CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0960 |
1.0920 |
-0.0040 |
-0.4% |
1.1152 |
| High |
1.0998 |
1.0928 |
-0.0070 |
-0.6% |
1.1161 |
| Low |
1.0896 |
1.0870 |
-0.0026 |
-0.2% |
1.0948 |
| Close |
1.0918 |
1.0902 |
-0.0016 |
-0.1% |
1.0963 |
| Range |
0.0102 |
0.0058 |
-0.0044 |
-42.9% |
0.0213 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
8,362 |
5,143 |
-3,219 |
-38.5% |
21,054 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1046 |
1.0934 |
|
| R3 |
1.1016 |
1.0988 |
1.0918 |
|
| R2 |
1.0958 |
1.0958 |
1.0913 |
|
| R1 |
1.0930 |
1.0930 |
1.0907 |
1.0915 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0893 |
| S1 |
1.0872 |
1.0872 |
1.0897 |
1.0857 |
| S2 |
1.0842 |
1.0842 |
1.0891 |
|
| S3 |
1.0784 |
1.0814 |
1.0886 |
|
| S4 |
1.0726 |
1.0756 |
1.0870 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1663 |
1.1526 |
1.1080 |
|
| R3 |
1.1450 |
1.1313 |
1.1022 |
|
| R2 |
1.1237 |
1.1237 |
1.1002 |
|
| R1 |
1.1100 |
1.1100 |
1.0983 |
1.1062 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1005 |
| S1 |
1.0887 |
1.0887 |
1.0943 |
1.0849 |
| S2 |
1.0811 |
1.0811 |
1.0924 |
|
| S3 |
1.0598 |
1.0674 |
1.0904 |
|
| S4 |
1.0385 |
1.0461 |
1.0846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1103 |
1.0870 |
0.0233 |
2.1% |
0.0093 |
0.8% |
14% |
False |
True |
6,125 |
| 10 |
1.1216 |
1.0870 |
0.0346 |
3.2% |
0.0086 |
0.8% |
9% |
False |
True |
3,870 |
| 20 |
1.1414 |
1.0870 |
0.0544 |
5.0% |
0.0110 |
1.0% |
6% |
False |
True |
3,140 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
6.0% |
0.0105 |
1.0% |
21% |
False |
False |
1,860 |
| 60 |
1.1414 |
1.0588 |
0.0826 |
7.6% |
0.0104 |
1.0% |
38% |
False |
False |
1,368 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.6% |
0.0099 |
0.9% |
38% |
False |
False |
1,072 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0095 |
0.9% |
33% |
False |
False |
866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1175 |
|
2.618 |
1.1080 |
|
1.618 |
1.1022 |
|
1.000 |
1.0986 |
|
0.618 |
1.0964 |
|
HIGH |
1.0928 |
|
0.618 |
1.0906 |
|
0.500 |
1.0899 |
|
0.382 |
1.0892 |
|
LOW |
1.0870 |
|
0.618 |
1.0834 |
|
1.000 |
1.0812 |
|
1.618 |
1.0776 |
|
2.618 |
1.0718 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0987 |
| PP |
1.0900 |
1.0958 |
| S1 |
1.0899 |
1.0930 |
|