CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0960 |
0.0019 |
0.2% |
1.0884 |
| High |
1.0950 |
1.0988 |
0.0038 |
0.3% |
1.0966 |
| Low |
1.0812 |
1.0865 |
0.0053 |
0.5% |
1.0728 |
| Close |
1.0920 |
1.0890 |
-0.0031 |
-0.3% |
1.0920 |
| Range |
0.0138 |
0.0123 |
-0.0016 |
-11.2% |
0.0238 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
0.8% |
0.0000 |
| Volume |
291,114 |
163,839 |
-127,275 |
-43.7% |
1,215,600 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1208 |
1.0957 |
|
| R3 |
1.1159 |
1.1086 |
1.0923 |
|
| R2 |
1.1037 |
1.1037 |
1.0912 |
|
| R1 |
1.0963 |
1.0963 |
1.0901 |
1.0939 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0902 |
| S1 |
1.0841 |
1.0841 |
1.0878 |
1.0816 |
| S2 |
1.0792 |
1.0792 |
1.0867 |
|
| S3 |
1.0669 |
1.0718 |
1.0856 |
|
| S4 |
1.0547 |
1.0596 |
1.0822 |
|
|
| 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 |
1.0988 |
1.0728 |
0.0260 |
2.4% |
0.0129 |
1.2% |
62% |
True |
False |
224,437 |
| 10 |
1.1016 |
1.0728 |
0.0288 |
2.6% |
0.0107 |
1.0% |
56% |
False |
False |
174,485 |
| 20 |
1.1088 |
1.0728 |
0.0360 |
3.3% |
0.0103 |
0.9% |
45% |
False |
False |
181,390 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0105 |
1.0% |
64% |
False |
False |
110,689 |
| 60 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
36% |
False |
False |
74,186 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0104 |
1.0% |
36% |
False |
False |
55,744 |
| 100 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0109 |
1.0% |
29% |
False |
False |
44,630 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
29% |
False |
False |
37,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1308 |
|
1.618 |
1.1186 |
|
1.000 |
1.1110 |
|
0.618 |
1.1063 |
|
HIGH |
1.0988 |
|
0.618 |
1.0941 |
|
0.500 |
1.0926 |
|
0.382 |
1.0912 |
|
LOW |
1.0865 |
|
0.618 |
1.0789 |
|
1.000 |
1.0743 |
|
1.618 |
1.0667 |
|
2.618 |
1.0544 |
|
4.250 |
1.0344 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0889 |
| PP |
1.0914 |
1.0888 |
| S1 |
1.0902 |
1.0888 |
|