CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1186 |
1.1223 |
0.0037 |
0.3% |
1.1298 |
| High |
1.1246 |
1.1330 |
0.0084 |
0.7% |
1.1313 |
| Low |
1.1179 |
1.1195 |
0.0016 |
0.1% |
1.1170 |
| Close |
1.1228 |
1.1322 |
0.0095 |
0.8% |
1.1197 |
| Range |
0.0068 |
0.0135 |
0.0068 |
100.0% |
0.0144 |
| ATR |
0.0100 |
0.0103 |
0.0002 |
2.5% |
0.0000 |
| Volume |
72,723 |
231,419 |
158,696 |
218.2% |
525,785 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1687 |
1.1640 |
1.1396 |
|
| R3 |
1.1552 |
1.1505 |
1.1359 |
|
| R2 |
1.1417 |
1.1417 |
1.1347 |
|
| R1 |
1.1370 |
1.1370 |
1.1334 |
1.1393 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1294 |
| S1 |
1.1235 |
1.1235 |
1.1310 |
1.1258 |
| S2 |
1.1147 |
1.1147 |
1.1297 |
|
| S3 |
1.1012 |
1.1100 |
1.1285 |
|
| S4 |
1.0877 |
1.0965 |
1.1248 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1657 |
1.1571 |
1.1276 |
|
| R3 |
1.1514 |
1.1427 |
1.1236 |
|
| R2 |
1.1370 |
1.1370 |
1.1223 |
|
| R1 |
1.1284 |
1.1284 |
1.1210 |
1.1255 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1212 |
| S1 |
1.1140 |
1.1140 |
1.1184 |
1.1112 |
| S2 |
1.1083 |
1.1083 |
1.1171 |
|
| S3 |
1.0940 |
1.0997 |
1.1158 |
|
| S4 |
1.0796 |
1.0853 |
1.1118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1330 |
1.1170 |
0.0160 |
1.4% |
0.0077 |
0.7% |
95% |
True |
False |
142,369 |
| 10 |
1.1372 |
1.1088 |
0.0284 |
2.5% |
0.0089 |
0.8% |
83% |
False |
False |
160,094 |
| 20 |
1.1372 |
1.0853 |
0.0519 |
4.6% |
0.0106 |
0.9% |
90% |
False |
False |
135,672 |
| 40 |
1.1414 |
1.0853 |
0.0561 |
5.0% |
0.0109 |
1.0% |
84% |
False |
False |
69,288 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.8% |
0.0106 |
0.9% |
86% |
False |
False |
46,381 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0105 |
0.9% |
89% |
False |
False |
34,885 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0100 |
0.9% |
89% |
False |
False |
27,943 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0097 |
0.9% |
77% |
False |
False |
23,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1903 |
|
2.618 |
1.1683 |
|
1.618 |
1.1548 |
|
1.000 |
1.1465 |
|
0.618 |
1.1413 |
|
HIGH |
1.1330 |
|
0.618 |
1.1278 |
|
0.500 |
1.1262 |
|
0.382 |
1.1246 |
|
LOW |
1.1195 |
|
0.618 |
1.1111 |
|
1.000 |
1.1060 |
|
1.618 |
1.0976 |
|
2.618 |
1.0841 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1298 |
| PP |
1.1282 |
1.1274 |
| S1 |
1.1262 |
1.1250 |
|