CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1042 |
1.1033 |
-0.0009 |
-0.1% |
1.0960 |
| High |
1.1069 |
1.1250 |
0.0182 |
1.6% |
1.1079 |
| Low |
1.0979 |
1.0853 |
-0.0126 |
-1.1% |
1.0862 |
| Close |
1.1036 |
1.1231 |
0.0195 |
1.8% |
1.1033 |
| Range |
0.0090 |
0.0397 |
0.0308 |
343.6% |
0.0217 |
| ATR |
0.0098 |
0.0119 |
0.0021 |
21.8% |
0.0000 |
| Volume |
193,810 |
286,293 |
92,483 |
47.7% |
55,380 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2302 |
1.2163 |
1.1449 |
|
| R3 |
1.1905 |
1.1766 |
1.1340 |
|
| R2 |
1.1508 |
1.1508 |
1.1303 |
|
| R1 |
1.1369 |
1.1369 |
1.1267 |
1.1439 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1146 |
| S1 |
1.0972 |
1.0972 |
1.1194 |
1.1042 |
| S2 |
1.0714 |
1.0714 |
1.1158 |
|
| S3 |
1.0317 |
1.0575 |
1.1121 |
|
| S4 |
0.9920 |
1.0178 |
1.1012 |
|
|
| 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 |
1.1250 |
1.0853 |
0.0397 |
3.5% |
0.0155 |
1.4% |
95% |
True |
True |
128,158 |
| 10 |
1.1250 |
1.0853 |
0.0397 |
3.5% |
0.0126 |
1.1% |
95% |
True |
True |
67,375 |
| 20 |
1.1414 |
1.0853 |
0.0561 |
5.0% |
0.0107 |
1.0% |
67% |
False |
True |
35,035 |
| 40 |
1.1414 |
1.0827 |
0.0587 |
5.2% |
0.0108 |
1.0% |
69% |
False |
False |
18,173 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0103 |
0.9% |
72% |
False |
False |
12,253 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0101 |
0.9% |
78% |
False |
False |
9,257 |
| 100 |
1.1440 |
1.0588 |
0.0852 |
7.6% |
0.0099 |
0.9% |
75% |
False |
False |
7,423 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0098 |
0.9% |
67% |
False |
False |
6,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2937 |
|
2.618 |
1.2289 |
|
1.618 |
1.1892 |
|
1.000 |
1.1647 |
|
0.618 |
1.1495 |
|
HIGH |
1.1250 |
|
0.618 |
1.1098 |
|
0.500 |
1.1052 |
|
0.382 |
1.1005 |
|
LOW |
1.0853 |
|
0.618 |
1.0608 |
|
1.000 |
1.0456 |
|
1.618 |
1.0211 |
|
2.618 |
0.9814 |
|
4.250 |
0.9166 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1171 |
1.1171 |
| PP |
1.1111 |
1.1111 |
| S1 |
1.1052 |
1.1052 |
|