CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0996 |
1.1018 |
0.0023 |
0.2% |
1.0923 |
| High |
1.1028 |
1.1060 |
0.0032 |
0.3% |
1.1046 |
| Low |
1.0942 |
1.0994 |
0.0053 |
0.5% |
1.0829 |
| Close |
1.1019 |
1.1005 |
-0.0014 |
-0.1% |
1.1001 |
| Range |
0.0087 |
0.0066 |
-0.0021 |
-23.7% |
0.0218 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
159,325 |
210,371 |
51,046 |
32.0% |
1,065,212 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1177 |
1.1041 |
|
| R3 |
1.1152 |
1.1111 |
1.1023 |
|
| R2 |
1.1086 |
1.1086 |
1.1017 |
|
| R1 |
1.1045 |
1.1045 |
1.1011 |
1.1033 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1013 |
| S1 |
1.0979 |
1.0979 |
1.0999 |
1.0967 |
| S2 |
1.0954 |
1.0954 |
1.0993 |
|
| S3 |
1.0888 |
1.0913 |
1.0987 |
|
| S4 |
1.0822 |
1.0847 |
1.0969 |
|
|
| 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 |
1.1060 |
1.0829 |
0.0232 |
2.1% |
0.0094 |
0.9% |
76% |
True |
False |
209,385 |
| 10 |
1.1060 |
1.0829 |
0.0232 |
2.1% |
0.0079 |
0.7% |
76% |
True |
False |
208,591 |
| 20 |
1.1386 |
1.0829 |
0.0557 |
5.1% |
0.0094 |
0.9% |
32% |
False |
False |
214,034 |
| 40 |
1.1386 |
1.0789 |
0.0597 |
5.4% |
0.0102 |
0.9% |
36% |
False |
False |
214,773 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0102 |
0.9% |
42% |
False |
False |
205,205 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0103 |
0.9% |
55% |
False |
False |
160,698 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
47% |
False |
False |
128,785 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
47% |
False |
False |
107,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1233 |
|
1.618 |
1.1167 |
|
1.000 |
1.1126 |
|
0.618 |
1.1101 |
|
HIGH |
1.1060 |
|
0.618 |
1.1035 |
|
0.500 |
1.1027 |
|
0.382 |
1.1019 |
|
LOW |
1.0994 |
|
0.618 |
1.0953 |
|
1.000 |
1.0928 |
|
1.618 |
1.0887 |
|
2.618 |
1.0821 |
|
4.250 |
1.0714 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.0998 |
| PP |
1.1020 |
1.0990 |
| S1 |
1.1012 |
1.0983 |
|