CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1052 |
-0.0041 |
-0.4% |
1.0987 |
| High |
1.1125 |
1.1100 |
-0.0025 |
-0.2% |
1.1098 |
| Low |
1.1070 |
1.1025 |
-0.0045 |
-0.4% |
1.0905 |
| Close |
1.1078 |
1.1077 |
-0.0001 |
0.0% |
1.1074 |
| Range |
0.0056 |
0.0076 |
0.0020 |
36.0% |
0.0193 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
415 |
160 |
-255 |
-61.4% |
640 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1261 |
1.1118 |
|
| R3 |
1.1218 |
1.1185 |
1.1097 |
|
| R2 |
1.1143 |
1.1143 |
1.1090 |
|
| R1 |
1.1110 |
1.1110 |
1.1083 |
1.1126 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1075 |
| S1 |
1.1034 |
1.1034 |
1.1070 |
1.1051 |
| S2 |
1.0992 |
1.0992 |
1.1063 |
|
| S3 |
1.0916 |
1.0959 |
1.1056 |
|
| S4 |
1.0841 |
1.0883 |
1.1035 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1532 |
1.1180 |
|
| R3 |
1.1412 |
1.1339 |
1.1127 |
|
| R2 |
1.1219 |
1.1219 |
1.1109 |
|
| R1 |
1.1146 |
1.1146 |
1.1091 |
1.1182 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1044 |
| S1 |
1.0953 |
1.0953 |
1.1056 |
1.0989 |
| S2 |
1.0833 |
1.0833 |
1.1038 |
|
| S3 |
1.0640 |
1.0760 |
1.1020 |
|
| S4 |
1.0447 |
1.0567 |
1.0967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1125 |
1.0943 |
0.0182 |
1.6% |
0.0083 |
0.7% |
73% |
False |
False |
247 |
| 10 |
1.1138 |
1.0905 |
0.0233 |
2.1% |
0.0071 |
0.6% |
74% |
False |
False |
153 |
| 20 |
1.1450 |
1.0905 |
0.0545 |
4.9% |
0.0062 |
0.6% |
31% |
False |
False |
87 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.3% |
0.0065 |
0.6% |
36% |
False |
False |
62 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.6% |
0.0059 |
0.5% |
40% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1421 |
|
2.618 |
1.1298 |
|
1.618 |
1.1222 |
|
1.000 |
1.1176 |
|
0.618 |
1.1147 |
|
HIGH |
1.1100 |
|
0.618 |
1.1071 |
|
0.500 |
1.1062 |
|
0.382 |
1.1053 |
|
LOW |
1.1025 |
|
0.618 |
1.0978 |
|
1.000 |
1.0949 |
|
1.618 |
1.0902 |
|
2.618 |
1.0827 |
|
4.250 |
1.0704 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1076 |
| PP |
1.1067 |
1.1075 |
| S1 |
1.1062 |
1.1074 |
|