CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0996 |
0.0042 |
0.4% |
1.0923 |
| High |
1.1046 |
1.1028 |
-0.0018 |
-0.2% |
1.1046 |
| Low |
1.0905 |
1.0942 |
0.0037 |
0.3% |
1.0829 |
| Close |
1.1001 |
1.1019 |
0.0018 |
0.2% |
1.1001 |
| Range |
0.0141 |
0.0087 |
-0.0055 |
-38.7% |
0.0218 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
331,761 |
159,325 |
-172,436 |
-52.0% |
1,065,212 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1224 |
1.1066 |
|
| R3 |
1.1169 |
1.1137 |
1.1042 |
|
| R2 |
1.1083 |
1.1083 |
1.1034 |
|
| R1 |
1.1051 |
1.1051 |
1.1026 |
1.1067 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.1004 |
| S1 |
1.0964 |
1.0964 |
1.1011 |
1.0980 |
| S2 |
1.0910 |
1.0910 |
1.1003 |
|
| S3 |
1.0823 |
1.0878 |
1.0995 |
|
| S4 |
1.0737 |
1.0791 |
1.0971 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1523 |
1.1120 |
|
| R3 |
1.1393 |
1.1306 |
1.1060 |
|
| R2 |
1.1176 |
1.1176 |
1.1040 |
|
| R1 |
1.1088 |
1.1088 |
1.1020 |
1.1132 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0980 |
| S1 |
1.0871 |
1.0871 |
1.0981 |
1.0915 |
| S2 |
1.0741 |
1.0741 |
1.0961 |
|
| S3 |
1.0523 |
1.0653 |
1.0941 |
|
| S4 |
1.0306 |
1.0436 |
1.0881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0829 |
0.0218 |
2.0% |
0.0093 |
0.8% |
87% |
False |
False |
206,155 |
| 10 |
1.1059 |
1.0829 |
0.0230 |
2.1% |
0.0078 |
0.7% |
83% |
False |
False |
203,411 |
| 20 |
1.1386 |
1.0829 |
0.0557 |
5.1% |
0.0097 |
0.9% |
34% |
False |
False |
214,172 |
| 40 |
1.1386 |
1.0789 |
0.0597 |
5.4% |
0.0104 |
0.9% |
38% |
False |
False |
216,791 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0104 |
0.9% |
44% |
False |
False |
205,560 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0103 |
0.9% |
57% |
False |
False |
158,082 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
49% |
False |
False |
126,684 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
49% |
False |
False |
105,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1396 |
|
2.618 |
1.1254 |
|
1.618 |
1.1168 |
|
1.000 |
1.1115 |
|
0.618 |
1.1081 |
|
HIGH |
1.1028 |
|
0.618 |
1.0995 |
|
0.500 |
1.0985 |
|
0.382 |
1.0975 |
|
LOW |
1.0942 |
|
0.618 |
1.0888 |
|
1.000 |
1.0855 |
|
1.618 |
1.0802 |
|
2.618 |
1.0715 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1007 |
1.0996 |
| PP |
1.0996 |
1.0974 |
| S1 |
1.0985 |
1.0951 |
|