CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0841 |
-0.0109 |
-1.0% |
1.0808 |
| High |
1.0960 |
1.0925 |
-0.0036 |
-0.3% |
1.0980 |
| Low |
1.0821 |
1.0825 |
0.0004 |
0.0% |
1.0802 |
| Close |
1.0839 |
1.0904 |
0.0065 |
0.6% |
1.0839 |
| Range |
0.0139 |
0.0100 |
-0.0040 |
-28.4% |
0.0178 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
277,993 |
164,237 |
-113,756 |
-40.9% |
926,959 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1143 |
1.0958 |
|
| R3 |
1.1083 |
1.1043 |
1.0931 |
|
| R2 |
1.0984 |
1.0984 |
1.0922 |
|
| R1 |
1.0944 |
1.0944 |
1.0913 |
1.0964 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0894 |
| S1 |
1.0844 |
1.0844 |
1.0894 |
1.0864 |
| S2 |
1.0785 |
1.0785 |
1.0885 |
|
| S3 |
1.0685 |
1.0745 |
1.0876 |
|
| S4 |
1.0586 |
1.0645 |
1.0849 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1301 |
1.0936 |
|
| R3 |
1.1230 |
1.1123 |
1.0887 |
|
| R2 |
1.1052 |
1.1052 |
1.0871 |
|
| R1 |
1.0945 |
1.0945 |
1.0855 |
1.0998 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0900 |
| S1 |
1.0767 |
1.0767 |
1.0822 |
1.0820 |
| S2 |
1.0696 |
1.0696 |
1.0806 |
|
| S3 |
1.0518 |
1.0589 |
1.0790 |
|
| S4 |
1.0340 |
1.0411 |
1.0741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0980 |
1.0821 |
0.0159 |
1.5% |
0.0092 |
0.8% |
52% |
False |
False |
196,819 |
| 10 |
1.0991 |
1.0789 |
0.0202 |
1.9% |
0.0094 |
0.9% |
57% |
False |
False |
200,621 |
| 20 |
1.1001 |
1.0728 |
0.0273 |
2.5% |
0.0108 |
1.0% |
64% |
False |
False |
211,463 |
| 40 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0110 |
1.0% |
66% |
False |
False |
180,160 |
| 60 |
1.1088 |
1.0540 |
0.0548 |
5.0% |
0.0102 |
0.9% |
66% |
False |
False |
121,526 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0100 |
0.9% |
37% |
False |
False |
91,288 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
9.0% |
0.0102 |
0.9% |
37% |
False |
False |
73,104 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
11.1% |
0.0107 |
1.0% |
30% |
False |
False |
60,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1185 |
|
1.618 |
1.1085 |
|
1.000 |
1.1024 |
|
0.618 |
1.0986 |
|
HIGH |
1.0925 |
|
0.618 |
1.0886 |
|
0.500 |
1.0875 |
|
0.382 |
1.0863 |
|
LOW |
1.0825 |
|
0.618 |
1.0764 |
|
1.000 |
1.0726 |
|
1.618 |
1.0664 |
|
2.618 |
1.0565 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0894 |
1.0903 |
| PP |
1.0884 |
1.0902 |
| S1 |
1.0875 |
1.0901 |
|