CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0987 |
0.0084 |
0.8% |
1.0960 |
| High |
1.1008 |
1.1079 |
0.0071 |
0.6% |
1.1079 |
| Low |
1.0891 |
1.0939 |
0.0048 |
0.4% |
1.0862 |
| Close |
1.0992 |
1.1033 |
0.0042 |
0.4% |
1.1033 |
| Range |
0.0117 |
0.0140 |
0.0023 |
19.2% |
0.0217 |
| ATR |
0.0100 |
0.0102 |
0.0003 |
2.9% |
0.0000 |
| Volume |
7,131 |
26,618 |
19,487 |
273.3% |
55,380 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1374 |
1.1110 |
|
| R3 |
1.1296 |
1.1234 |
1.1071 |
|
| R2 |
1.1156 |
1.1156 |
1.1059 |
|
| R1 |
1.1095 |
1.1095 |
1.1046 |
1.1126 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1032 |
| S1 |
1.0955 |
1.0955 |
1.1020 |
1.0986 |
| S2 |
1.0877 |
1.0877 |
1.1007 |
|
| S3 |
1.0738 |
1.0816 |
1.0995 |
|
| S4 |
1.0598 |
1.0676 |
1.0956 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1555 |
1.1152 |
|
| R3 |
1.1425 |
1.1338 |
1.1093 |
|
| R2 |
1.1208 |
1.1208 |
1.1073 |
|
| R1 |
1.1121 |
1.1121 |
1.1053 |
1.1164 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.1013 |
| S1 |
1.0904 |
1.0904 |
1.1013 |
1.0947 |
| S2 |
1.0774 |
1.0774 |
1.0993 |
|
| S3 |
1.0557 |
1.0687 |
1.0973 |
|
| S4 |
1.0340 |
1.0470 |
1.0914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1079 |
1.0862 |
0.0217 |
2.0% |
0.0094 |
0.9% |
79% |
True |
False |
11,076 |
| 10 |
1.1161 |
1.0862 |
0.0300 |
2.7% |
0.0095 |
0.9% |
57% |
False |
False |
7,643 |
| 20 |
1.1414 |
1.0862 |
0.0552 |
5.0% |
0.0103 |
0.9% |
31% |
False |
False |
4,944 |
| 40 |
1.1414 |
1.0822 |
0.0592 |
5.4% |
0.0104 |
0.9% |
36% |
False |
False |
2,863 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0099 |
0.9% |
42% |
False |
False |
2,035 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.5% |
0.0097 |
0.9% |
54% |
False |
False |
1,590 |
| 100 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
47% |
False |
False |
1,282 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0096 |
0.9% |
47% |
False |
False |
1,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1444 |
|
1.618 |
1.1304 |
|
1.000 |
1.1218 |
|
0.618 |
1.1165 |
|
HIGH |
1.1079 |
|
0.618 |
1.1025 |
|
0.500 |
1.1009 |
|
0.382 |
1.0992 |
|
LOW |
1.0939 |
|
0.618 |
1.0853 |
|
1.000 |
1.0800 |
|
1.618 |
1.0713 |
|
2.618 |
1.0574 |
|
4.250 |
1.0346 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1025 |
1.1012 |
| PP |
1.1017 |
1.0991 |
| S1 |
1.1009 |
1.0970 |
|