CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1018 |
1.1008 |
-0.0010 |
-0.1% |
1.0923 |
| High |
1.1060 |
1.1037 |
-0.0024 |
-0.2% |
1.1046 |
| Low |
1.0994 |
1.0947 |
-0.0048 |
-0.4% |
1.0829 |
| Close |
1.1005 |
1.1004 |
-0.0001 |
0.0% |
1.1001 |
| Range |
0.0066 |
0.0090 |
0.0024 |
36.4% |
0.0218 |
| ATR |
0.0100 |
0.0100 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
210,371 |
312,900 |
102,529 |
48.7% |
1,065,212 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1225 |
1.1054 |
|
| R3 |
1.1176 |
1.1135 |
1.1029 |
|
| R2 |
1.1086 |
1.1086 |
1.1021 |
|
| R1 |
1.1045 |
1.1045 |
1.1012 |
1.1020 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.0983 |
| S1 |
1.0955 |
1.0955 |
1.0996 |
1.0930 |
| S2 |
1.0906 |
1.0906 |
1.0988 |
|
| S3 |
1.0816 |
1.0865 |
1.0979 |
|
| S4 |
1.0726 |
1.0775 |
1.0955 |
|
|
| 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 |
1.1060 |
1.0856 |
0.0204 |
1.9% |
0.0101 |
0.9% |
73% |
False |
False |
239,863 |
| 10 |
1.1060 |
1.0829 |
0.0232 |
2.1% |
0.0079 |
0.7% |
76% |
False |
False |
215,462 |
| 20 |
1.1386 |
1.0829 |
0.0557 |
5.1% |
0.0089 |
0.8% |
32% |
False |
False |
215,804 |
| 40 |
1.1386 |
1.0789 |
0.0597 |
5.4% |
0.0102 |
0.9% |
36% |
False |
False |
218,499 |
| 60 |
1.1386 |
1.0728 |
0.0658 |
6.0% |
0.0102 |
0.9% |
42% |
False |
False |
206,130 |
| 80 |
1.1386 |
1.0540 |
0.0846 |
7.7% |
0.0103 |
0.9% |
55% |
False |
False |
164,594 |
| 100 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0102 |
0.9% |
47% |
False |
False |
131,911 |
| 120 |
1.1524 |
1.0540 |
0.0984 |
8.9% |
0.0103 |
0.9% |
47% |
False |
False |
109,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1272 |
|
1.618 |
1.1182 |
|
1.000 |
1.1127 |
|
0.618 |
1.1092 |
|
HIGH |
1.1037 |
|
0.618 |
1.1002 |
|
0.500 |
1.0992 |
|
0.382 |
1.0981 |
|
LOW |
1.0947 |
|
0.618 |
1.0891 |
|
1.000 |
1.0857 |
|
1.618 |
1.0801 |
|
2.618 |
1.0711 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.1003 |
| PP |
1.0996 |
1.1002 |
| S1 |
1.0992 |
1.1001 |
|