CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.0923 |
-0.0101 |
-0.9% |
1.1122 |
| High |
1.0932 |
1.0967 |
0.0035 |
0.3% |
1.1131 |
| Low |
1.0932 |
1.0863 |
-0.0069 |
-0.6% |
1.0932 |
| Close |
1.0932 |
1.0885 |
-0.0047 |
-0.4% |
1.0932 |
| Range |
0.0000 |
0.0104 |
0.0104 |
|
0.0200 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
240,182 |
193,760 |
-46,422 |
-19.3% |
967,260 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1155 |
1.0942 |
|
| R3 |
1.1113 |
1.1051 |
1.0914 |
|
| R2 |
1.1009 |
1.1009 |
1.0904 |
|
| R1 |
1.0947 |
1.0947 |
1.0895 |
1.0926 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0894 |
| S1 |
1.0843 |
1.0843 |
1.0875 |
1.0822 |
| S2 |
1.0801 |
1.0801 |
1.0866 |
|
| S3 |
1.0697 |
1.0739 |
1.0856 |
|
| S4 |
1.0593 |
1.0635 |
1.0828 |
|
|
| 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 |
1.1059 |
1.0863 |
0.0196 |
1.8% |
0.0064 |
0.6% |
11% |
False |
True |
200,667 |
| 10 |
1.1254 |
1.0863 |
0.0391 |
3.6% |
0.0080 |
0.7% |
6% |
False |
True |
193,752 |
| 20 |
1.1386 |
1.0825 |
0.0561 |
5.1% |
0.0110 |
1.0% |
11% |
False |
False |
225,017 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0109 |
1.0% |
24% |
False |
False |
216,275 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.8% |
0.0110 |
1.0% |
41% |
False |
False |
192,563 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.8% |
0.0104 |
1.0% |
41% |
False |
False |
145,368 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
35% |
False |
False |
116,394 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
35% |
False |
False |
97,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1409 |
|
2.618 |
1.1239 |
|
1.618 |
1.1135 |
|
1.000 |
1.1071 |
|
0.618 |
1.1031 |
|
HIGH |
1.0967 |
|
0.618 |
1.0927 |
|
0.500 |
1.0915 |
|
0.382 |
1.0902 |
|
LOW |
1.0863 |
|
0.618 |
1.0798 |
|
1.000 |
1.0759 |
|
1.618 |
1.0694 |
|
2.618 |
1.0590 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0959 |
| PP |
1.0905 |
1.0934 |
| S1 |
1.0895 |
1.0910 |
|