CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1297 |
1.1289 |
-0.0008 |
-0.1% |
1.0841 |
| High |
1.1321 |
1.1386 |
0.0065 |
0.6% |
1.1270 |
| Low |
1.1170 |
1.1283 |
0.0113 |
1.0% |
1.0825 |
| Close |
1.1290 |
1.1332 |
0.0043 |
0.4% |
1.1155 |
| Range |
0.0151 |
0.0103 |
-0.0048 |
-31.6% |
0.0445 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
266,681 |
338,708 |
72,027 |
27.0% |
1,247,675 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1590 |
1.1389 |
|
| R3 |
1.1539 |
1.1487 |
1.1360 |
|
| R2 |
1.1436 |
1.1436 |
1.1351 |
|
| R1 |
1.1384 |
1.1384 |
1.1341 |
1.1410 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1346 |
| S1 |
1.1281 |
1.1281 |
1.1323 |
1.1307 |
| S2 |
1.1230 |
1.1230 |
1.1313 |
|
| S3 |
1.1127 |
1.1178 |
1.1304 |
|
| S4 |
1.1024 |
1.1075 |
1.1275 |
|
|
| 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 |
1.1386 |
1.1096 |
0.0290 |
2.6% |
0.0142 |
1.3% |
82% |
True |
False |
275,661 |
| 10 |
1.1386 |
1.0821 |
0.0565 |
5.0% |
0.0142 |
1.3% |
91% |
True |
False |
262,169 |
| 20 |
1.1386 |
1.0789 |
0.0597 |
5.3% |
0.0118 |
1.0% |
91% |
True |
False |
234,353 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
5.8% |
0.0109 |
1.0% |
92% |
True |
False |
203,743 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.5% |
0.0108 |
1.0% |
94% |
True |
False |
157,534 |
| 80 |
1.1415 |
1.0540 |
0.0875 |
7.7% |
0.0106 |
0.9% |
91% |
False |
False |
118,494 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.7% |
0.0105 |
0.9% |
80% |
False |
False |
94,877 |
| 120 |
1.1749 |
1.0540 |
0.1209 |
10.7% |
0.0110 |
1.0% |
66% |
False |
False |
79,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1655 |
|
1.618 |
1.1552 |
|
1.000 |
1.1489 |
|
0.618 |
1.1449 |
|
HIGH |
1.1386 |
|
0.618 |
1.1346 |
|
0.500 |
1.1334 |
|
0.382 |
1.1322 |
|
LOW |
1.1283 |
|
0.618 |
1.1219 |
|
1.000 |
1.1180 |
|
1.618 |
1.1116 |
|
2.618 |
1.1013 |
|
4.250 |
1.0845 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1334 |
1.1314 |
| PP |
1.1333 |
1.1296 |
| S1 |
1.1333 |
1.1278 |
|