CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1117 |
1.1122 |
0.0006 |
0.0% |
1.1252 |
| High |
1.1145 |
1.1131 |
-0.0014 |
-0.1% |
1.1254 |
| Low |
1.1065 |
1.1009 |
-0.0057 |
-0.5% |
1.1065 |
| Close |
1.1142 |
1.1031 |
-0.0111 |
-1.0% |
1.1142 |
| Range |
0.0080 |
0.0123 |
0.0043 |
53.1% |
0.0189 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
1.2% |
0.0000 |
| Volume |
171,382 |
157,685 |
-13,697 |
-8.0% |
776,504 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1350 |
1.1098 |
|
| R3 |
1.1302 |
1.1228 |
1.1065 |
|
| R2 |
1.1179 |
1.1179 |
1.1053 |
|
| R1 |
1.1105 |
1.1105 |
1.1042 |
1.1081 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1045 |
| S1 |
1.0983 |
1.0983 |
1.1020 |
1.0959 |
| S2 |
1.0934 |
1.0934 |
1.1009 |
|
| S3 |
1.0812 |
1.0860 |
1.0997 |
|
| S4 |
1.0689 |
1.0738 |
1.0964 |
|
|
| 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 |
1.1254 |
1.1009 |
0.0245 |
2.2% |
0.0096 |
0.9% |
9% |
False |
True |
186,837 |
| 10 |
1.1386 |
1.1009 |
0.0377 |
3.4% |
0.0116 |
1.0% |
6% |
False |
True |
224,934 |
| 20 |
1.1386 |
1.0802 |
0.0584 |
5.3% |
0.0115 |
1.0% |
39% |
False |
False |
221,198 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0109 |
1.0% |
46% |
False |
False |
202,452 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0110 |
1.0% |
58% |
False |
False |
176,334 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0106 |
1.0% |
58% |
False |
False |
132,861 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
50% |
False |
False |
106,392 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0105 |
1.0% |
50% |
False |
False |
88,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1652 |
|
2.618 |
1.1452 |
|
1.618 |
1.1329 |
|
1.000 |
1.1254 |
|
0.618 |
1.1207 |
|
HIGH |
1.1131 |
|
0.618 |
1.1084 |
|
0.500 |
1.1070 |
|
0.382 |
1.1055 |
|
LOW |
1.1009 |
|
0.618 |
1.0933 |
|
1.000 |
1.0886 |
|
1.618 |
1.0810 |
|
2.618 |
1.0688 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1070 |
1.1082 |
| PP |
1.1057 |
1.1065 |
| S1 |
1.1044 |
1.1048 |
|