CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1180 |
1.1146 |
-0.0034 |
-0.3% |
1.0996 |
| High |
1.1211 |
1.1175 |
-0.0036 |
-0.3% |
1.1220 |
| Low |
1.1081 |
1.1099 |
0.0018 |
0.2% |
1.0823 |
| Close |
1.1157 |
1.1108 |
-0.0049 |
-0.4% |
1.1157 |
| Range |
0.0130 |
0.0076 |
-0.0054 |
-41.5% |
0.0397 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
119,614 |
9,135 |
-110,479 |
-92.4% |
1,408,035 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1308 |
1.1150 |
|
| R3 |
1.1279 |
1.1232 |
1.1129 |
|
| R2 |
1.1203 |
1.1203 |
1.1122 |
|
| R1 |
1.1156 |
1.1156 |
1.1115 |
1.1142 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1120 |
| S1 |
1.1080 |
1.1080 |
1.1101 |
1.1066 |
| S2 |
1.1051 |
1.1051 |
1.1094 |
|
| S3 |
1.0975 |
1.1004 |
1.1087 |
|
| S4 |
1.0899 |
1.0928 |
1.1066 |
|
|
| 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% |
0.0152 |
1.4% |
72% |
False |
False |
251,569 |
| 10 |
1.1220 |
1.0823 |
0.0397 |
3.6% |
0.0122 |
1.1% |
72% |
False |
False |
228,862 |
| 20 |
1.1254 |
1.0823 |
0.0431 |
3.9% |
0.0101 |
0.9% |
66% |
False |
False |
211,307 |
| 40 |
1.1386 |
1.0789 |
0.0597 |
5.4% |
0.0110 |
1.0% |
53% |
False |
False |
222,591 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
5.9% |
0.0106 |
1.0% |
58% |
False |
False |
206,247 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0107 |
1.0% |
67% |
False |
False |
173,655 |
| 100 |
1.1415 |
1.0540 |
0.0875 |
7.9% |
0.0106 |
1.0% |
65% |
False |
False |
139,242 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
58% |
False |
False |
116,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1374 |
|
1.618 |
1.1298 |
|
1.000 |
1.1251 |
|
0.618 |
1.1222 |
|
HIGH |
1.1175 |
|
0.618 |
1.1146 |
|
0.500 |
1.1137 |
|
0.382 |
1.1128 |
|
LOW |
1.1099 |
|
0.618 |
1.1052 |
|
1.000 |
1.1023 |
|
1.618 |
1.0976 |
|
2.618 |
1.0900 |
|
4.250 |
1.0776 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1137 |
1.1079 |
| PP |
1.1127 |
1.1050 |
| S1 |
1.1118 |
1.1021 |
|