CME Euro FX (E) Future September 2016
Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.1296 |
1.1190 |
-0.0106 |
-0.9% |
1.1217 |
High |
1.1296 |
1.1217 |
-0.0079 |
-0.7% |
1.1450 |
Low |
1.1215 |
1.1190 |
-0.0025 |
-0.2% |
1.1208 |
Close |
1.1222 |
1.1217 |
-0.0005 |
0.0% |
1.1335 |
Range |
0.0081 |
0.0027 |
-0.0054 |
-67.1% |
0.0242 |
ATR |
0.0092 |
0.0088 |
-0.0004 |
-4.7% |
0.0000 |
Volume |
63 |
6 |
-57 |
-90.5% |
156 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1287 |
1.1278 |
1.1231 |
|
R3 |
1.1261 |
1.1252 |
1.1224 |
|
R2 |
1.1234 |
1.1234 |
1.1221 |
|
R1 |
1.1225 |
1.1225 |
1.1219 |
1.1230 |
PP |
1.1208 |
1.1208 |
1.1208 |
1.1210 |
S1 |
1.1199 |
1.1199 |
1.1214 |
1.1203 |
S2 |
1.1181 |
1.1181 |
1.1212 |
|
S3 |
1.1155 |
1.1172 |
1.1209 |
|
S4 |
1.1128 |
1.1146 |
1.1202 |
|
|
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 |
1.1329 |
2.618 |
1.1286 |
1.618 |
1.1259 |
1.000 |
1.1243 |
0.618 |
1.1233 |
HIGH |
1.1217 |
0.618 |
1.1206 |
0.500 |
1.1203 |
0.382 |
1.1200 |
LOW |
1.1190 |
0.618 |
1.1174 |
1.000 |
1.1164 |
1.618 |
1.1147 |
2.618 |
1.1121 |
4.250 |
1.1077 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1212 |
1.1284 |
PP |
1.1208 |
1.1261 |
S1 |
1.1203 |
1.1239 |
|