CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0982 |
1.1000 |
0.0018 |
0.2% |
1.0932 |
| High |
1.1013 |
1.1200 |
0.0187 |
1.7% |
1.1044 |
| Low |
1.0982 |
1.1000 |
0.0018 |
0.2% |
1.0892 |
| Close |
1.0997 |
1.1173 |
0.0176 |
1.6% |
1.0908 |
| Range |
0.0031 |
0.0200 |
0.0169 |
545.2% |
0.0152 |
| ATR |
0.0071 |
0.0081 |
0.0009 |
13.2% |
0.0000 |
| Volume |
37 |
26 |
-11 |
-29.7% |
179 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1648 |
1.1283 |
|
| R3 |
1.1524 |
1.1448 |
1.1228 |
|
| R2 |
1.1324 |
1.1324 |
1.1209 |
|
| R1 |
1.1248 |
1.1248 |
1.1191 |
1.1286 |
| PP |
1.1124 |
1.1124 |
1.1124 |
1.1143 |
| S1 |
1.1048 |
1.1048 |
1.1154 |
1.1086 |
| S2 |
1.0924 |
1.0924 |
1.1136 |
|
| S3 |
1.0724 |
1.0848 |
1.1118 |
|
| S4 |
1.0524 |
1.0648 |
1.1063 |
|
|
| 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 |
1.2050 |
|
2.618 |
1.1724 |
|
1.618 |
1.1524 |
|
1.000 |
1.1400 |
|
0.618 |
1.1324 |
|
HIGH |
1.1200 |
|
0.618 |
1.1124 |
|
0.500 |
1.1100 |
|
0.382 |
1.1076 |
|
LOW |
1.1000 |
|
0.618 |
1.0876 |
|
1.000 |
1.0800 |
|
1.618 |
1.0676 |
|
2.618 |
1.0476 |
|
4.250 |
1.0150 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1148 |
1.1136 |
| PP |
1.1124 |
1.1100 |
| S1 |
1.1100 |
1.1064 |
|