CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0887 |
1.0872 |
-0.0015 |
-0.1% |
1.1122 |
| High |
1.0898 |
1.0884 |
-0.0014 |
-0.1% |
1.1131 |
| Low |
1.0838 |
1.0829 |
-0.0009 |
-0.1% |
1.0932 |
| Close |
1.0870 |
1.0867 |
-0.0003 |
0.0% |
1.0932 |
| Range |
0.0060 |
0.0056 |
-0.0005 |
-7.5% |
0.0200 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
194,223 |
160,507 |
-33,716 |
-17.4% |
967,260 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.1002 |
1.0898 |
|
| R3 |
1.0971 |
1.0947 |
1.0882 |
|
| R2 |
1.0915 |
1.0915 |
1.0877 |
|
| R1 |
1.0891 |
1.0891 |
1.0872 |
1.0876 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0852 |
| S1 |
1.0836 |
1.0836 |
1.0862 |
1.0820 |
| S2 |
1.0804 |
1.0804 |
1.0857 |
|
| S3 |
1.0749 |
1.0780 |
1.0852 |
|
| S4 |
1.0693 |
1.0725 |
1.0836 |
|
|
| 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 |
1.0829 |
0.0226 |
2.1% |
0.0057 |
0.5% |
17% |
False |
True |
191,061 |
| 10 |
1.1156 |
1.0829 |
0.0328 |
3.0% |
0.0072 |
0.7% |
12% |
False |
True |
186,702 |
| 20 |
1.1386 |
1.0829 |
0.0557 |
5.1% |
0.0108 |
1.0% |
7% |
False |
True |
226,915 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
6.1% |
0.0105 |
1.0% |
21% |
False |
False |
216,571 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
6.1% |
0.0103 |
0.9% |
21% |
False |
False |
197,491 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.8% |
0.0103 |
0.9% |
39% |
False |
False |
149,730 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0102 |
0.9% |
33% |
False |
False |
119,932 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0103 |
0.9% |
33% |
False |
False |
100,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.1029 |
|
1.618 |
1.0974 |
|
1.000 |
1.0940 |
|
0.618 |
1.0918 |
|
HIGH |
1.0884 |
|
0.618 |
1.0863 |
|
0.500 |
1.0856 |
|
0.382 |
1.0850 |
|
LOW |
1.0829 |
|
0.618 |
1.0794 |
|
1.000 |
1.0773 |
|
1.618 |
1.0739 |
|
2.618 |
1.0683 |
|
4.250 |
1.0593 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0898 |
| PP |
1.0860 |
1.0887 |
| S1 |
1.0856 |
1.0877 |
|