CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1360 |
0.0043 |
0.4% |
1.1298 |
| High |
1.1392 |
1.1438 |
0.0047 |
0.4% |
1.1313 |
| Low |
1.1311 |
1.1335 |
0.0024 |
0.2% |
1.1170 |
| Close |
1.1360 |
1.1412 |
0.0052 |
0.5% |
1.1197 |
| Range |
0.0081 |
0.0104 |
0.0023 |
28.6% |
0.0144 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.2% |
0.0000 |
| Volume |
213,624 |
231,438 |
17,814 |
8.3% |
525,785 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1705 |
1.1662 |
1.1469 |
|
| R3 |
1.1602 |
1.1559 |
1.1440 |
|
| R2 |
1.1498 |
1.1498 |
1.1431 |
|
| R1 |
1.1455 |
1.1455 |
1.1421 |
1.1477 |
| PP |
1.1395 |
1.1395 |
1.1395 |
1.1406 |
| S1 |
1.1352 |
1.1352 |
1.1403 |
1.1373 |
| S2 |
1.1291 |
1.1291 |
1.1393 |
|
| S3 |
1.1188 |
1.1248 |
1.1384 |
|
| S4 |
1.1084 |
1.1145 |
1.1355 |
|
|
| 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 |
1.1438 |
1.1170 |
0.0269 |
2.4% |
0.0086 |
0.8% |
90% |
True |
False |
173,249 |
| 10 |
1.1438 |
1.1170 |
0.0269 |
2.4% |
0.0084 |
0.7% |
90% |
True |
False |
168,378 |
| 20 |
1.1438 |
1.0853 |
0.0585 |
5.1% |
0.0110 |
1.0% |
96% |
True |
False |
157,262 |
| 40 |
1.1438 |
1.0853 |
0.0585 |
5.1% |
0.0110 |
1.0% |
96% |
True |
False |
80,385 |
| 60 |
1.1438 |
1.0762 |
0.0676 |
5.9% |
0.0105 |
0.9% |
96% |
True |
False |
53,784 |
| 80 |
1.1438 |
1.0762 |
0.0676 |
5.9% |
0.0101 |
0.9% |
96% |
True |
False |
40,434 |
| 100 |
1.1438 |
1.0588 |
0.0850 |
7.4% |
0.0100 |
0.9% |
97% |
True |
False |
32,390 |
| 120 |
1.1540 |
1.0588 |
0.0952 |
8.3% |
0.0098 |
0.9% |
87% |
False |
False |
26,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1878 |
|
2.618 |
1.1709 |
|
1.618 |
1.1605 |
|
1.000 |
1.1542 |
|
0.618 |
1.1502 |
|
HIGH |
1.1438 |
|
0.618 |
1.1398 |
|
0.500 |
1.1386 |
|
0.382 |
1.1374 |
|
LOW |
1.1335 |
|
0.618 |
1.1271 |
|
1.000 |
1.1231 |
|
1.618 |
1.1167 |
|
2.618 |
1.1064 |
|
4.250 |
1.0895 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1403 |
1.1380 |
| PP |
1.1395 |
1.1348 |
| S1 |
1.1386 |
1.1316 |
|