CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1252 |
-0.0072 |
-0.6% |
1.1157 |
| High |
1.1342 |
1.1254 |
-0.0089 |
-0.8% |
1.1386 |
| Low |
1.1222 |
1.1132 |
-0.0091 |
-0.8% |
1.1096 |
| Close |
1.1264 |
1.1152 |
-0.0113 |
-1.0% |
1.1264 |
| Range |
0.0120 |
0.0122 |
0.0002 |
1.7% |
0.0290 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
0.6% |
0.0000 |
| Volume |
219,133 |
252,501 |
33,368 |
15.2% |
1,315,156 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1470 |
1.1219 |
|
| R3 |
1.1423 |
1.1348 |
1.1185 |
|
| R2 |
1.1301 |
1.1301 |
1.1174 |
|
| R1 |
1.1226 |
1.1226 |
1.1163 |
1.1203 |
| PP |
1.1179 |
1.1179 |
1.1179 |
1.1167 |
| S1 |
1.1104 |
1.1104 |
1.1140 |
1.1081 |
| S2 |
1.1057 |
1.1057 |
1.1129 |
|
| S3 |
1.0935 |
1.0982 |
1.1118 |
|
| S4 |
1.0813 |
1.0860 |
1.1084 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2117 |
1.1980 |
1.1423 |
|
| R3 |
1.1828 |
1.1691 |
1.1344 |
|
| R2 |
1.1538 |
1.1538 |
1.1317 |
|
| R1 |
1.1401 |
1.1401 |
1.1291 |
1.1470 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1283 |
| S1 |
1.1112 |
1.1112 |
1.1237 |
1.1180 |
| S2 |
1.0959 |
1.0959 |
1.1211 |
|
| S3 |
1.0670 |
1.0822 |
1.1184 |
|
| S4 |
1.0380 |
1.0533 |
1.1105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1386 |
1.1132 |
0.0254 |
2.3% |
0.0134 |
1.2% |
8% |
False |
True |
270,904 |
| 10 |
1.1386 |
1.0897 |
0.0489 |
4.4% |
0.0142 |
1.3% |
52% |
False |
False |
265,109 |
| 20 |
1.1386 |
1.0789 |
0.0597 |
5.3% |
0.0118 |
1.1% |
61% |
False |
False |
232,865 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
5.9% |
0.0108 |
1.0% |
64% |
False |
False |
202,732 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0110 |
1.0% |
72% |
False |
False |
165,280 |
| 80 |
1.1406 |
1.0540 |
0.0866 |
7.8% |
0.0108 |
1.0% |
71% |
False |
False |
124,378 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0105 |
0.9% |
62% |
False |
False |
99,589 |
| 120 |
1.1630 |
1.0540 |
0.1090 |
9.8% |
0.0108 |
1.0% |
56% |
False |
False |
83,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1772 |
|
2.618 |
1.1573 |
|
1.618 |
1.1451 |
|
1.000 |
1.1376 |
|
0.618 |
1.1329 |
|
HIGH |
1.1254 |
|
0.618 |
1.1207 |
|
0.500 |
1.1193 |
|
0.382 |
1.1178 |
|
LOW |
1.1132 |
|
0.618 |
1.1056 |
|
1.000 |
1.1010 |
|
1.618 |
1.0934 |
|
2.618 |
1.0812 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1259 |
| PP |
1.1179 |
1.1223 |
| S1 |
1.1165 |
1.1187 |
|