CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1221 |
-0.0019 |
-0.2% |
1.1335 |
| High |
1.1247 |
1.1280 |
0.0033 |
0.3% |
1.1350 |
| Low |
1.1209 |
1.1221 |
0.0012 |
0.1% |
1.1209 |
| Close |
1.1236 |
1.1266 |
0.0030 |
0.3% |
1.1236 |
| Range |
0.0038 |
0.0060 |
0.0022 |
56.6% |
0.0141 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
545 |
31 |
-514 |
-94.3% |
1,304 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1434 |
1.1409 |
1.1298 |
|
| R3 |
1.1374 |
1.1350 |
1.1282 |
|
| R2 |
1.1315 |
1.1315 |
1.1276 |
|
| R1 |
1.1290 |
1.1290 |
1.1271 |
1.1303 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1262 |
| S1 |
1.1231 |
1.1231 |
1.1260 |
1.1243 |
| S2 |
1.1196 |
1.1196 |
1.1255 |
|
| S3 |
1.1136 |
1.1171 |
1.1249 |
|
| S4 |
1.1077 |
1.1112 |
1.1233 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1603 |
1.1313 |
|
| R3 |
1.1547 |
1.1462 |
1.1274 |
|
| R2 |
1.1406 |
1.1406 |
1.1261 |
|
| R1 |
1.1321 |
1.1321 |
1.1248 |
1.1293 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1251 |
| S1 |
1.1180 |
1.1180 |
1.1223 |
1.1152 |
| S2 |
1.1124 |
1.1124 |
1.1210 |
|
| S3 |
1.0983 |
1.1039 |
1.1197 |
|
| S4 |
1.0842 |
1.0898 |
1.1158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1350 |
1.1209 |
0.0141 |
1.3% |
0.0052 |
0.5% |
40% |
False |
False |
267 |
| 10 |
1.1408 |
1.1129 |
0.0279 |
2.5% |
0.0078 |
0.7% |
49% |
False |
False |
308 |
| 20 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0089 |
0.8% |
72% |
False |
False |
243 |
| 40 |
1.1450 |
1.0892 |
0.0558 |
5.0% |
0.0083 |
0.7% |
67% |
False |
False |
140 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0071 |
0.6% |
70% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1533 |
|
2.618 |
1.1436 |
|
1.618 |
1.1376 |
|
1.000 |
1.1340 |
|
0.618 |
1.1317 |
|
HIGH |
1.1280 |
|
0.618 |
1.1257 |
|
0.500 |
1.1250 |
|
0.382 |
1.1243 |
|
LOW |
1.1221 |
|
0.618 |
1.1184 |
|
1.000 |
1.1161 |
|
1.618 |
1.1124 |
|
2.618 |
1.1065 |
|
4.250 |
1.0968 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1260 |
1.1259 |
| PP |
1.1255 |
1.1252 |
| S1 |
1.1250 |
1.1245 |
|