CME Euro FX (E) Future September 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.1050 |
1.1079 |
0.0029 |
0.3% |
1.1296 |
High |
1.1102 |
1.1115 |
0.0014 |
0.1% |
1.1296 |
Low |
1.1050 |
1.1073 |
0.0023 |
0.2% |
1.1154 |
Close |
1.1090 |
1.1115 |
0.0026 |
0.2% |
1.1212 |
Range |
0.0052 |
0.0042 |
-0.0010 |
-18.4% |
0.0142 |
ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
14 |
10 |
-4 |
-28.6% |
98 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1227 |
1.1213 |
1.1138 |
|
R3 |
1.1185 |
1.1171 |
1.1127 |
|
R2 |
1.1143 |
1.1143 |
1.1123 |
|
R1 |
1.1129 |
1.1129 |
1.1119 |
1.1136 |
PP |
1.1101 |
1.1101 |
1.1101 |
1.1105 |
S1 |
1.1087 |
1.1087 |
1.1111 |
1.1094 |
S2 |
1.1059 |
1.1059 |
1.1107 |
|
S3 |
1.1017 |
1.1045 |
1.1103 |
|
S4 |
1.0975 |
1.1003 |
1.1092 |
|
|
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 |
1.1294 |
2.618 |
1.1225 |
1.618 |
1.1183 |
1.000 |
1.1157 |
0.618 |
1.1141 |
HIGH |
1.1115 |
0.618 |
1.1099 |
0.500 |
1.1094 |
0.382 |
1.1089 |
LOW |
1.1073 |
0.618 |
1.1047 |
1.000 |
1.1031 |
1.618 |
1.1005 |
2.618 |
1.0963 |
4.250 |
1.0895 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1108 |
1.1104 |
PP |
1.1101 |
1.1093 |
S1 |
1.1094 |
1.1083 |
|