CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1212 |
1.1179 |
-0.0034 |
-0.3% |
1.1025 |
| High |
1.1241 |
1.1207 |
-0.0035 |
-0.3% |
1.1250 |
| Low |
1.1112 |
1.1109 |
-0.0003 |
0.0% |
1.0853 |
| Close |
1.1188 |
1.1124 |
-0.0064 |
-0.6% |
1.1188 |
| Range |
0.0130 |
0.0098 |
-0.0032 |
-24.3% |
0.0397 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
295,404 |
155,915 |
-139,489 |
-47.2% |
909,578 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1380 |
1.1178 |
|
| R3 |
1.1342 |
1.1282 |
1.1151 |
|
| R2 |
1.1244 |
1.1244 |
1.1142 |
|
| R1 |
1.1184 |
1.1184 |
1.1133 |
1.1165 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1137 |
| S1 |
1.1086 |
1.1086 |
1.1115 |
1.1067 |
| S2 |
1.1048 |
1.1048 |
1.1106 |
|
| S3 |
1.0950 |
1.0988 |
1.1097 |
|
| S4 |
1.0852 |
1.0890 |
1.1070 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2135 |
1.1406 |
|
| R3 |
1.1891 |
1.1738 |
1.1297 |
|
| R2 |
1.1494 |
1.1494 |
1.1260 |
|
| R1 |
1.1341 |
1.1341 |
1.1224 |
1.1417 |
| PP |
1.1097 |
1.1097 |
1.1097 |
1.1135 |
| S1 |
1.0944 |
1.0944 |
1.1151 |
1.1020 |
| S2 |
1.0700 |
1.0700 |
1.1115 |
|
| S3 |
1.0303 |
1.0547 |
1.1078 |
|
| S4 |
0.9906 |
1.0150 |
1.0969 |
|
|
| 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 |
3.6% |
0.0156 |
1.4% |
68% |
False |
False |
205,763 |
| 10 |
1.1250 |
1.0853 |
0.0397 |
3.6% |
0.0123 |
1.1% |
68% |
False |
False |
111,251 |
| 20 |
1.1276 |
1.0853 |
0.0423 |
3.8% |
0.0108 |
1.0% |
64% |
False |
False |
57,416 |
| 40 |
1.1414 |
1.0827 |
0.0587 |
5.3% |
0.0109 |
1.0% |
51% |
False |
False |
29,434 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.9% |
0.0103 |
0.9% |
56% |
False |
False |
19,753 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0102 |
0.9% |
65% |
False |
False |
14,894 |
| 100 |
1.1430 |
1.0588 |
0.0842 |
7.6% |
0.0100 |
0.9% |
64% |
False |
False |
11,936 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.6% |
0.0098 |
0.9% |
56% |
False |
False |
9,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1463 |
|
1.618 |
1.1365 |
|
1.000 |
1.1305 |
|
0.618 |
1.1267 |
|
HIGH |
1.1207 |
|
0.618 |
1.1169 |
|
0.500 |
1.1158 |
|
0.382 |
1.1146 |
|
LOW |
1.1109 |
|
0.618 |
1.1048 |
|
1.000 |
1.1011 |
|
1.618 |
1.0950 |
|
2.618 |
1.0852 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1100 |
| PP |
1.1146 |
1.1076 |
| S1 |
1.1135 |
1.1052 |
|