CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0885 |
-0.0019 |
-0.2% |
1.0930 |
| High |
1.0936 |
1.0890 |
-0.0046 |
-0.4% |
1.0991 |
| Low |
1.0789 |
1.0801 |
0.0012 |
0.1% |
1.0789 |
| Close |
1.0891 |
1.0804 |
-0.0087 |
-0.8% |
1.0804 |
| Range |
0.0147 |
0.0089 |
-0.0058 |
-39.2% |
0.0202 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
307,024 |
180,415 |
-126,609 |
-41.2% |
915,017 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1040 |
1.0852 |
|
| R3 |
1.1010 |
1.0951 |
1.0828 |
|
| R2 |
1.0921 |
1.0921 |
1.0820 |
|
| R1 |
1.0862 |
1.0862 |
1.0812 |
1.0847 |
| PP |
1.0832 |
1.0832 |
1.0832 |
1.0824 |
| S1 |
1.0773 |
1.0773 |
1.0795 |
1.0758 |
| S2 |
1.0743 |
1.0743 |
1.0787 |
|
| S3 |
1.0654 |
1.0684 |
1.0779 |
|
| S4 |
1.0565 |
1.0595 |
1.0755 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1337 |
1.0915 |
|
| R3 |
1.1265 |
1.1135 |
1.0859 |
|
| R2 |
1.1063 |
1.1063 |
1.0841 |
|
| R1 |
1.0933 |
1.0933 |
1.0822 |
1.0897 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0843 |
| S1 |
1.0731 |
1.0731 |
1.0785 |
1.0695 |
| S2 |
1.0659 |
1.0659 |
1.0766 |
|
| S3 |
1.0457 |
1.0529 |
1.0748 |
|
| S4 |
1.0255 |
1.0327 |
1.0692 |
|
|
| 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 |
2.0% |
0.0109 |
1.0% |
7% |
False |
False |
237,542 |
| 10 |
1.1001 |
1.0789 |
0.0212 |
2.0% |
0.0108 |
1.0% |
7% |
False |
False |
221,358 |
| 20 |
1.1016 |
1.0728 |
0.0288 |
2.7% |
0.0102 |
0.9% |
26% |
False |
False |
183,706 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.1% |
0.0108 |
1.0% |
48% |
False |
False |
153,901 |
| 60 |
1.1125 |
1.0540 |
0.0585 |
5.4% |
0.0103 |
1.0% |
45% |
False |
False |
103,415 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0102 |
0.9% |
27% |
False |
False |
77,690 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0103 |
1.0% |
27% |
False |
False |
62,203 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.2% |
0.0106 |
1.0% |
22% |
False |
False |
51,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1123 |
|
1.618 |
1.1034 |
|
1.000 |
1.0979 |
|
0.618 |
1.0945 |
|
HIGH |
1.0890 |
|
0.618 |
1.0856 |
|
0.500 |
1.0846 |
|
0.382 |
1.0835 |
|
LOW |
1.0801 |
|
0.618 |
1.0746 |
|
1.000 |
1.0712 |
|
1.618 |
1.0657 |
|
2.618 |
1.0568 |
|
4.250 |
1.0423 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0890 |
| PP |
1.0832 |
1.0861 |
| S1 |
1.0818 |
1.0832 |
|