CME Euro FX (E) Future September 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.1158 |
1.1304 |
0.0146 |
1.3% |
1.0928 |
High |
1.1302 |
1.1304 |
0.0002 |
0.0% |
1.1304 |
Low |
1.1158 |
1.1200 |
0.0042 |
0.4% |
1.0928 |
Close |
1.1292 |
1.1225 |
-0.0067 |
-0.6% |
1.1225 |
Range |
0.0144 |
0.0104 |
-0.0040 |
-27.8% |
0.0377 |
ATR |
0.0085 |
0.0087 |
0.0001 |
1.6% |
0.0000 |
Volume |
24 |
22 |
-2 |
-8.3% |
123 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1555 |
1.1494 |
1.1282 |
|
R3 |
1.1451 |
1.1390 |
1.1253 |
|
R2 |
1.1347 |
1.1347 |
1.1244 |
|
R1 |
1.1286 |
1.1286 |
1.1234 |
1.1264 |
PP |
1.1243 |
1.1243 |
1.1243 |
1.1232 |
S1 |
1.1182 |
1.1182 |
1.1215 |
1.1160 |
S2 |
1.1139 |
1.1139 |
1.1205 |
|
S3 |
1.1035 |
1.1078 |
1.1196 |
|
S4 |
1.0931 |
1.0974 |
1.1167 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2282 |
1.2130 |
1.1432 |
|
R3 |
1.1905 |
1.1753 |
1.1328 |
|
R2 |
1.1529 |
1.1529 |
1.1294 |
|
R1 |
1.1377 |
1.1377 |
1.1259 |
1.1453 |
PP |
1.1152 |
1.1152 |
1.1152 |
1.1190 |
S1 |
1.1000 |
1.1000 |
1.1190 |
1.1076 |
S2 |
1.0776 |
1.0776 |
1.1155 |
|
S3 |
1.0399 |
1.0624 |
1.1121 |
|
S4 |
1.0023 |
1.0247 |
1.1017 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1746 |
2.618 |
1.1576 |
1.618 |
1.1472 |
1.000 |
1.1408 |
0.618 |
1.1368 |
HIGH |
1.1304 |
0.618 |
1.1264 |
0.500 |
1.1252 |
0.382 |
1.1240 |
LOW |
1.1200 |
0.618 |
1.1136 |
1.000 |
1.1096 |
1.618 |
1.1032 |
2.618 |
1.0928 |
4.250 |
1.0758 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1252 |
1.1200 |
PP |
1.1243 |
1.1176 |
S1 |
1.1234 |
1.1152 |
|