CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1223 |
1.1317 |
0.0095 |
0.8% |
1.1298 |
| High |
1.1330 |
1.1392 |
0.0062 |
0.5% |
1.1313 |
| Low |
1.1195 |
1.1311 |
0.0117 |
1.0% |
1.1170 |
| Close |
1.1322 |
1.1360 |
0.0038 |
0.3% |
1.1197 |
| Range |
0.0135 |
0.0081 |
-0.0055 |
-40.4% |
0.0144 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
231,419 |
213,624 |
-17,795 |
-7.7% |
525,785 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1558 |
1.1404 |
|
| R3 |
1.1515 |
1.1478 |
1.1382 |
|
| R2 |
1.1435 |
1.1435 |
1.1375 |
|
| R1 |
1.1397 |
1.1397 |
1.1367 |
1.1416 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1364 |
| S1 |
1.1317 |
1.1317 |
1.1353 |
1.1336 |
| S2 |
1.1274 |
1.1274 |
1.1345 |
|
| S3 |
1.1193 |
1.1236 |
1.1338 |
|
| S4 |
1.1113 |
1.1156 |
1.1316 |
|
|
| 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 |
1.1392 |
1.1170 |
0.0222 |
2.0% |
0.0078 |
0.7% |
86% |
True |
False |
153,652 |
| 10 |
1.1392 |
1.1088 |
0.0304 |
2.7% |
0.0092 |
0.8% |
90% |
True |
False |
168,165 |
| 20 |
1.1392 |
1.0853 |
0.0539 |
4.7% |
0.0107 |
0.9% |
94% |
True |
False |
146,096 |
| 40 |
1.1414 |
1.0853 |
0.0561 |
4.9% |
0.0109 |
1.0% |
90% |
False |
False |
74,618 |
| 60 |
1.1414 |
1.0762 |
0.0652 |
5.7% |
0.0106 |
0.9% |
92% |
False |
False |
49,938 |
| 80 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0105 |
0.9% |
94% |
False |
False |
37,550 |
| 100 |
1.1414 |
1.0588 |
0.0826 |
7.3% |
0.0100 |
0.9% |
94% |
False |
False |
30,077 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.4% |
0.0097 |
0.9% |
81% |
False |
False |
25,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1734 |
|
2.618 |
1.1602 |
|
1.618 |
1.1522 |
|
1.000 |
1.1472 |
|
0.618 |
1.1441 |
|
HIGH |
1.1392 |
|
0.618 |
1.1361 |
|
0.500 |
1.1351 |
|
0.382 |
1.1342 |
|
LOW |
1.1311 |
|
0.618 |
1.1261 |
|
1.000 |
1.1231 |
|
1.618 |
1.1181 |
|
2.618 |
1.1100 |
|
4.250 |
1.0969 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1335 |
| PP |
1.1354 |
1.1310 |
| S1 |
1.1351 |
1.1285 |
|