CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0928 |
1.0982 |
0.0055 |
0.5% |
1.0932 |
| High |
1.0974 |
1.1013 |
0.0040 |
0.4% |
1.1044 |
| Low |
1.0928 |
1.0982 |
0.0055 |
0.5% |
1.0892 |
| Close |
1.0974 |
1.0997 |
0.0023 |
0.2% |
1.0908 |
| Range |
0.0046 |
0.0031 |
-0.0015 |
-32.6% |
0.0152 |
| ATR |
0.0074 |
0.0071 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
14 |
37 |
23 |
164.3% |
179 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1074 |
1.1014 |
|
| R3 |
1.1059 |
1.1043 |
1.1005 |
|
| R2 |
1.1028 |
1.1028 |
1.1002 |
|
| R1 |
1.1012 |
1.1012 |
1.0999 |
1.1020 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1001 |
| S1 |
1.0981 |
1.0981 |
1.0994 |
1.0989 |
| S2 |
1.0966 |
1.0966 |
1.0991 |
|
| S3 |
1.0935 |
1.0950 |
1.0988 |
|
| S4 |
1.0904 |
1.0919 |
1.0979 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1308 |
1.0992 |
|
| R3 |
1.1252 |
1.1156 |
1.0950 |
|
| R2 |
1.1100 |
1.1100 |
1.0936 |
|
| R1 |
1.1004 |
1.1004 |
1.0922 |
1.0976 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0934 |
| S1 |
1.0852 |
1.0852 |
1.0894 |
1.0824 |
| S2 |
1.0796 |
1.0796 |
1.0880 |
|
| S3 |
1.0644 |
1.0700 |
1.0866 |
|
| S4 |
1.0492 |
1.0548 |
1.0824 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.1094 |
|
1.618 |
1.1063 |
|
1.000 |
1.1044 |
|
0.618 |
1.1032 |
|
HIGH |
1.1013 |
|
0.618 |
1.1001 |
|
0.500 |
1.0998 |
|
0.382 |
1.0994 |
|
LOW |
1.0982 |
|
0.618 |
1.0963 |
|
1.000 |
1.0951 |
|
1.618 |
1.0932 |
|
2.618 |
1.0901 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0982 |
| PP |
1.0997 |
1.0967 |
| S1 |
1.0997 |
1.0953 |
|