| S4 |
1.0727 |
1.0789 |
1.1071 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2418 |
1.2231 |
1.1399 |
|
| R3 |
1.1973 |
1.1786 |
1.1277 |
|
| R2 |
1.1528 |
1.1528 |
1.1236 |
|
| R1 |
1.1341 |
1.1341 |
1.1195 |
1.1435 |
| PP |
1.1083 |
1.1083 |
1.1083 |
1.1130 |
| S1 |
1.0896 |
1.0896 |
1.1114 |
1.0990 |
| S2 |
1.0638 |
1.0638 |
1.1073 |
|
| S3 |
1.0193 |
1.0451 |
1.1032 |
|
| S4 |
0.9748 |
1.0006 |
1.0910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1270 |
1.0825 |
0.0445 |
4.0% |
0.0144 |
1.3% |
74% |
True |
False |
249,535 |
| 10 |
1.1270 |
1.0802 |
0.0468 |
4.2% |
0.0115 |
1.0% |
75% |
True |
False |
217,463 |
| 20 |
1.1270 |
1.0789 |
0.0481 |
4.3% |
0.0111 |
1.0% |
76% |
True |
False |
219,411 |
| 40 |
1.1270 |
1.0728 |
0.0542 |
4.9% |
0.0107 |
1.0% |
79% |
True |
False |
201,253 |
| 60 |
1.1270 |
1.0540 |
0.0730 |
6.5% |
0.0105 |
0.9% |
84% |
True |
False |
139,385 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0104 |
0.9% |
62% |
False |
False |
104,812 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0105 |
0.9% |
62% |
False |
False |
83,932 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.8% |
0.0108 |
1.0% |
51% |
False |
False |
69,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1914 |
|
2.618 |
1.1667 |
|
1.618 |
1.1515 |
|
1.000 |
1.1422 |
|
0.618 |
1.1364 |
|
HIGH |
1.1270 |
|
0.618 |
1.1212 |
|
0.500 |
1.1194 |
|
0.382 |
1.1176 |
|
LOW |
1.1119 |
|
0.618 |
1.1025 |
|
1.000 |
1.0967 |
|
1.618 |
1.0873 |
|
2.618 |
1.0722 |
|
4.250 |
1.0475 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1134 |
| PP |
1.1181 |
1.1113 |
| S1 |
1.1168 |
1.1092 |
|