CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1217 |
-0.0087 |
-0.8% |
1.0928 |
| High |
1.1304 |
1.1293 |
-0.0011 |
-0.1% |
1.1304 |
| Low |
1.1200 |
1.1208 |
0.0008 |
0.1% |
1.0928 |
| Close |
1.1225 |
1.1293 |
0.0069 |
0.6% |
1.1225 |
| Range |
0.0104 |
0.0085 |
-0.0019 |
-18.3% |
0.0377 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
22 |
38 |
16 |
72.7% |
123 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1491 |
1.1340 |
|
| R3 |
1.1435 |
1.1406 |
1.1316 |
|
| R2 |
1.1350 |
1.1350 |
1.1309 |
|
| R1 |
1.1321 |
1.1321 |
1.1301 |
1.1336 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1272 |
| S1 |
1.1236 |
1.1236 |
1.1285 |
1.1251 |
| S2 |
1.1180 |
1.1180 |
1.1277 |
|
| S3 |
1.1095 |
1.1151 |
1.1270 |
|
| S4 |
1.1010 |
1.1066 |
1.1246 |
|
|
| 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 |
1.1654 |
|
2.618 |
1.1516 |
|
1.618 |
1.1431 |
|
1.000 |
1.1378 |
|
0.618 |
1.1346 |
|
HIGH |
1.1293 |
|
0.618 |
1.1261 |
|
0.500 |
1.1251 |
|
0.382 |
1.1240 |
|
LOW |
1.1208 |
|
0.618 |
1.1155 |
|
1.000 |
1.1123 |
|
1.618 |
1.1070 |
|
2.618 |
1.0985 |
|
4.250 |
1.0847 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1279 |
1.1272 |
| PP |
1.1265 |
1.1252 |
| S1 |
1.1251 |
1.1231 |
|