CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1074 |
1.1050 |
-0.0024 |
-0.2% |
1.1296 |
| High |
1.1086 |
1.1102 |
0.0016 |
0.1% |
1.1296 |
| Low |
1.1074 |
1.1050 |
-0.0024 |
-0.2% |
1.1154 |
| Close |
1.1086 |
1.1090 |
0.0004 |
0.0% |
1.1212 |
| Range |
0.0012 |
0.0052 |
0.0040 |
347.8% |
0.0142 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
15 |
14 |
-1 |
-6.7% |
98 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1214 |
1.1118 |
|
| R3 |
1.1183 |
1.1162 |
1.1104 |
|
| R2 |
1.1132 |
1.1132 |
1.1099 |
|
| R1 |
1.1111 |
1.1111 |
1.1094 |
1.1121 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1086 |
| S1 |
1.1059 |
1.1059 |
1.1085 |
1.1070 |
| S2 |
1.1029 |
1.1029 |
1.1080 |
|
| S3 |
1.0977 |
1.1008 |
1.1075 |
|
| S4 |
1.0926 |
1.0956 |
1.1061 |
|
|
| 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 |
1.1320 |
|
2.618 |
1.1236 |
|
1.618 |
1.1185 |
|
1.000 |
1.1153 |
|
0.618 |
1.1133 |
|
HIGH |
1.1102 |
|
0.618 |
1.1082 |
|
0.500 |
1.1076 |
|
0.382 |
1.1070 |
|
LOW |
1.1050 |
|
0.618 |
1.1018 |
|
1.000 |
1.0999 |
|
1.618 |
1.0967 |
|
2.618 |
1.0915 |
|
4.250 |
1.0831 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1085 |
1.1086 |
| PP |
1.1080 |
1.1082 |
| S1 |
1.1076 |
1.1078 |
|