CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1134 |
1.1136 |
0.0002 |
0.0% |
1.1025 |
| High |
1.1156 |
1.1274 |
0.0118 |
1.1% |
1.1250 |
| Low |
1.1103 |
1.1088 |
-0.0015 |
-0.1% |
1.0853 |
| Close |
1.1139 |
1.1225 |
0.0086 |
0.8% |
1.1188 |
| Range |
0.0053 |
0.0186 |
0.0133 |
250.0% |
0.0397 |
| ATR |
0.0114 |
0.0119 |
0.0005 |
4.5% |
0.0000 |
| Volume |
132,907 |
229,317 |
96,410 |
72.5% |
909,578 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1674 |
1.1327 |
|
| R3 |
1.1566 |
1.1488 |
1.1276 |
|
| R2 |
1.1381 |
1.1381 |
1.1259 |
|
| R1 |
1.1303 |
1.1303 |
1.1242 |
1.1342 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1215 |
| S1 |
1.1117 |
1.1117 |
1.1207 |
1.1156 |
| S2 |
1.1010 |
1.1010 |
1.1190 |
|
| S3 |
1.0824 |
1.0932 |
1.1173 |
|
| S4 |
1.0639 |
1.0746 |
1.1122 |
|
|
| 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 |
1.1274 |
1.0853 |
0.0421 |
3.7% |
0.0173 |
1.5% |
88% |
True |
False |
219,967 |
| 10 |
1.1274 |
1.0853 |
0.0421 |
3.7% |
0.0136 |
1.2% |
88% |
True |
False |
146,146 |
| 20 |
1.1274 |
1.0853 |
0.0421 |
3.7% |
0.0110 |
1.0% |
88% |
True |
False |
75,339 |
| 40 |
1.1414 |
1.0827 |
0.0587 |
5.2% |
0.0110 |
1.0% |
68% |
False |
False |
38,457 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0104 |
0.9% |
71% |
False |
False |
25,769 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0103 |
0.9% |
77% |
False |
False |
19,418 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0102 |
0.9% |
77% |
False |
False |
15,558 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0098 |
0.9% |
67% |
False |
False |
12,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2062 |
|
2.618 |
1.1759 |
|
1.618 |
1.1574 |
|
1.000 |
1.1459 |
|
0.618 |
1.1388 |
|
HIGH |
1.1274 |
|
0.618 |
1.1203 |
|
0.500 |
1.1181 |
|
0.382 |
1.1159 |
|
LOW |
1.1088 |
|
0.618 |
1.0973 |
|
1.000 |
1.0903 |
|
1.618 |
1.0788 |
|
2.618 |
1.0602 |
|
4.250 |
1.0300 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1210 |
1.1210 |
| PP |
1.1195 |
1.1195 |
| S1 |
1.1181 |
1.1181 |
|