CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1025 |
-0.0008 |
-0.1% |
1.1252 |
| High |
1.1059 |
1.1052 |
-0.0007 |
-0.1% |
1.1254 |
| Low |
1.0996 |
1.0962 |
-0.0034 |
-0.3% |
1.1065 |
| Close |
1.1015 |
1.1019 |
0.0005 |
0.0% |
1.1142 |
| Range |
0.0063 |
0.0090 |
0.0027 |
42.9% |
0.0189 |
| ATR |
0.0111 |
0.0110 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
158,570 |
244,186 |
85,616 |
54.0% |
776,504 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1240 |
1.1069 |
|
| R3 |
1.1191 |
1.1150 |
1.1044 |
|
| R2 |
1.1101 |
1.1101 |
1.1036 |
|
| R1 |
1.1060 |
1.1060 |
1.1027 |
1.1036 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.0999 |
| S1 |
1.0970 |
1.0970 |
1.1011 |
1.0946 |
| S2 |
1.0921 |
1.0921 |
1.1003 |
|
| S3 |
1.0831 |
1.0880 |
1.0994 |
|
| S4 |
1.0741 |
1.0790 |
1.0970 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1719 |
1.1619 |
1.1245 |
|
| R3 |
1.1530 |
1.1430 |
1.1193 |
|
| R2 |
1.1342 |
1.1342 |
1.1176 |
|
| R1 |
1.1242 |
1.1242 |
1.1159 |
1.1198 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1131 |
| S1 |
1.1053 |
1.1053 |
1.1124 |
1.1009 |
| S2 |
1.0965 |
1.0965 |
1.1107 |
|
| S3 |
1.0776 |
1.0865 |
1.1090 |
|
| S4 |
1.0588 |
1.0676 |
1.1038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1156 |
1.0962 |
0.0194 |
1.8% |
0.0087 |
0.8% |
29% |
False |
True |
182,343 |
| 10 |
1.1386 |
1.0962 |
0.0424 |
3.8% |
0.0100 |
0.9% |
13% |
False |
True |
216,146 |
| 20 |
1.1386 |
1.0821 |
0.0565 |
5.1% |
0.0117 |
1.1% |
35% |
False |
False |
228,178 |
| 40 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0109 |
1.0% |
44% |
False |
False |
208,255 |
| 60 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0110 |
1.0% |
57% |
False |
False |
182,909 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0105 |
1.0% |
57% |
False |
False |
137,883 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0104 |
0.9% |
49% |
False |
False |
110,412 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0105 |
0.9% |
49% |
False |
False |
92,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1435 |
|
2.618 |
1.1288 |
|
1.618 |
1.1198 |
|
1.000 |
1.1142 |
|
0.618 |
1.1108 |
|
HIGH |
1.1052 |
|
0.618 |
1.1018 |
|
0.500 |
1.1007 |
|
0.382 |
1.0996 |
|
LOW |
1.0962 |
|
0.618 |
1.0906 |
|
1.000 |
1.0872 |
|
1.618 |
1.0816 |
|
2.618 |
1.0726 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1015 |
1.1047 |
| PP |
1.1011 |
1.1037 |
| S1 |
1.1007 |
1.1028 |
|