CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0930 |
0.0050 |
0.5% |
1.0960 |
| High |
1.1001 |
1.0954 |
-0.0047 |
-0.4% |
1.1001 |
| Low |
1.0870 |
1.0875 |
0.0005 |
0.0% |
1.0821 |
| Close |
1.0925 |
1.0940 |
0.0015 |
0.1% |
1.0925 |
| Range |
0.0131 |
0.0080 |
-0.0051 |
-39.1% |
0.0180 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
272,693 |
225,962 |
-46,731 |
-17.1% |
1,007,455 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1130 |
1.0983 |
|
| R3 |
1.1082 |
1.1050 |
1.0961 |
|
| R2 |
1.1002 |
1.1002 |
1.0954 |
|
| R1 |
1.0971 |
1.0971 |
1.0947 |
1.0987 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0931 |
| S1 |
1.0891 |
1.0891 |
1.0932 |
1.0907 |
| S2 |
1.0843 |
1.0843 |
1.0925 |
|
| S3 |
1.0764 |
1.0812 |
1.0918 |
|
| S4 |
1.0684 |
1.0732 |
1.0896 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1369 |
1.1023 |
|
| R3 |
1.1274 |
1.1189 |
1.0974 |
|
| R2 |
1.1095 |
1.1095 |
1.0957 |
|
| R1 |
1.1010 |
1.1010 |
1.0941 |
1.0963 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0892 |
| S1 |
1.0830 |
1.0830 |
1.0908 |
1.0783 |
| S2 |
1.0736 |
1.0736 |
1.0892 |
|
| S3 |
1.0556 |
1.0651 |
1.0875 |
|
| S4 |
1.0377 |
1.0471 |
1.0826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1001 |
1.0821 |
0.0180 |
1.6% |
0.0097 |
0.9% |
66% |
False |
False |
213,915 |
| 10 |
1.1001 |
1.0728 |
0.0273 |
2.5% |
0.0113 |
1.0% |
78% |
False |
False |
219,176 |
| 20 |
1.1016 |
1.0728 |
0.0288 |
2.6% |
0.0098 |
0.9% |
73% |
False |
False |
172,601 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0106 |
1.0% |
73% |
False |
False |
137,081 |
| 60 |
1.1378 |
1.0540 |
0.0838 |
7.7% |
0.0105 |
1.0% |
48% |
False |
False |
91,977 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
41% |
False |
False |
69,089 |
| 100 |
1.1597 |
1.0540 |
0.1057 |
9.7% |
0.0105 |
1.0% |
38% |
False |
False |
55,317 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0107 |
1.0% |
33% |
False |
False |
46,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1292 |
|
2.618 |
1.1162 |
|
1.618 |
1.1083 |
|
1.000 |
1.1034 |
|
0.618 |
1.1003 |
|
HIGH |
1.0954 |
|
0.618 |
1.0924 |
|
0.500 |
1.0914 |
|
0.382 |
1.0905 |
|
LOW |
1.0875 |
|
0.618 |
1.0825 |
|
1.000 |
1.0795 |
|
1.618 |
1.0746 |
|
2.618 |
1.0666 |
|
4.250 |
1.0537 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0931 |
1.0935 |
| PP |
1.0923 |
1.0930 |
| S1 |
1.0914 |
1.0925 |
|