CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1209 |
1.1297 |
0.0088 |
0.8% |
1.0841 |
| High |
1.1349 |
1.1321 |
-0.0028 |
-0.2% |
1.1270 |
| Low |
1.1172 |
1.1170 |
-0.0002 |
0.0% |
1.0825 |
| Close |
1.1296 |
1.1290 |
-0.0007 |
-0.1% |
1.1155 |
| Range |
0.0177 |
0.0151 |
-0.0026 |
-14.7% |
0.0445 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.7% |
0.0000 |
| Volume |
277,498 |
266,681 |
-10,817 |
-3.9% |
1,247,675 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1712 |
1.1651 |
1.1372 |
|
| R3 |
1.1561 |
1.1501 |
1.1331 |
|
| R2 |
1.1411 |
1.1411 |
1.1317 |
|
| R1 |
1.1350 |
1.1350 |
1.1303 |
1.1305 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1238 |
| S1 |
1.1200 |
1.1200 |
1.1276 |
1.1155 |
| S2 |
1.1110 |
1.1110 |
1.1262 |
|
| S3 |
1.0959 |
1.1049 |
1.1248 |
|
| S4 |
1.0809 |
1.0899 |
1.1207 |
|
|
| 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 |
1.1349 |
1.1080 |
0.0269 |
2.4% |
0.0156 |
1.4% |
78% |
False |
False |
269,761 |
| 10 |
1.1349 |
1.0821 |
0.0528 |
4.7% |
0.0141 |
1.3% |
89% |
False |
False |
247,653 |
| 20 |
1.1349 |
1.0789 |
0.0560 |
5.0% |
0.0117 |
1.0% |
89% |
False |
False |
226,407 |
| 40 |
1.1349 |
1.0728 |
0.0621 |
5.5% |
0.0109 |
1.0% |
90% |
False |
False |
200,903 |
| 60 |
1.1349 |
1.0540 |
0.0809 |
7.2% |
0.0108 |
1.0% |
93% |
False |
False |
151,924 |
| 80 |
1.1423 |
1.0540 |
0.0883 |
7.8% |
0.0106 |
0.9% |
85% |
False |
False |
114,266 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.7% |
0.0106 |
0.9% |
76% |
False |
False |
91,495 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.7% |
0.0110 |
1.0% |
62% |
False |
False |
76,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1960 |
|
2.618 |
1.1715 |
|
1.618 |
1.1564 |
|
1.000 |
1.1471 |
|
0.618 |
1.1414 |
|
HIGH |
1.1321 |
|
0.618 |
1.1263 |
|
0.500 |
1.1245 |
|
0.382 |
1.1227 |
|
LOW |
1.1170 |
|
0.618 |
1.1077 |
|
1.000 |
1.1020 |
|
1.618 |
1.0926 |
|
2.618 |
1.0776 |
|
4.250 |
1.0530 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1267 |
| PP |
1.1260 |
1.1245 |
| S1 |
1.1245 |
1.1222 |
|