CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0954 |
0.0084 |
0.8% |
1.0923 |
| High |
1.0976 |
1.1046 |
0.0071 |
0.6% |
1.1046 |
| Low |
1.0856 |
1.0905 |
0.0049 |
0.5% |
1.0829 |
| Close |
1.0959 |
1.1001 |
0.0042 |
0.4% |
1.1001 |
| Range |
0.0120 |
0.0141 |
0.0022 |
18.0% |
0.0218 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
2.8% |
0.0000 |
| Volume |
184,961 |
331,761 |
146,800 |
79.4% |
1,065,212 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1345 |
1.1078 |
|
| R3 |
1.1266 |
1.1204 |
1.1039 |
|
| R2 |
1.1125 |
1.1125 |
1.1026 |
|
| R1 |
1.1063 |
1.1063 |
1.1013 |
1.1094 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0999 |
| S1 |
1.0922 |
1.0922 |
1.0988 |
1.0953 |
| S2 |
1.0843 |
1.0843 |
1.0975 |
|
| S3 |
1.0702 |
1.0781 |
1.0962 |
|
| S4 |
1.0561 |
1.0640 |
1.0923 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1523 |
1.1120 |
|
| R3 |
1.1393 |
1.1306 |
1.1060 |
|
| R2 |
1.1176 |
1.1176 |
1.1040 |
|
| R1 |
1.1088 |
1.1088 |
1.1020 |
1.1132 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0980 |
| S1 |
1.0871 |
1.0871 |
1.0981 |
1.0915 |
| S2 |
1.0741 |
1.0741 |
1.0961 |
|
| S3 |
1.0523 |
1.0653 |
1.0941 |
|
| S4 |
1.0306 |
1.0436 |
1.0881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0829 |
0.0218 |
2.0% |
0.0096 |
0.9% |
79% |
True |
False |
213,042 |
| 10 |
1.1131 |
1.0829 |
0.0303 |
2.7% |
0.0082 |
0.7% |
57% |
False |
False |
203,247 |
| 20 |
1.1386 |
1.0829 |
0.0557 |
5.1% |
0.0100 |
0.9% |
31% |
False |
False |
220,320 |
| 40 |
1.1386 |
1.0788 |
0.0598 |
5.4% |
0.0106 |
1.0% |
36% |
False |
False |
220,036 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0103 |
0.9% |
41% |
False |
False |
204,366 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0103 |
0.9% |
54% |
False |
False |
156,140 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0102 |
0.9% |
47% |
False |
False |
125,093 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
47% |
False |
False |
104,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1645 |
|
2.618 |
1.1415 |
|
1.618 |
1.1274 |
|
1.000 |
1.1187 |
|
0.618 |
1.1133 |
|
HIGH |
1.1046 |
|
0.618 |
1.0992 |
|
0.500 |
1.0976 |
|
0.382 |
1.0959 |
|
LOW |
1.0905 |
|
0.618 |
1.0818 |
|
1.000 |
1.0764 |
|
1.618 |
1.0677 |
|
2.618 |
1.0536 |
|
4.250 |
1.0306 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0979 |
| PP |
1.0984 |
1.0958 |
| S1 |
1.0976 |
1.0937 |
|