CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.1180 |
0.0182 |
1.7% |
1.0996 |
| High |
1.1220 |
1.1211 |
-0.0009 |
-0.1% |
1.1220 |
| Low |
1.0823 |
1.1081 |
0.0259 |
2.4% |
1.0823 |
| Close |
1.1201 |
1.1157 |
-0.0044 |
-0.4% |
1.1157 |
| Range |
0.0397 |
0.0130 |
-0.0267 |
-67.3% |
0.0397 |
| ATR |
0.0121 |
0.0121 |
0.0001 |
0.5% |
0.0000 |
| Volume |
605,825 |
119,614 |
-486,211 |
-80.3% |
1,408,035 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1478 |
1.1229 |
|
| R3 |
1.1410 |
1.1348 |
1.1193 |
|
| R2 |
1.1280 |
1.1280 |
1.1181 |
|
| R1 |
1.1218 |
1.1218 |
1.1169 |
1.1184 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1133 |
| S1 |
1.1088 |
1.1088 |
1.1145 |
1.1054 |
| S2 |
1.1020 |
1.1020 |
1.1133 |
|
| S3 |
1.0890 |
1.0958 |
1.1121 |
|
| S4 |
1.0760 |
1.0828 |
1.1086 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2257 |
1.2104 |
1.1375 |
|
| R3 |
1.1860 |
1.1707 |
1.1266 |
|
| R2 |
1.1463 |
1.1463 |
1.1230 |
|
| R1 |
1.1310 |
1.1310 |
1.1193 |
1.1387 |
| PP |
1.1066 |
1.1066 |
1.1066 |
1.1105 |
| S1 |
1.0913 |
1.0913 |
1.1121 |
1.0990 |
| S2 |
1.0669 |
1.0669 |
1.1084 |
|
| S3 |
1.0272 |
1.0516 |
1.1048 |
|
| S4 |
0.9875 |
1.0119 |
1.0939 |
|
|
| 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 |
3.6% |
0.0154 |
1.4% |
84% |
False |
False |
281,607 |
| 10 |
1.1220 |
1.0823 |
0.0397 |
3.6% |
0.0125 |
1.1% |
84% |
False |
False |
247,324 |
| 20 |
1.1342 |
1.0823 |
0.0520 |
4.7% |
0.0103 |
0.9% |
64% |
False |
False |
221,807 |
| 40 |
1.1386 |
1.0789 |
0.0597 |
5.3% |
0.0111 |
1.0% |
62% |
False |
False |
228,080 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
5.9% |
0.0107 |
1.0% |
65% |
False |
False |
209,764 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0107 |
1.0% |
73% |
False |
False |
173,602 |
| 100 |
1.1415 |
1.0540 |
0.0875 |
7.8% |
0.0106 |
0.9% |
71% |
False |
False |
139,157 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0105 |
0.9% |
63% |
False |
False |
116,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1764 |
|
2.618 |
1.1551 |
|
1.618 |
1.1421 |
|
1.000 |
1.1341 |
|
0.618 |
1.1291 |
|
HIGH |
1.1211 |
|
0.618 |
1.1161 |
|
0.500 |
1.1146 |
|
0.382 |
1.1131 |
|
LOW |
1.1081 |
|
0.618 |
1.1001 |
|
1.000 |
1.0951 |
|
1.618 |
1.0871 |
|
2.618 |
1.0741 |
|
4.250 |
1.0529 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1112 |
| PP |
1.1150 |
1.1066 |
| S1 |
1.1146 |
1.1021 |
|