CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0948 |
1.0884 |
-0.0064 |
-0.6% |
1.0986 |
| High |
1.0958 |
1.0966 |
0.0008 |
0.1% |
1.1016 |
| Low |
1.0871 |
1.0799 |
-0.0072 |
-0.7% |
1.0871 |
| Close |
1.0886 |
1.0846 |
-0.0040 |
-0.4% |
1.0886 |
| Range |
0.0087 |
0.0167 |
0.0080 |
92.0% |
0.0145 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
5.2% |
0.0000 |
| Volume |
85,614 |
257,251 |
171,637 |
200.5% |
365,414 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1276 |
1.0938 |
|
| R3 |
1.1204 |
1.1109 |
1.0892 |
|
| R2 |
1.1037 |
1.1037 |
1.0877 |
|
| R1 |
1.0942 |
1.0942 |
1.0861 |
1.0906 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0853 |
| S1 |
1.0775 |
1.0775 |
1.0831 |
1.0739 |
| S2 |
1.0703 |
1.0703 |
1.0815 |
|
| S3 |
1.0536 |
1.0608 |
1.0800 |
|
| S4 |
1.0369 |
1.0441 |
1.0754 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1268 |
1.0966 |
|
| R3 |
1.1214 |
1.1123 |
1.0926 |
|
| R2 |
1.1069 |
1.1069 |
1.0913 |
|
| R1 |
1.0978 |
1.0978 |
1.0899 |
1.0951 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0911 |
| S1 |
1.0833 |
1.0833 |
1.0873 |
1.0806 |
| S2 |
1.0779 |
1.0779 |
1.0859 |
|
| S3 |
1.0634 |
1.0688 |
1.0846 |
|
| S4 |
1.0489 |
1.0543 |
1.0806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1016 |
1.0799 |
0.0217 |
2.0% |
0.0085 |
0.8% |
22% |
False |
True |
124,533 |
| 10 |
1.1016 |
1.0799 |
0.0217 |
2.0% |
0.0082 |
0.8% |
22% |
False |
True |
126,025 |
| 20 |
1.1088 |
1.0799 |
0.0289 |
2.7% |
0.0097 |
0.9% |
16% |
False |
True |
159,331 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.1% |
0.0100 |
0.9% |
56% |
False |
False |
82,889 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0099 |
0.9% |
31% |
False |
False |
55,506 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0102 |
0.9% |
31% |
False |
False |
41,727 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0107 |
1.0% |
25% |
False |
False |
33,416 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0104 |
1.0% |
25% |
False |
False |
27,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1676 |
|
2.618 |
1.1403 |
|
1.618 |
1.1236 |
|
1.000 |
1.1133 |
|
0.618 |
1.1069 |
|
HIGH |
1.0966 |
|
0.618 |
1.0902 |
|
0.500 |
1.0883 |
|
0.382 |
1.0863 |
|
LOW |
1.0799 |
|
0.618 |
1.0696 |
|
1.000 |
1.0632 |
|
1.618 |
1.0529 |
|
2.618 |
1.0362 |
|
4.250 |
1.0089 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0883 |
| PP |
1.0870 |
1.0870 |
| S1 |
1.0858 |
1.0858 |
|