CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0904 |
-0.0001 |
0.0% |
1.1152 |
| High |
1.0915 |
1.1008 |
0.0094 |
0.9% |
1.1161 |
| Low |
1.0862 |
1.0891 |
0.0030 |
0.3% |
1.0948 |
| Close |
1.0900 |
1.0992 |
0.0092 |
0.8% |
1.0963 |
| Range |
0.0053 |
0.0117 |
0.0064 |
120.8% |
0.0213 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.4% |
0.0000 |
| Volume |
8,126 |
7,131 |
-995 |
-12.2% |
21,054 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1270 |
1.1056 |
|
| R3 |
1.1198 |
1.1153 |
1.1024 |
|
| R2 |
1.1081 |
1.1081 |
1.1013 |
|
| R1 |
1.1036 |
1.1036 |
1.1002 |
1.1058 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0975 |
| S1 |
1.0919 |
1.0919 |
1.0981 |
1.0941 |
| S2 |
1.0847 |
1.0847 |
1.0970 |
|
| S3 |
1.0730 |
1.0802 |
1.0959 |
|
| S4 |
1.0613 |
1.0685 |
1.0927 |
|
|
| 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% |
0.0097 |
0.9% |
54% |
False |
False |
6,593 |
| 10 |
1.1175 |
1.0862 |
0.0314 |
2.9% |
0.0089 |
0.8% |
41% |
False |
False |
5,113 |
| 20 |
1.1414 |
1.0862 |
0.0552 |
5.0% |
0.0104 |
1.0% |
24% |
False |
False |
3,684 |
| 40 |
1.1414 |
1.0772 |
0.0642 |
5.8% |
0.0103 |
0.9% |
34% |
False |
False |
2,205 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0098 |
0.9% |
35% |
False |
False |
1,603 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0099 |
0.9% |
49% |
False |
False |
1,259 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0096 |
0.9% |
42% |
False |
False |
1,016 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.7% |
0.0095 |
0.9% |
42% |
False |
False |
852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1314 |
|
1.618 |
1.1197 |
|
1.000 |
1.1125 |
|
0.618 |
1.1080 |
|
HIGH |
1.1008 |
|
0.618 |
1.0963 |
|
0.500 |
1.0950 |
|
0.382 |
1.0936 |
|
LOW |
1.0891 |
|
0.618 |
1.0819 |
|
1.000 |
1.0774 |
|
1.618 |
1.0702 |
|
2.618 |
1.0585 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0973 |
| PP |
1.0964 |
1.0954 |
| S1 |
1.0950 |
1.0935 |
|