CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1024 |
0.0003 |
0.0% |
1.1122 |
| High |
1.1055 |
1.0932 |
-0.0123 |
-1.1% |
1.1131 |
| Low |
1.0992 |
1.0932 |
-0.0060 |
-0.5% |
1.0932 |
| Close |
1.1045 |
1.0932 |
-0.0114 |
-1.0% |
1.0932 |
| Range |
0.0063 |
0.0000 |
-0.0063 |
-100.0% |
0.0200 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.5% |
0.0000 |
| Volume |
166,637 |
240,182 |
73,545 |
44.1% |
967,260 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0932 |
1.0932 |
|
| R3 |
1.0932 |
1.0932 |
1.0932 |
|
| R2 |
1.0932 |
1.0932 |
1.0932 |
|
| R1 |
1.0932 |
1.0932 |
1.0932 |
1.0932 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0932 |
| S1 |
1.0932 |
1.0932 |
1.0932 |
1.0932 |
| S2 |
1.0932 |
1.0932 |
1.0932 |
|
| S3 |
1.0932 |
1.0932 |
1.0932 |
|
| S4 |
1.0932 |
1.0932 |
1.0932 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1464 |
1.1041 |
|
| R3 |
1.1397 |
1.1264 |
1.0986 |
|
| R2 |
1.1198 |
1.1198 |
1.0968 |
|
| R1 |
1.1065 |
1.1065 |
1.0950 |
1.1031 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.0981 |
| S1 |
1.0865 |
1.0865 |
1.0913 |
1.0832 |
| S2 |
1.0799 |
1.0799 |
1.0895 |
|
| S3 |
1.0599 |
1.0666 |
1.0877 |
|
| S4 |
1.0400 |
1.0466 |
1.0822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1131 |
1.0932 |
0.0200 |
1.8% |
0.0068 |
0.6% |
0% |
False |
True |
193,452 |
| 10 |
1.1342 |
1.0932 |
0.0411 |
3.8% |
0.0081 |
0.7% |
0% |
False |
True |
196,289 |
| 20 |
1.1386 |
1.0821 |
0.0565 |
5.2% |
0.0112 |
1.0% |
20% |
False |
False |
229,229 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0107 |
1.0% |
31% |
False |
False |
213,860 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0109 |
1.0% |
46% |
False |
False |
189,519 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0103 |
0.9% |
46% |
False |
False |
142,956 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
40% |
False |
False |
114,460 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
40% |
False |
False |
95,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0932 |
|
2.618 |
1.0932 |
|
1.618 |
1.0932 |
|
1.000 |
1.0932 |
|
0.618 |
1.0932 |
|
HIGH |
1.0932 |
|
0.618 |
1.0932 |
|
0.500 |
1.0932 |
|
0.382 |
1.0932 |
|
LOW |
1.0932 |
|
0.618 |
1.0932 |
|
1.000 |
1.0932 |
|
1.618 |
1.0932 |
|
2.618 |
1.0932 |
|
4.250 |
1.0932 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0993 |
| PP |
1.0932 |
1.0973 |
| S1 |
1.0932 |
1.0952 |
|