CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1244 |
-0.0012 |
-0.1% |
1.1059 |
| High |
1.1263 |
1.1244 |
-0.0019 |
-0.2% |
1.1270 |
| Low |
1.1160 |
1.1150 |
-0.0011 |
-0.1% |
1.0898 |
| Close |
1.1227 |
1.1164 |
-0.0064 |
-0.6% |
1.1227 |
| Range |
0.0103 |
0.0094 |
-0.0009 |
-8.3% |
0.0372 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
349 |
315 |
-34 |
-9.7% |
1,146 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1410 |
1.1215 |
|
| R3 |
1.1374 |
1.1316 |
1.1189 |
|
| R2 |
1.1280 |
1.1280 |
1.1181 |
|
| R1 |
1.1222 |
1.1222 |
1.1172 |
1.1204 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1177 |
| S1 |
1.1128 |
1.1128 |
1.1155 |
1.1110 |
| S2 |
1.1092 |
1.1092 |
1.1146 |
|
| S3 |
1.0998 |
1.1034 |
1.1138 |
|
| S4 |
1.0904 |
1.0940 |
1.1112 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2248 |
1.2109 |
1.1432 |
|
| R3 |
1.1876 |
1.1737 |
1.1329 |
|
| R2 |
1.1504 |
1.1504 |
1.1295 |
|
| R1 |
1.1365 |
1.1365 |
1.1261 |
1.1435 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1166 |
| S1 |
1.0993 |
1.0993 |
1.1193 |
1.1063 |
| S2 |
1.0760 |
1.0760 |
1.1159 |
|
| S3 |
1.0388 |
1.0621 |
1.1125 |
|
| S4 |
1.0016 |
1.0249 |
1.1022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1270 |
1.0898 |
0.0372 |
3.3% |
0.0140 |
1.3% |
71% |
False |
False |
275 |
| 10 |
1.1270 |
1.0898 |
0.0372 |
3.3% |
0.0104 |
0.9% |
71% |
False |
False |
206 |
| 20 |
1.1296 |
1.0898 |
0.0398 |
3.6% |
0.0077 |
0.7% |
67% |
False |
False |
124 |
| 40 |
1.1450 |
1.0865 |
0.0585 |
5.2% |
0.0077 |
0.7% |
51% |
False |
False |
81 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.6% |
0.0065 |
0.6% |
54% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1643 |
|
2.618 |
1.1490 |
|
1.618 |
1.1396 |
|
1.000 |
1.1338 |
|
0.618 |
1.1302 |
|
HIGH |
1.1244 |
|
0.618 |
1.1208 |
|
0.500 |
1.1197 |
|
0.382 |
1.1185 |
|
LOW |
1.1150 |
|
0.618 |
1.1091 |
|
1.000 |
1.1056 |
|
1.618 |
1.0997 |
|
2.618 |
1.0903 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1197 |
1.1137 |
| PP |
1.1186 |
1.1111 |
| S1 |
1.1175 |
1.1084 |
|