CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0808 |
1.0863 |
0.0055 |
0.5% |
1.0930 |
| High |
1.0870 |
1.0887 |
0.0017 |
0.2% |
1.0991 |
| Low |
1.0802 |
1.0831 |
0.0029 |
0.3% |
1.0789 |
| Close |
1.0849 |
1.0865 |
0.0016 |
0.1% |
1.0804 |
| Range |
0.0068 |
0.0056 |
-0.0012 |
-17.6% |
0.0202 |
| ATR |
0.0105 |
0.0101 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
107,098 |
156,060 |
48,962 |
45.7% |
915,017 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.1003 |
1.0896 |
|
| R3 |
1.0973 |
1.0947 |
1.0880 |
|
| R2 |
1.0917 |
1.0917 |
1.0875 |
|
| R1 |
1.0891 |
1.0891 |
1.0870 |
1.0904 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0868 |
| S1 |
1.0835 |
1.0835 |
1.0860 |
1.0848 |
| S2 |
1.0805 |
1.0805 |
1.0855 |
|
| S3 |
1.0749 |
1.0779 |
1.0850 |
|
| S4 |
1.0693 |
1.0723 |
1.0834 |
|
|
| 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 |
1.0991 |
1.0789 |
0.0202 |
1.9% |
0.0092 |
0.8% |
38% |
False |
False |
190,442 |
| 10 |
1.1001 |
1.0789 |
0.0212 |
1.9% |
0.0094 |
0.9% |
36% |
False |
False |
202,179 |
| 20 |
1.1016 |
1.0728 |
0.0288 |
2.7% |
0.0101 |
0.9% |
48% |
False |
False |
188,332 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0107 |
1.0% |
59% |
False |
False |
160,275 |
| 60 |
1.1102 |
1.0540 |
0.0562 |
5.2% |
0.0101 |
0.9% |
58% |
False |
False |
107,785 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0101 |
0.9% |
33% |
False |
False |
80,971 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.1% |
0.0102 |
0.9% |
33% |
False |
False |
64,834 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0106 |
1.0% |
27% |
False |
False |
54,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.1034 |
|
1.618 |
1.0978 |
|
1.000 |
1.0943 |
|
0.618 |
1.0922 |
|
HIGH |
1.0887 |
|
0.618 |
1.0866 |
|
0.500 |
1.0859 |
|
0.382 |
1.0852 |
|
LOW |
1.0831 |
|
0.618 |
1.0796 |
|
1.000 |
1.0775 |
|
1.618 |
1.0740 |
|
2.618 |
1.0684 |
|
4.250 |
1.0593 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0859 |
| PP |
1.0861 |
1.0852 |
| S1 |
1.0859 |
1.0846 |
|