CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.0999 |
-0.0010 |
-0.1% |
1.0923 |
| High |
1.1037 |
1.1220 |
0.0183 |
1.7% |
1.1046 |
| Low |
1.0947 |
1.0823 |
-0.0124 |
-1.1% |
1.0829 |
| Close |
1.1004 |
1.1201 |
0.0197 |
1.8% |
1.1001 |
| Range |
0.0090 |
0.0397 |
0.0307 |
341.1% |
0.0218 |
| ATR |
0.0100 |
0.0121 |
0.0021 |
21.3% |
0.0000 |
| Volume |
312,900 |
605,825 |
292,925 |
93.6% |
1,065,212 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2272 |
1.2133 |
1.1419 |
|
| R3 |
1.1875 |
1.1736 |
1.1310 |
|
| R2 |
1.1478 |
1.1478 |
1.1273 |
|
| R1 |
1.1339 |
1.1339 |
1.1237 |
1.1409 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1116 |
| S1 |
1.0942 |
1.0942 |
1.1164 |
1.1012 |
| S2 |
1.0684 |
1.0684 |
1.1128 |
|
| S3 |
1.0287 |
1.0545 |
1.1091 |
|
| S4 |
0.9890 |
1.0148 |
1.0982 |
|
|
| 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 |
1.1220 |
1.0823 |
0.0397 |
3.5% |
0.0156 |
1.4% |
95% |
True |
True |
324,036 |
| 10 |
1.1220 |
1.0823 |
0.0397 |
3.5% |
0.0112 |
1.0% |
95% |
True |
True |
259,381 |
| 20 |
1.1386 |
1.0823 |
0.0563 |
5.0% |
0.0102 |
0.9% |
67% |
False |
True |
232,761 |
| 40 |
1.1386 |
1.0789 |
0.0597 |
5.3% |
0.0109 |
1.0% |
69% |
False |
False |
229,584 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
5.9% |
0.0107 |
1.0% |
72% |
False |
False |
211,522 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.5% |
0.0106 |
1.0% |
78% |
False |
False |
172,134 |
| 100 |
1.1423 |
1.0540 |
0.0883 |
7.9% |
0.0105 |
0.9% |
75% |
False |
False |
137,965 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0105 |
0.9% |
67% |
False |
False |
115,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2907 |
|
2.618 |
1.2259 |
|
1.618 |
1.1862 |
|
1.000 |
1.1617 |
|
0.618 |
1.1465 |
|
HIGH |
1.1220 |
|
0.618 |
1.1068 |
|
0.500 |
1.1021 |
|
0.382 |
1.0974 |
|
LOW |
1.0823 |
|
0.618 |
1.0577 |
|
1.000 |
1.0426 |
|
1.618 |
1.0180 |
|
2.618 |
0.9783 |
|
4.250 |
0.9135 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1141 |
| PP |
1.1081 |
1.1081 |
| S1 |
1.1021 |
1.1021 |
|