CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1377 |
1.1296 |
-0.0082 |
-0.7% |
1.1217 |
| High |
1.1377 |
1.1296 |
-0.0082 |
-0.7% |
1.1450 |
| Low |
1.1315 |
1.1215 |
-0.0100 |
-0.9% |
1.1208 |
| Close |
1.1335 |
1.1222 |
-0.0113 |
-1.0% |
1.1335 |
| Range |
0.0063 |
0.0081 |
0.0018 |
28.8% |
0.0242 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.3% |
0.0000 |
| Volume |
17 |
63 |
46 |
270.6% |
156 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1434 |
1.1266 |
|
| R3 |
1.1405 |
1.1354 |
1.1244 |
|
| R2 |
1.1325 |
1.1325 |
1.1236 |
|
| R1 |
1.1273 |
1.1273 |
1.1229 |
1.1259 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1237 |
| S1 |
1.1193 |
1.1193 |
1.1214 |
1.1178 |
| S2 |
1.1164 |
1.1164 |
1.1207 |
|
| S3 |
1.1083 |
1.1112 |
1.1199 |
|
| S4 |
1.1003 |
1.1032 |
1.1177 |
|
|
| 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 |
1.1638 |
|
2.618 |
1.1506 |
|
1.618 |
1.1426 |
|
1.000 |
1.1376 |
|
0.618 |
1.1345 |
|
HIGH |
1.1296 |
|
0.618 |
1.1265 |
|
0.500 |
1.1255 |
|
0.382 |
1.1246 |
|
LOW |
1.1215 |
|
0.618 |
1.1165 |
|
1.000 |
1.1135 |
|
1.618 |
1.1085 |
|
2.618 |
1.1004 |
|
4.250 |
1.0873 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1333 |
| PP |
1.1244 |
1.1296 |
| S1 |
1.1233 |
1.1259 |
|