CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1269 |
1.1242 |
-0.0027 |
-0.2% |
1.1179 |
| High |
1.1289 |
1.1250 |
-0.0039 |
-0.3% |
1.1372 |
| Low |
1.1216 |
1.1185 |
-0.0031 |
-0.3% |
1.1088 |
| Close |
1.1247 |
1.1208 |
-0.0039 |
-0.3% |
1.1296 |
| Range |
0.0073 |
0.0065 |
-0.0008 |
-10.3% |
0.0284 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
157,210 |
133,451 |
-23,759 |
-15.1% |
926,930 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1409 |
1.1374 |
1.1244 |
|
| R3 |
1.1344 |
1.1309 |
1.1226 |
|
| R2 |
1.1279 |
1.1279 |
1.1220 |
|
| R1 |
1.1244 |
1.1244 |
1.1214 |
1.1229 |
| PP |
1.1214 |
1.1214 |
1.1214 |
1.1207 |
| S1 |
1.1179 |
1.1179 |
1.1202 |
1.1164 |
| S2 |
1.1149 |
1.1149 |
1.1196 |
|
| S3 |
1.1084 |
1.1114 |
1.1190 |
|
| S4 |
1.1019 |
1.1049 |
1.1172 |
|
|
| 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 |
1.1185 |
0.0187 |
1.7% |
0.0082 |
0.7% |
12% |
False |
True |
163,506 |
| 10 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0127 |
1.1% |
68% |
False |
False |
191,736 |
| 20 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0110 |
1.0% |
68% |
False |
False |
115,555 |
| 40 |
1.1414 |
1.0853 |
0.0561 |
5.0% |
0.0110 |
1.0% |
63% |
False |
False |
58,832 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0104 |
0.9% |
68% |
False |
False |
39,373 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0104 |
0.9% |
75% |
False |
False |
29,624 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.4% |
0.0100 |
0.9% |
75% |
False |
False |
23,731 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.5% |
0.0098 |
0.9% |
65% |
False |
False |
19,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1420 |
|
1.618 |
1.1355 |
|
1.000 |
1.1315 |
|
0.618 |
1.1290 |
|
HIGH |
1.1250 |
|
0.618 |
1.1225 |
|
0.500 |
1.1218 |
|
0.382 |
1.1210 |
|
LOW |
1.1185 |
|
0.618 |
1.1145 |
|
1.000 |
1.1120 |
|
1.618 |
1.1080 |
|
2.618 |
1.1015 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1218 |
1.1249 |
| PP |
1.1214 |
1.1235 |
| S1 |
1.1211 |
1.1222 |
|