CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1148 |
1.1136 |
-0.0013 |
-0.1% |
1.1157 |
| High |
1.1187 |
1.1156 |
-0.0031 |
-0.3% |
1.1386 |
| Low |
1.1113 |
1.1077 |
-0.0037 |
-0.3% |
1.1096 |
| Close |
1.1146 |
1.1104 |
-0.0043 |
-0.4% |
1.1264 |
| Range |
0.0074 |
0.0080 |
0.0006 |
8.2% |
0.0290 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
172,728 |
179,893 |
7,165 |
4.1% |
1,315,156 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1307 |
1.1147 |
|
| R3 |
1.1271 |
1.1227 |
1.1125 |
|
| R2 |
1.1192 |
1.1192 |
1.1118 |
|
| R1 |
1.1148 |
1.1148 |
1.1111 |
1.1130 |
| PP |
1.1112 |
1.1112 |
1.1112 |
1.1103 |
| S1 |
1.1068 |
1.1068 |
1.1096 |
1.1050 |
| S2 |
1.1033 |
1.1033 |
1.1089 |
|
| S3 |
1.0953 |
1.0989 |
1.1082 |
|
| S4 |
1.0874 |
1.0909 |
1.1060 |
|
|
| 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 |
1.1077 |
0.0309 |
2.8% |
0.0100 |
0.9% |
9% |
False |
True |
232,592 |
| 10 |
1.1386 |
1.1077 |
0.0309 |
2.8% |
0.0128 |
1.2% |
9% |
False |
True |
251,176 |
| 20 |
1.1386 |
1.0789 |
0.0597 |
5.4% |
0.0117 |
1.1% |
53% |
False |
False |
229,117 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
5.9% |
0.0108 |
1.0% |
57% |
False |
False |
201,095 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0109 |
1.0% |
67% |
False |
False |
171,015 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0106 |
1.0% |
67% |
False |
False |
128,767 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
57% |
False |
False |
103,107 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0106 |
1.0% |
57% |
False |
False |
85,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1364 |
|
1.618 |
1.1285 |
|
1.000 |
1.1236 |
|
0.618 |
1.1205 |
|
HIGH |
1.1156 |
|
0.618 |
1.1126 |
|
0.500 |
1.1116 |
|
0.382 |
1.1107 |
|
LOW |
1.1077 |
|
0.618 |
1.1027 |
|
1.000 |
1.0997 |
|
1.618 |
1.0948 |
|
2.618 |
1.0868 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1165 |
| PP |
1.1112 |
1.1145 |
| S1 |
1.1108 |
1.1124 |
|