CME Euro FX (E) Future September 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.1157 |
1.1107 |
-0.0050 |
-0.4% |
1.1296 |
High |
1.1212 |
1.1107 |
-0.0106 |
-0.9% |
1.1296 |
Low |
1.1157 |
1.1089 |
-0.0068 |
-0.6% |
1.1154 |
Close |
1.1212 |
1.1101 |
-0.0111 |
-1.0% |
1.1212 |
Range |
0.0056 |
0.0018 |
-0.0038 |
-68.5% |
0.0142 |
ATR |
0.0084 |
0.0087 |
0.0003 |
3.3% |
0.0000 |
Volume |
21 |
24 |
3 |
14.3% |
98 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1151 |
1.1144 |
1.1111 |
|
R3 |
1.1134 |
1.1126 |
1.1106 |
|
R2 |
1.1116 |
1.1116 |
1.1104 |
|
R1 |
1.1109 |
1.1109 |
1.1103 |
1.1104 |
PP |
1.1099 |
1.1099 |
1.1099 |
1.1096 |
S1 |
1.1091 |
1.1091 |
1.1099 |
1.1086 |
S2 |
1.1081 |
1.1081 |
1.1098 |
|
S3 |
1.1064 |
1.1074 |
1.1096 |
|
S4 |
1.1046 |
1.1056 |
1.1091 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1645 |
1.1570 |
1.1290 |
|
R3 |
1.1504 |
1.1429 |
1.1251 |
|
R2 |
1.1362 |
1.1362 |
1.1238 |
|
R1 |
1.1287 |
1.1287 |
1.1225 |
1.1254 |
PP |
1.1221 |
1.1221 |
1.1221 |
1.1204 |
S1 |
1.1146 |
1.1146 |
1.1199 |
1.1112 |
S2 |
1.1079 |
1.1079 |
1.1186 |
|
S3 |
1.0938 |
1.1004 |
1.1173 |
|
S4 |
1.0796 |
1.0863 |
1.1134 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1181 |
2.618 |
1.1152 |
1.618 |
1.1135 |
1.000 |
1.1124 |
0.618 |
1.1117 |
HIGH |
1.1107 |
0.618 |
1.1100 |
0.500 |
1.1098 |
0.382 |
1.1096 |
LOW |
1.1089 |
0.618 |
1.1078 |
1.000 |
1.1072 |
1.618 |
1.1061 |
2.618 |
1.1043 |
4.250 |
1.1015 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1100 |
1.1151 |
PP |
1.1099 |
1.1134 |
S1 |
1.1098 |
1.1118 |
|