CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1025 |
1.1022 |
-0.0003 |
0.0% |
1.1252 |
| High |
1.1052 |
1.1055 |
0.0003 |
0.0% |
1.1254 |
| Low |
1.0962 |
1.0992 |
0.0030 |
0.3% |
1.1065 |
| Close |
1.1019 |
1.1045 |
0.0026 |
0.2% |
1.1142 |
| Range |
0.0090 |
0.0063 |
-0.0027 |
-30.0% |
0.0189 |
| ATR |
0.0110 |
0.0106 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
244,186 |
166,637 |
-77,549 |
-31.8% |
776,504 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1219 |
1.1195 |
1.1080 |
|
| R3 |
1.1156 |
1.1132 |
1.1062 |
|
| R2 |
1.1093 |
1.1093 |
1.1057 |
|
| R1 |
1.1069 |
1.1069 |
1.1051 |
1.1081 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1036 |
| S1 |
1.1006 |
1.1006 |
1.1039 |
1.1018 |
| S2 |
1.0967 |
1.0967 |
1.1033 |
|
| S3 |
1.0904 |
1.0943 |
1.1028 |
|
| S4 |
1.0841 |
1.0880 |
1.1010 |
|
|
| 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 |
1.1145 |
1.0962 |
0.0183 |
1.7% |
0.0084 |
0.8% |
45% |
False |
False |
179,692 |
| 10 |
1.1386 |
1.0962 |
0.0424 |
3.8% |
0.0092 |
0.8% |
20% |
False |
False |
206,142 |
| 20 |
1.1386 |
1.0821 |
0.0565 |
5.1% |
0.0117 |
1.1% |
40% |
False |
False |
226,897 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0109 |
1.0% |
48% |
False |
False |
210,632 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0110 |
1.0% |
60% |
False |
False |
185,627 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0105 |
0.9% |
60% |
False |
False |
139,959 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
51% |
False |
False |
112,075 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
51% |
False |
False |
93,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1219 |
|
1.618 |
1.1156 |
|
1.000 |
1.1118 |
|
0.618 |
1.1093 |
|
HIGH |
1.1055 |
|
0.618 |
1.1030 |
|
0.500 |
1.1023 |
|
0.382 |
1.1016 |
|
LOW |
1.0992 |
|
0.618 |
1.0953 |
|
1.000 |
1.0929 |
|
1.618 |
1.0890 |
|
2.618 |
1.0827 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1033 |
| PP |
1.1030 |
1.1022 |
| S1 |
1.1023 |
1.1010 |
|