CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1221 |
1.1259 |
0.0039 |
0.3% |
1.1335 |
| High |
1.1280 |
1.1362 |
0.0082 |
0.7% |
1.1350 |
| Low |
1.1221 |
1.1234 |
0.0014 |
0.1% |
1.1209 |
| Close |
1.1266 |
1.1360 |
0.0094 |
0.8% |
1.1236 |
| Range |
0.0060 |
0.0128 |
0.0068 |
114.3% |
0.0141 |
| ATR |
0.0087 |
0.0089 |
0.0003 |
3.4% |
0.0000 |
| Volume |
31 |
177 |
146 |
471.0% |
1,304 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1658 |
1.1430 |
|
| R3 |
1.1573 |
1.1530 |
1.1395 |
|
| R2 |
1.1446 |
1.1446 |
1.1383 |
|
| R1 |
1.1403 |
1.1403 |
1.1371 |
1.1424 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1329 |
| S1 |
1.1275 |
1.1275 |
1.1348 |
1.1297 |
| S2 |
1.1191 |
1.1191 |
1.1336 |
|
| S3 |
1.1063 |
1.1148 |
1.1324 |
|
| S4 |
1.0936 |
1.1020 |
1.1289 |
|
|
| 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 |
1.1362 |
1.1209 |
0.0153 |
1.3% |
0.0068 |
0.6% |
99% |
True |
False |
261 |
| 10 |
1.1408 |
1.1129 |
0.0279 |
2.5% |
0.0081 |
0.7% |
83% |
False |
False |
294 |
| 20 |
1.1408 |
1.0898 |
0.0510 |
4.5% |
0.0093 |
0.8% |
90% |
False |
False |
250 |
| 40 |
1.1450 |
1.0898 |
0.0552 |
4.9% |
0.0083 |
0.7% |
84% |
False |
False |
142 |
| 60 |
1.1450 |
1.0829 |
0.0621 |
5.5% |
0.0073 |
0.6% |
85% |
False |
False |
105 |
| 80 |
1.1450 |
1.0688 |
0.0762 |
6.7% |
0.0071 |
0.6% |
88% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1903 |
|
2.618 |
1.1695 |
|
1.618 |
1.1568 |
|
1.000 |
1.1489 |
|
0.618 |
1.1440 |
|
HIGH |
1.1362 |
|
0.618 |
1.1313 |
|
0.500 |
1.1298 |
|
0.382 |
1.1283 |
|
LOW |
1.1234 |
|
0.618 |
1.1155 |
|
1.000 |
1.1107 |
|
1.618 |
1.1028 |
|
2.618 |
1.0900 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1339 |
1.1335 |
| PP |
1.1318 |
1.1310 |
| S1 |
1.1298 |
1.1285 |
|