CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1289 |
1.1324 |
0.0035 |
0.3% |
1.1157 |
| High |
1.1386 |
1.1342 |
-0.0044 |
-0.4% |
1.1386 |
| Low |
1.1283 |
1.1222 |
-0.0061 |
-0.5% |
1.1096 |
| Close |
1.1332 |
1.1264 |
-0.0068 |
-0.6% |
1.1264 |
| Range |
0.0103 |
0.0120 |
0.0017 |
16.5% |
0.0290 |
| ATR |
0.0122 |
0.0122 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
338,708 |
219,133 |
-119,575 |
-35.3% |
1,315,156 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1636 |
1.1570 |
1.1330 |
|
| R3 |
1.1516 |
1.1450 |
1.1297 |
|
| R2 |
1.1396 |
1.1396 |
1.1286 |
|
| R1 |
1.1330 |
1.1330 |
1.1275 |
1.1303 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1263 |
| S1 |
1.1210 |
1.1210 |
1.1253 |
1.1183 |
| S2 |
1.1156 |
1.1156 |
1.1242 |
|
| S3 |
1.1036 |
1.1090 |
1.1231 |
|
| S4 |
1.0916 |
1.0970 |
1.1198 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2117 |
1.1980 |
1.1423 |
|
| R3 |
1.1828 |
1.1691 |
1.1344 |
|
| R2 |
1.1538 |
1.1538 |
1.1317 |
|
| R1 |
1.1401 |
1.1401 |
1.1291 |
1.1470 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1283 |
| S1 |
1.1112 |
1.1112 |
1.1237 |
1.1180 |
| S2 |
1.0959 |
1.0959 |
1.1211 |
|
| S3 |
1.0670 |
1.0822 |
1.1184 |
|
| S4 |
1.0380 |
1.0533 |
1.1105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1386 |
1.1096 |
0.0290 |
2.6% |
0.0136 |
1.2% |
58% |
False |
False |
263,031 |
| 10 |
1.1386 |
1.0825 |
0.0561 |
5.0% |
0.0140 |
1.2% |
78% |
False |
False |
256,283 |
| 20 |
1.1386 |
1.0789 |
0.0597 |
5.3% |
0.0119 |
1.1% |
80% |
False |
False |
233,875 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
5.8% |
0.0108 |
1.0% |
82% |
False |
False |
203,718 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.5% |
0.0109 |
1.0% |
86% |
False |
False |
161,105 |
| 80 |
1.1415 |
1.0540 |
0.0875 |
7.8% |
0.0107 |
1.0% |
83% |
False |
False |
121,226 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.7% |
0.0105 |
0.9% |
74% |
False |
False |
97,066 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.7% |
0.0110 |
1.0% |
60% |
False |
False |
80,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1852 |
|
2.618 |
1.1656 |
|
1.618 |
1.1536 |
|
1.000 |
1.1462 |
|
0.618 |
1.1416 |
|
HIGH |
1.1342 |
|
0.618 |
1.1296 |
|
0.500 |
1.1282 |
|
0.382 |
1.1268 |
|
LOW |
1.1222 |
|
0.618 |
1.1148 |
|
1.000 |
1.1102 |
|
1.618 |
1.1028 |
|
2.618 |
1.0908 |
|
4.250 |
1.0712 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1278 |
| PP |
1.1276 |
1.1273 |
| S1 |
1.1270 |
1.1269 |
|