CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0870 |
-0.0002 |
0.0% |
1.1122 |
| High |
1.0884 |
1.0976 |
0.0092 |
0.8% |
1.1131 |
| Low |
1.0829 |
1.0856 |
0.0028 |
0.3% |
1.0932 |
| Close |
1.0867 |
1.0959 |
0.0092 |
0.8% |
1.0932 |
| Range |
0.0056 |
0.0120 |
0.0064 |
115.3% |
0.0200 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.4% |
0.0000 |
| Volume |
160,507 |
184,961 |
24,454 |
15.2% |
967,260 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1243 |
1.1024 |
|
| R3 |
1.1169 |
1.1124 |
1.0991 |
|
| R2 |
1.1050 |
1.1050 |
1.0980 |
|
| R1 |
1.1004 |
1.1004 |
1.0969 |
1.1027 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0941 |
| S1 |
1.0885 |
1.0885 |
1.0948 |
1.0907 |
| S2 |
1.0811 |
1.0811 |
1.0937 |
|
| S3 |
1.0691 |
1.0765 |
1.0926 |
|
| S4 |
1.0572 |
1.0646 |
1.0893 |
|
|
| 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 |
1.0976 |
1.0829 |
0.0147 |
1.3% |
0.0068 |
0.6% |
88% |
True |
False |
194,726 |
| 10 |
1.1145 |
1.0829 |
0.0317 |
2.9% |
0.0076 |
0.7% |
41% |
False |
False |
187,209 |
| 20 |
1.1386 |
1.0829 |
0.0557 |
5.1% |
0.0102 |
0.9% |
23% |
False |
False |
219,193 |
| 40 |
1.1386 |
1.0732 |
0.0654 |
6.0% |
0.0105 |
1.0% |
35% |
False |
False |
216,501 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0103 |
0.9% |
35% |
False |
False |
199,939 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0104 |
0.9% |
49% |
False |
False |
152,017 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
43% |
False |
False |
121,779 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
43% |
False |
False |
101,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1288 |
|
1.618 |
1.1169 |
|
1.000 |
1.1095 |
|
0.618 |
1.1049 |
|
HIGH |
1.0976 |
|
0.618 |
1.0930 |
|
0.500 |
1.0916 |
|
0.382 |
1.0902 |
|
LOW |
1.0856 |
|
0.618 |
1.0782 |
|
1.000 |
1.0737 |
|
1.618 |
1.0663 |
|
2.618 |
1.0543 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0944 |
1.0940 |
| PP |
1.0930 |
1.0921 |
| S1 |
1.0916 |
1.0902 |
|