CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1122 |
1.1033 |
-0.0090 |
-0.8% |
1.1252 |
| High |
1.1131 |
1.1059 |
-0.0073 |
-0.7% |
1.1254 |
| Low |
1.1009 |
1.0996 |
-0.0013 |
-0.1% |
1.1065 |
| Close |
1.1031 |
1.1015 |
-0.0017 |
-0.1% |
1.1142 |
| Range |
0.0123 |
0.0063 |
-0.0060 |
-48.6% |
0.0189 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
157,685 |
158,570 |
885 |
0.6% |
776,504 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1176 |
1.1049 |
|
| R3 |
1.1149 |
1.1113 |
1.1032 |
|
| R2 |
1.1086 |
1.1086 |
1.1026 |
|
| R1 |
1.1050 |
1.1050 |
1.1020 |
1.1037 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1016 |
| S1 |
1.0987 |
1.0987 |
1.1009 |
1.0974 |
| S2 |
1.0960 |
1.0960 |
1.1003 |
|
| S3 |
1.0897 |
1.0924 |
1.0997 |
|
| S4 |
1.0834 |
1.0861 |
1.0980 |
|
|
| 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 |
1.1187 |
1.0996 |
0.0191 |
1.7% |
0.0084 |
0.8% |
10% |
False |
True |
168,051 |
| 10 |
1.1386 |
1.0996 |
0.0390 |
3.5% |
0.0109 |
1.0% |
5% |
False |
True |
219,477 |
| 20 |
1.1386 |
1.0821 |
0.0565 |
5.1% |
0.0115 |
1.0% |
34% |
False |
False |
223,772 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0108 |
1.0% |
44% |
False |
False |
203,433 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0110 |
1.0% |
56% |
False |
False |
178,922 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0106 |
1.0% |
56% |
False |
False |
134,839 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
48% |
False |
False |
107,975 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0105 |
1.0% |
48% |
False |
False |
90,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1326 |
|
2.618 |
1.1223 |
|
1.618 |
1.1160 |
|
1.000 |
1.1122 |
|
0.618 |
1.1097 |
|
HIGH |
1.1059 |
|
0.618 |
1.1034 |
|
0.500 |
1.1027 |
|
0.382 |
1.1020 |
|
LOW |
1.0996 |
|
0.618 |
1.0957 |
|
1.000 |
1.0933 |
|
1.618 |
1.0894 |
|
2.618 |
1.0831 |
|
4.250 |
1.0728 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.1070 |
| PP |
1.1023 |
1.1052 |
| S1 |
1.1019 |
1.1033 |
|