CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1344 |
1.1298 |
-0.0047 |
-0.4% |
1.1179 |
| High |
1.1365 |
1.1313 |
-0.0052 |
-0.5% |
1.1372 |
| Low |
1.1284 |
1.1262 |
-0.0022 |
-0.2% |
1.1088 |
| Close |
1.1296 |
1.1280 |
-0.0016 |
-0.1% |
1.1296 |
| Range |
0.0081 |
0.0051 |
-0.0030 |
-37.0% |
0.0284 |
| ATR |
0.0118 |
0.0113 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
153,487 |
118,079 |
-35,408 |
-23.1% |
926,930 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1438 |
1.1410 |
1.1308 |
|
| R3 |
1.1387 |
1.1359 |
1.1294 |
|
| R2 |
1.1336 |
1.1336 |
1.1289 |
|
| R1 |
1.1308 |
1.1308 |
1.1285 |
1.1297 |
| PP |
1.1285 |
1.1285 |
1.1285 |
1.1279 |
| S1 |
1.1257 |
1.1257 |
1.1275 |
1.1246 |
| S2 |
1.1234 |
1.1234 |
1.1271 |
|
| S3 |
1.1183 |
1.1206 |
1.1266 |
|
| S4 |
1.1132 |
1.1155 |
1.1252 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.1983 |
1.1452 |
|
| R3 |
1.1819 |
1.1699 |
1.1374 |
|
| R2 |
1.1535 |
1.1535 |
1.1348 |
|
| R1 |
1.1416 |
1.1416 |
1.1322 |
1.1476 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1282 |
| S1 |
1.1132 |
1.1132 |
1.1270 |
1.1192 |
| S2 |
1.0968 |
1.0968 |
1.1244 |
|
| S3 |
1.0685 |
1.0849 |
1.1218 |
|
| S4 |
1.0401 |
1.0565 |
1.1140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1372 |
1.1088 |
0.0284 |
2.5% |
0.0102 |
0.9% |
68% |
False |
False |
177,818 |
| 10 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0129 |
1.1% |
82% |
False |
False |
191,791 |
| 20 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0110 |
1.0% |
82% |
False |
False |
101,482 |
| 40 |
1.1414 |
1.0836 |
0.0578 |
5.1% |
0.0109 |
1.0% |
77% |
False |
False |
51,581 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0104 |
0.9% |
80% |
False |
False |
34,537 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0104 |
0.9% |
84% |
False |
False |
25,992 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0101 |
0.9% |
84% |
False |
False |
20,826 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0098 |
0.9% |
73% |
False |
False |
17,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1530 |
|
2.618 |
1.1447 |
|
1.618 |
1.1396 |
|
1.000 |
1.1364 |
|
0.618 |
1.1345 |
|
HIGH |
1.1313 |
|
0.618 |
1.1294 |
|
0.500 |
1.1288 |
|
0.382 |
1.1281 |
|
LOW |
1.1262 |
|
0.618 |
1.1230 |
|
1.000 |
1.1211 |
|
1.618 |
1.1179 |
|
2.618 |
1.1128 |
|
4.250 |
1.1045 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1288 |
1.1303 |
| PP |
1.1285 |
1.1295 |
| S1 |
1.1283 |
1.1288 |
|