CME Euro FX (E) Future September 2016
Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1.1017 |
1.1046 |
0.0029 |
0.3% |
1.1050 |
High |
1.1017 |
1.1046 |
0.0029 |
0.3% |
1.1153 |
Low |
1.0992 |
1.1046 |
0.0054 |
0.5% |
1.0899 |
Close |
1.1006 |
1.1046 |
0.0040 |
0.4% |
1.0960 |
Range |
0.0025 |
0.0000 |
-0.0025 |
-100.0% |
0.0254 |
ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.2% |
0.0000 |
Volume |
8 |
0 |
-8 |
-100.0% |
87 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1046 |
1.1046 |
1.1046 |
|
R3 |
1.1046 |
1.1046 |
1.1046 |
|
R2 |
1.1046 |
1.1046 |
1.1046 |
|
R1 |
1.1046 |
1.1046 |
1.1046 |
1.1046 |
PP |
1.1046 |
1.1046 |
1.1046 |
1.1046 |
S1 |
1.1046 |
1.1046 |
1.1046 |
1.1046 |
S2 |
1.1046 |
1.1046 |
1.1046 |
|
S3 |
1.1046 |
1.1046 |
1.1046 |
|
S4 |
1.1046 |
1.1046 |
1.1046 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1766 |
1.1617 |
1.1100 |
|
R3 |
1.1512 |
1.1363 |
1.1030 |
|
R2 |
1.1258 |
1.1258 |
1.1007 |
|
R1 |
1.1109 |
1.1109 |
1.0983 |
1.1057 |
PP |
1.1004 |
1.1004 |
1.1004 |
1.0978 |
S1 |
1.0855 |
1.0855 |
1.0937 |
1.0803 |
S2 |
1.0750 |
1.0750 |
1.0913 |
|
S3 |
1.0496 |
1.0601 |
1.0890 |
|
S4 |
1.0242 |
1.0347 |
1.0820 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1046 |
2.618 |
1.1046 |
1.618 |
1.1046 |
1.000 |
1.1046 |
0.618 |
1.1046 |
HIGH |
1.1046 |
0.618 |
1.1046 |
0.500 |
1.1046 |
0.382 |
1.1046 |
LOW |
1.1046 |
0.618 |
1.1046 |
1.000 |
1.1046 |
1.618 |
1.1046 |
2.618 |
1.1046 |
4.250 |
1.1046 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1046 |
1.1040 |
PP |
1.1046 |
1.1035 |
S1 |
1.1046 |
1.1029 |
|