CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0904 |
-0.0025 |
-0.2% |
1.0960 |
| High |
1.0991 |
1.0936 |
-0.0056 |
-0.5% |
1.1001 |
| Low |
1.0892 |
1.0789 |
-0.0103 |
-0.9% |
1.0821 |
| Close |
1.0906 |
1.0891 |
-0.0016 |
-0.1% |
1.0925 |
| Range |
0.0100 |
0.0147 |
0.0047 |
47.2% |
0.0180 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.7% |
0.0000 |
| Volume |
201,616 |
307,024 |
105,408 |
52.3% |
1,007,455 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1247 |
1.0971 |
|
| R3 |
1.1165 |
1.1101 |
1.0931 |
|
| R2 |
1.1018 |
1.1018 |
1.0917 |
|
| R1 |
1.0954 |
1.0954 |
1.0904 |
1.0913 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0851 |
| S1 |
1.0808 |
1.0808 |
1.0877 |
1.0767 |
| S2 |
1.0725 |
1.0725 |
1.0864 |
|
| S3 |
1.0579 |
1.0661 |
1.0850 |
|
| S4 |
1.0432 |
1.0515 |
1.0810 |
|
|
| 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 |
1.0789 |
0.0212 |
1.9% |
0.0113 |
1.0% |
48% |
False |
True |
247,198 |
| 10 |
1.1001 |
1.0788 |
0.0213 |
2.0% |
0.0116 |
1.1% |
48% |
False |
False |
232,229 |
| 20 |
1.1016 |
1.0728 |
0.0288 |
2.6% |
0.0102 |
0.9% |
56% |
False |
False |
181,672 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0107 |
1.0% |
64% |
False |
False |
149,509 |
| 60 |
1.1125 |
1.0540 |
0.0585 |
5.4% |
0.0103 |
0.9% |
60% |
False |
False |
100,421 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
36% |
False |
False |
75,437 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0103 |
0.9% |
36% |
False |
False |
60,399 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0107 |
1.0% |
29% |
False |
False |
50,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1558 |
|
2.618 |
1.1319 |
|
1.618 |
1.1173 |
|
1.000 |
1.1082 |
|
0.618 |
1.1026 |
|
HIGH |
1.0936 |
|
0.618 |
1.0880 |
|
0.500 |
1.0862 |
|
0.382 |
1.0845 |
|
LOW |
1.0789 |
|
0.618 |
1.0698 |
|
1.000 |
1.0643 |
|
1.618 |
1.0552 |
|
2.618 |
1.0405 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0881 |
1.0890 |
| PP |
1.0872 |
1.0890 |
| S1 |
1.0862 |
1.0890 |
|