CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.1096 |
0.0161 |
1.5% |
1.0808 |
| High |
1.1157 |
1.1250 |
0.0094 |
0.8% |
1.0980 |
| Low |
1.0914 |
1.1080 |
0.0166 |
1.5% |
1.0802 |
| Close |
1.1103 |
1.1222 |
0.0119 |
1.1% |
1.0839 |
| Range |
0.0243 |
0.0171 |
-0.0072 |
-29.7% |
0.0178 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
4.0% |
0.0000 |
| Volume |
339,401 |
309,206 |
-30,195 |
-8.9% |
926,959 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1629 |
1.1316 |
|
| R3 |
1.1525 |
1.1459 |
1.1269 |
|
| R2 |
1.1354 |
1.1354 |
1.1253 |
|
| R1 |
1.1288 |
1.1288 |
1.1238 |
1.1321 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1200 |
| S1 |
1.1118 |
1.1118 |
1.1206 |
1.1151 |
| S2 |
1.1013 |
1.1013 |
1.1191 |
|
| S3 |
1.0843 |
1.0947 |
1.1175 |
|
| S4 |
1.0672 |
1.0777 |
1.1128 |
|
|
| 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 |
1.1250 |
1.0821 |
0.0429 |
3.8% |
0.0141 |
1.3% |
93% |
True |
False |
248,676 |
| 10 |
1.1250 |
1.0801 |
0.0449 |
4.0% |
0.0109 |
1.0% |
94% |
True |
False |
207,276 |
| 20 |
1.1250 |
1.0788 |
0.0462 |
4.1% |
0.0112 |
1.0% |
94% |
True |
False |
219,752 |
| 40 |
1.1250 |
1.0728 |
0.0522 |
4.7% |
0.0105 |
0.9% |
95% |
True |
False |
196,389 |
| 60 |
1.1250 |
1.0540 |
0.0710 |
6.3% |
0.0104 |
0.9% |
96% |
True |
False |
134,746 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0103 |
0.9% |
69% |
False |
False |
101,286 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0104 |
0.9% |
69% |
False |
False |
81,110 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.8% |
0.0108 |
1.0% |
56% |
False |
False |
67,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1975 |
|
2.618 |
1.1696 |
|
1.618 |
1.1526 |
|
1.000 |
1.1421 |
|
0.618 |
1.1355 |
|
HIGH |
1.1250 |
|
0.618 |
1.1185 |
|
0.500 |
1.1165 |
|
0.382 |
1.1145 |
|
LOW |
1.1080 |
|
0.618 |
1.0974 |
|
1.000 |
1.0909 |
|
1.618 |
1.0804 |
|
2.618 |
1.0633 |
|
4.250 |
1.0355 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1203 |
1.1172 |
| PP |
1.1184 |
1.1123 |
| S1 |
1.1165 |
1.1073 |
|