CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1213 |
1.1157 |
-0.0056 |
-0.5% |
1.0841 |
| High |
1.1270 |
1.1226 |
-0.0044 |
-0.4% |
1.1270 |
| Low |
1.1119 |
1.1096 |
-0.0023 |
-0.2% |
1.0825 |
| Close |
1.1155 |
1.1222 |
0.0067 |
0.6% |
1.1155 |
| Range |
0.0152 |
0.0130 |
-0.0022 |
-14.2% |
0.0445 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.9% |
0.0000 |
| Volume |
282,285 |
213,136 |
-69,149 |
-24.5% |
1,247,675 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1571 |
1.1526 |
1.1293 |
|
| R3 |
1.1441 |
1.1396 |
1.1257 |
|
| R2 |
1.1311 |
1.1311 |
1.1245 |
|
| R1 |
1.1266 |
1.1266 |
1.1233 |
1.1289 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1192 |
| S1 |
1.1136 |
1.1136 |
1.1210 |
1.1159 |
| S2 |
1.1051 |
1.1051 |
1.1198 |
|
| S3 |
1.0921 |
1.1006 |
1.1186 |
|
| S4 |
1.0791 |
1.0876 |
1.1150 |
|
|
| 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 |
1.0897 |
0.0374 |
3.3% |
0.0150 |
1.3% |
87% |
False |
False |
259,314 |
| 10 |
1.1270 |
1.0821 |
0.0449 |
4.0% |
0.0121 |
1.1% |
89% |
False |
False |
228,067 |
| 20 |
1.1270 |
1.0789 |
0.0481 |
4.3% |
0.0111 |
1.0% |
90% |
False |
False |
215,512 |
| 40 |
1.1270 |
1.0728 |
0.0542 |
4.8% |
0.0106 |
0.9% |
91% |
False |
False |
200,791 |
| 60 |
1.1270 |
1.0540 |
0.0730 |
6.5% |
0.0106 |
0.9% |
93% |
False |
False |
142,920 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0105 |
0.9% |
69% |
False |
False |
107,473 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0105 |
0.9% |
69% |
False |
False |
86,061 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.8% |
0.0109 |
1.0% |
56% |
False |
False |
71,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1779 |
|
2.618 |
1.1566 |
|
1.618 |
1.1436 |
|
1.000 |
1.1356 |
|
0.618 |
1.1306 |
|
HIGH |
1.1226 |
|
0.618 |
1.1176 |
|
0.500 |
1.1161 |
|
0.382 |
1.1146 |
|
LOW |
1.1096 |
|
0.618 |
1.1016 |
|
1.000 |
1.0966 |
|
1.618 |
1.0886 |
|
2.618 |
1.0756 |
|
4.250 |
1.0544 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1201 |
1.1206 |
| PP |
1.1181 |
1.1190 |
| S1 |
1.1161 |
1.1175 |
|