CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1390 |
1.1377 |
-0.0013 |
-0.1% |
1.1217 |
| High |
1.1450 |
1.1377 |
-0.0073 |
-0.6% |
1.1450 |
| Low |
1.1369 |
1.1315 |
-0.0054 |
-0.5% |
1.1208 |
| Close |
1.1404 |
1.1335 |
-0.0069 |
-0.6% |
1.1335 |
| Range |
0.0082 |
0.0063 |
-0.0019 |
-23.3% |
0.0242 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
23 |
17 |
-6 |
-26.1% |
156 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1495 |
1.1369 |
|
| R3 |
1.1467 |
1.1432 |
1.1352 |
|
| R2 |
1.1405 |
1.1405 |
1.1346 |
|
| R1 |
1.1370 |
1.1370 |
1.1340 |
1.1356 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1335 |
| S1 |
1.1307 |
1.1307 |
1.1329 |
1.1293 |
| S2 |
1.1280 |
1.1280 |
1.1323 |
|
| S3 |
1.1217 |
1.1245 |
1.1317 |
|
| S4 |
1.1155 |
1.1182 |
1.1300 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.1938 |
1.1468 |
|
| R3 |
1.1815 |
1.1696 |
1.1401 |
|
| R2 |
1.1573 |
1.1573 |
1.1379 |
|
| R1 |
1.1454 |
1.1454 |
1.1357 |
1.1513 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1361 |
| S1 |
1.1212 |
1.1212 |
1.1312 |
1.1271 |
| S2 |
1.1089 |
1.1089 |
1.1290 |
|
| S3 |
1.0847 |
1.0970 |
1.1268 |
|
| S4 |
1.0605 |
1.0728 |
1.1201 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1643 |
|
2.618 |
1.1541 |
|
1.618 |
1.1478 |
|
1.000 |
1.1440 |
|
0.618 |
1.1416 |
|
HIGH |
1.1377 |
|
0.618 |
1.1353 |
|
0.500 |
1.1346 |
|
0.382 |
1.1338 |
|
LOW |
1.1315 |
|
0.618 |
1.1276 |
|
1.000 |
1.1252 |
|
1.618 |
1.1213 |
|
2.618 |
1.1151 |
|
4.250 |
1.1049 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1346 |
1.1352 |
| PP |
1.1342 |
1.1346 |
| S1 |
1.1338 |
1.1340 |
|