CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0880 |
1.0915 |
0.0035 |
0.3% |
1.0930 |
| High |
1.0930 |
1.0980 |
0.0050 |
0.5% |
1.0991 |
| Low |
1.0863 |
1.0881 |
0.0018 |
0.2% |
1.0789 |
| Close |
1.0918 |
1.0967 |
0.0050 |
0.5% |
1.0804 |
| Range |
0.0067 |
0.0099 |
0.0032 |
47.8% |
0.0202 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0000 |
| Volume |
192,258 |
193,550 |
1,292 |
0.7% |
915,017 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1202 |
1.1021 |
|
| R3 |
1.1141 |
1.1103 |
1.0994 |
|
| R2 |
1.1042 |
1.1042 |
1.0985 |
|
| R1 |
1.1004 |
1.1004 |
1.0976 |
1.1023 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0952 |
| S1 |
1.0905 |
1.0905 |
1.0958 |
1.0924 |
| S2 |
1.0844 |
1.0844 |
1.0949 |
|
| S3 |
1.0745 |
1.0806 |
1.0940 |
|
| S4 |
1.0646 |
1.0707 |
1.0913 |
|
|
| 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 |
1.0980 |
1.0801 |
0.0179 |
1.6% |
0.0076 |
0.7% |
93% |
True |
False |
165,876 |
| 10 |
1.1001 |
1.0789 |
0.0212 |
1.9% |
0.0094 |
0.9% |
84% |
False |
False |
206,537 |
| 20 |
1.1001 |
1.0728 |
0.0273 |
2.5% |
0.0103 |
0.9% |
88% |
False |
False |
198,490 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0108 |
1.0% |
78% |
False |
False |
169,663 |
| 60 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0101 |
0.9% |
78% |
False |
False |
114,198 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0100 |
0.9% |
43% |
False |
False |
85,768 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0101 |
0.9% |
43% |
False |
False |
68,687 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.0% |
0.0107 |
1.0% |
35% |
False |
False |
57,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1401 |
|
2.618 |
1.1239 |
|
1.618 |
1.1140 |
|
1.000 |
1.1079 |
|
0.618 |
1.1041 |
|
HIGH |
1.0980 |
|
0.618 |
1.0942 |
|
0.500 |
1.0931 |
|
0.382 |
1.0919 |
|
LOW |
1.0881 |
|
0.618 |
1.0820 |
|
1.000 |
1.0782 |
|
1.618 |
1.0721 |
|
2.618 |
1.0622 |
|
4.250 |
1.0460 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0947 |
| PP |
1.0943 |
1.0926 |
| S1 |
1.0931 |
1.0906 |
|