CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0905 |
-0.0016 |
-0.1% |
1.1152 |
| High |
1.0928 |
1.0915 |
-0.0014 |
-0.1% |
1.1161 |
| Low |
1.0870 |
1.0862 |
-0.0009 |
-0.1% |
1.0948 |
| Close |
1.0902 |
1.0900 |
-0.0002 |
0.0% |
1.0963 |
| Range |
0.0058 |
0.0053 |
-0.0005 |
-8.6% |
0.0213 |
| ATR |
0.0102 |
0.0098 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
5,143 |
8,126 |
2,983 |
58.0% |
21,054 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.1029 |
1.0929 |
|
| R3 |
1.0998 |
1.0976 |
1.0915 |
|
| R2 |
1.0945 |
1.0945 |
1.0910 |
|
| R1 |
1.0923 |
1.0923 |
1.0905 |
1.0907 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0884 |
| S1 |
1.0870 |
1.0870 |
1.0895 |
1.0854 |
| S2 |
1.0839 |
1.0839 |
1.0890 |
|
| S3 |
1.0786 |
1.0817 |
1.0885 |
|
| S4 |
1.0733 |
1.0764 |
1.0871 |
|
|
| 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 |
1.0862 |
0.0242 |
2.2% |
0.0086 |
0.8% |
16% |
False |
True |
6,424 |
| 10 |
1.1186 |
1.0862 |
0.0325 |
3.0% |
0.0085 |
0.8% |
12% |
False |
True |
4,532 |
| 20 |
1.1414 |
1.0862 |
0.0552 |
5.1% |
0.0111 |
1.0% |
7% |
False |
True |
3,507 |
| 40 |
1.1414 |
1.0762 |
0.0652 |
6.0% |
0.0103 |
0.9% |
21% |
False |
False |
2,045 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
6.0% |
0.0097 |
0.9% |
21% |
False |
False |
1,492 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.6% |
0.0098 |
0.9% |
38% |
False |
False |
1,172 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0095 |
0.9% |
33% |
False |
False |
945 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0095 |
0.9% |
33% |
False |
False |
793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1140 |
|
2.618 |
1.1053 |
|
1.618 |
1.1000 |
|
1.000 |
1.0968 |
|
0.618 |
1.0947 |
|
HIGH |
1.0915 |
|
0.618 |
1.0894 |
|
0.500 |
1.0888 |
|
0.382 |
1.0882 |
|
LOW |
1.0862 |
|
0.618 |
1.0829 |
|
1.000 |
1.0809 |
|
1.618 |
1.0776 |
|
2.618 |
1.0723 |
|
4.250 |
1.0636 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0896 |
1.0930 |
| PP |
1.0892 |
1.0920 |
| S1 |
1.0888 |
1.0910 |
|