CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0796 |
1.0941 |
0.0145 |
1.3% |
1.0884 |
| High |
1.0959 |
1.0950 |
-0.0009 |
-0.1% |
1.0966 |
| Low |
1.0788 |
1.0812 |
0.0024 |
0.2% |
1.0728 |
| Close |
1.0952 |
1.0920 |
-0.0032 |
-0.3% |
1.0920 |
| Range |
0.0171 |
0.0138 |
-0.0033 |
-19.3% |
0.0238 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
2.2% |
0.0000 |
| Volume |
289,122 |
291,114 |
1,992 |
0.7% |
1,215,600 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1252 |
1.0996 |
|
| R3 |
1.1170 |
1.1114 |
1.0958 |
|
| R2 |
1.1032 |
1.1032 |
1.0945 |
|
| R1 |
1.0976 |
1.0976 |
1.0933 |
1.0935 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0874 |
| S1 |
1.0838 |
1.0838 |
1.0907 |
1.0797 |
| S2 |
1.0756 |
1.0756 |
1.0895 |
|
| S3 |
1.0618 |
1.0700 |
1.0882 |
|
| S4 |
1.0480 |
1.0562 |
1.0844 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1491 |
1.1051 |
|
| R3 |
1.1347 |
1.1253 |
1.0985 |
|
| R2 |
1.1109 |
1.1109 |
1.0964 |
|
| R1 |
1.1015 |
1.1015 |
1.0942 |
1.1062 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0895 |
| S1 |
1.0777 |
1.0777 |
1.0898 |
1.0824 |
| S2 |
1.0633 |
1.0633 |
1.0876 |
|
| S3 |
1.0395 |
1.0539 |
1.0855 |
|
| S4 |
1.0157 |
1.0301 |
1.0789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0966 |
1.0728 |
0.0238 |
2.2% |
0.0138 |
1.3% |
81% |
False |
False |
243,120 |
| 10 |
1.1016 |
1.0728 |
0.0288 |
2.6% |
0.0101 |
0.9% |
67% |
False |
False |
163,231 |
| 20 |
1.1088 |
1.0728 |
0.0360 |
3.3% |
0.0101 |
0.9% |
53% |
False |
False |
186,070 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0104 |
0.9% |
69% |
False |
False |
106,624 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
39% |
False |
False |
71,461 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0104 |
1.0% |
39% |
False |
False |
53,698 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0109 |
1.0% |
31% |
False |
False |
42,993 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
31% |
False |
False |
35,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1537 |
|
2.618 |
1.1311 |
|
1.618 |
1.1173 |
|
1.000 |
1.1088 |
|
0.618 |
1.1035 |
|
HIGH |
1.0950 |
|
0.618 |
1.0897 |
|
0.500 |
1.0881 |
|
0.382 |
1.0865 |
|
LOW |
1.0812 |
|
0.618 |
1.0727 |
|
1.000 |
1.0674 |
|
1.618 |
1.0589 |
|
2.618 |
1.0451 |
|
4.250 |
1.0226 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0895 |
| PP |
1.0894 |
1.0870 |
| S1 |
1.0881 |
1.0846 |
|