CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1209 |
0.0052 |
0.5% |
1.0841 |
| High |
1.1226 |
1.1349 |
0.0123 |
1.1% |
1.1270 |
| Low |
1.1096 |
1.1172 |
0.0076 |
0.7% |
1.0825 |
| Close |
1.1222 |
1.1296 |
0.0075 |
0.7% |
1.1155 |
| Range |
0.0130 |
0.0177 |
0.0047 |
35.8% |
0.0445 |
| ATR |
0.0117 |
0.0121 |
0.0004 |
3.6% |
0.0000 |
| Volume |
213,136 |
277,498 |
64,362 |
30.2% |
1,247,675 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1802 |
1.1725 |
1.1393 |
|
| R3 |
1.1625 |
1.1549 |
1.1345 |
|
| R2 |
1.1449 |
1.1449 |
1.1328 |
|
| R1 |
1.1372 |
1.1372 |
1.1312 |
1.1411 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1291 |
| S1 |
1.1196 |
1.1196 |
1.1280 |
1.1234 |
| S2 |
1.1096 |
1.1096 |
1.1264 |
|
| S3 |
1.0919 |
1.1019 |
1.1247 |
|
| S4 |
1.0743 |
1.0843 |
1.1199 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2418 |
1.2231 |
1.1399 |
|
| R3 |
1.1973 |
1.1786 |
1.1277 |
|
| R2 |
1.1528 |
1.1528 |
1.1236 |
|
| R1 |
1.1341 |
1.1341 |
1.1195 |
1.1435 |
| PP |
1.1083 |
1.1083 |
1.1083 |
1.1130 |
| S1 |
1.0896 |
1.0896 |
1.1114 |
1.0990 |
| S2 |
1.0638 |
1.0638 |
1.1073 |
|
| S3 |
1.0193 |
1.0451 |
1.1032 |
|
| S4 |
0.9748 |
1.0006 |
1.0910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1349 |
1.0914 |
0.0435 |
3.8% |
0.0174 |
1.5% |
88% |
True |
False |
284,305 |
| 10 |
1.1349 |
1.0821 |
0.0528 |
4.7% |
0.0133 |
1.2% |
90% |
True |
False |
240,211 |
| 20 |
1.1349 |
1.0789 |
0.0560 |
5.0% |
0.0114 |
1.0% |
91% |
True |
False |
221,195 |
| 40 |
1.1349 |
1.0728 |
0.0621 |
5.5% |
0.0108 |
1.0% |
92% |
True |
False |
201,292 |
| 60 |
1.1349 |
1.0540 |
0.0809 |
7.2% |
0.0108 |
1.0% |
94% |
True |
False |
147,524 |
| 80 |
1.1524 |
1.0540 |
0.0984 |
8.7% |
0.0106 |
0.9% |
77% |
False |
False |
110,938 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.7% |
0.0106 |
0.9% |
77% |
False |
False |
88,834 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.7% |
0.0110 |
1.0% |
63% |
False |
False |
74,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2099 |
|
2.618 |
1.1811 |
|
1.618 |
1.1634 |
|
1.000 |
1.1525 |
|
0.618 |
1.1458 |
|
HIGH |
1.1349 |
|
0.618 |
1.1281 |
|
0.500 |
1.1260 |
|
0.382 |
1.1239 |
|
LOW |
1.1172 |
|
0.618 |
1.1063 |
|
1.000 |
1.0996 |
|
1.618 |
1.0886 |
|
2.618 |
1.0710 |
|
4.250 |
1.0422 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1284 |
1.1271 |
| PP |
1.1272 |
1.1247 |
| S1 |
1.1260 |
1.1222 |
|