CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.0887 |
-0.0037 |
-0.3% |
1.1122 |
| High |
1.0967 |
1.0898 |
-0.0069 |
-0.6% |
1.1131 |
| Low |
1.0863 |
1.0838 |
-0.0025 |
-0.2% |
1.0932 |
| Close |
1.0885 |
1.0870 |
-0.0016 |
-0.1% |
1.0932 |
| Range |
0.0104 |
0.0060 |
-0.0044 |
-42.3% |
0.0200 |
| ATR |
0.0107 |
0.0103 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
193,760 |
194,223 |
463 |
0.2% |
967,260 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.1019 |
1.0903 |
|
| R3 |
1.0988 |
1.0959 |
1.0886 |
|
| R2 |
1.0928 |
1.0928 |
1.0881 |
|
| R1 |
1.0899 |
1.0899 |
1.0875 |
1.0884 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0861 |
| S1 |
1.0839 |
1.0839 |
1.0864 |
1.0824 |
| S2 |
1.0808 |
1.0808 |
1.0859 |
|
| S3 |
1.0748 |
1.0779 |
1.0853 |
|
| S4 |
1.0688 |
1.0719 |
1.0837 |
|
|
| 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 |
1.1055 |
1.0838 |
0.0217 |
2.0% |
0.0063 |
0.6% |
15% |
False |
True |
207,797 |
| 10 |
1.1187 |
1.0838 |
0.0349 |
3.2% |
0.0074 |
0.7% |
9% |
False |
True |
187,924 |
| 20 |
1.1386 |
1.0838 |
0.0548 |
5.0% |
0.0108 |
1.0% |
6% |
False |
True |
226,517 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0108 |
1.0% |
22% |
False |
False |
218,990 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.8% |
0.0109 |
1.0% |
39% |
False |
False |
195,612 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.8% |
0.0104 |
1.0% |
39% |
False |
False |
147,773 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0102 |
0.9% |
33% |
False |
False |
118,334 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0103 |
0.9% |
33% |
False |
False |
98,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1153 |
|
2.618 |
1.1055 |
|
1.618 |
1.0995 |
|
1.000 |
1.0958 |
|
0.618 |
1.0935 |
|
HIGH |
1.0898 |
|
0.618 |
1.0875 |
|
0.500 |
1.0868 |
|
0.382 |
1.0860 |
|
LOW |
1.0838 |
|
0.618 |
1.0800 |
|
1.000 |
1.0778 |
|
1.618 |
1.0740 |
|
2.618 |
1.0680 |
|
4.250 |
1.0583 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0869 |
1.0902 |
| PP |
1.0868 |
1.0891 |
| S1 |
1.0868 |
1.0880 |
|