CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1136 |
1.1117 |
-0.0019 |
-0.2% |
1.1252 |
| High |
1.1156 |
1.1145 |
-0.0011 |
-0.1% |
1.1254 |
| Low |
1.1077 |
1.1065 |
-0.0012 |
-0.1% |
1.1065 |
| Close |
1.1104 |
1.1142 |
0.0038 |
0.3% |
1.1142 |
| Range |
0.0080 |
0.0080 |
0.0001 |
0.6% |
0.0189 |
| ATR |
0.0116 |
0.0114 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
179,893 |
171,382 |
-8,511 |
-4.7% |
776,504 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1329 |
1.1186 |
|
| R3 |
1.1277 |
1.1249 |
1.1164 |
|
| R2 |
1.1197 |
1.1197 |
1.1156 |
|
| R1 |
1.1169 |
1.1169 |
1.1149 |
1.1183 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1124 |
| S1 |
1.1089 |
1.1089 |
1.1134 |
1.1103 |
| S2 |
1.1037 |
1.1037 |
1.1127 |
|
| S3 |
1.0957 |
1.1009 |
1.1120 |
|
| S4 |
1.0877 |
1.0929 |
1.1098 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1719 |
1.1619 |
1.1245 |
|
| R3 |
1.1530 |
1.1430 |
1.1193 |
|
| R2 |
1.1342 |
1.1342 |
1.1176 |
|
| R1 |
1.1242 |
1.1242 |
1.1159 |
1.1198 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1131 |
| S1 |
1.1053 |
1.1053 |
1.1124 |
1.1009 |
| S2 |
1.0965 |
1.0965 |
1.1107 |
|
| S3 |
1.0776 |
1.0865 |
1.1090 |
|
| S4 |
1.0588 |
1.0676 |
1.1038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1342 |
1.1065 |
0.0277 |
2.5% |
0.0095 |
0.9% |
28% |
False |
True |
199,127 |
| 10 |
1.1386 |
1.1065 |
0.0321 |
2.9% |
0.0119 |
1.1% |
24% |
False |
True |
237,394 |
| 20 |
1.1386 |
1.0801 |
0.0585 |
5.2% |
0.0114 |
1.0% |
58% |
False |
False |
222,335 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
5.9% |
0.0108 |
1.0% |
63% |
False |
False |
202,003 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0109 |
1.0% |
71% |
False |
False |
173,784 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0105 |
0.9% |
71% |
False |
False |
130,899 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0104 |
0.9% |
61% |
False |
False |
104,817 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0105 |
0.9% |
61% |
False |
False |
87,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1354 |
|
1.618 |
1.1274 |
|
1.000 |
1.1225 |
|
0.618 |
1.1194 |
|
HIGH |
1.1145 |
|
0.618 |
1.1114 |
|
0.500 |
1.1105 |
|
0.382 |
1.1096 |
|
LOW |
1.1065 |
|
0.618 |
1.1016 |
|
1.000 |
1.0985 |
|
1.618 |
1.0936 |
|
2.618 |
1.0856 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1129 |
1.1136 |
| PP |
1.1117 |
1.1131 |
| S1 |
1.1105 |
1.1126 |
|