CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1252 |
1.1148 |
-0.0104 |
-0.9% |
1.1157 |
| High |
1.1254 |
1.1187 |
-0.0067 |
-0.6% |
1.1386 |
| Low |
1.1132 |
1.1113 |
-0.0019 |
-0.2% |
1.1096 |
| Close |
1.1152 |
1.1146 |
-0.0006 |
0.0% |
1.1264 |
| Range |
0.0122 |
0.0074 |
-0.0049 |
-39.8% |
0.0290 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
252,501 |
172,728 |
-79,773 |
-31.6% |
1,315,156 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1331 |
1.1186 |
|
| R3 |
1.1296 |
1.1258 |
1.1166 |
|
| R2 |
1.1222 |
1.1222 |
1.1159 |
|
| R1 |
1.1184 |
1.1184 |
1.1153 |
1.1166 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1140 |
| S1 |
1.1111 |
1.1111 |
1.1139 |
1.1093 |
| S2 |
1.1075 |
1.1075 |
1.1133 |
|
| S3 |
1.1002 |
1.1037 |
1.1126 |
|
| S4 |
1.0928 |
1.0964 |
1.1106 |
|
|
| 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 |
1.1113 |
0.0273 |
2.4% |
0.0114 |
1.0% |
12% |
False |
True |
249,950 |
| 10 |
1.1386 |
1.0914 |
0.0472 |
4.2% |
0.0144 |
1.3% |
49% |
False |
False |
267,127 |
| 20 |
1.1386 |
1.0789 |
0.0597 |
5.4% |
0.0118 |
1.1% |
60% |
False |
False |
230,203 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
5.9% |
0.0108 |
1.0% |
64% |
False |
False |
201,402 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0110 |
1.0% |
72% |
False |
False |
168,122 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.6% |
0.0108 |
1.0% |
72% |
False |
False |
126,533 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.8% |
0.0105 |
0.9% |
62% |
False |
False |
101,312 |
| 120 |
1.1597 |
1.0540 |
0.1057 |
9.5% |
0.0107 |
1.0% |
57% |
False |
False |
84,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1499 |
|
2.618 |
1.1379 |
|
1.618 |
1.1305 |
|
1.000 |
1.1260 |
|
0.618 |
1.1232 |
|
HIGH |
1.1187 |
|
0.618 |
1.1158 |
|
0.500 |
1.1150 |
|
0.382 |
1.1141 |
|
LOW |
1.1113 |
|
0.618 |
1.1068 |
|
1.000 |
1.1040 |
|
1.618 |
1.0994 |
|
2.618 |
1.0921 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1150 |
1.1228 |
| PP |
1.1149 |
1.1200 |
| S1 |
1.1147 |
1.1173 |
|