CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1326 |
0.0006 |
0.1% |
1.1123 |
| High |
1.1350 |
1.1443 |
0.0093 |
0.8% |
1.1326 |
| Low |
1.1305 |
1.1300 |
-0.0005 |
0.0% |
1.0932 |
| Close |
1.1305 |
1.1427 |
0.0122 |
1.1% |
1.1270 |
| Range |
0.0046 |
0.0143 |
0.0098 |
214.3% |
0.0394 |
| ATR |
|
|
|
|
|
| Volume |
37 |
20 |
-17 |
-45.9% |
46 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1819 |
1.1766 |
1.1505 |
|
| R3 |
1.1676 |
1.1623 |
1.1466 |
|
| R2 |
1.1533 |
1.1533 |
1.1453 |
|
| R1 |
1.1480 |
1.1480 |
1.1440 |
1.1506 |
| PP |
1.1390 |
1.1390 |
1.1390 |
1.1403 |
| S1 |
1.1337 |
1.1337 |
1.1413 |
1.1363 |
| S2 |
1.1247 |
1.1247 |
1.1400 |
|
| S3 |
1.1104 |
1.1194 |
1.1387 |
|
| S4 |
1.0961 |
1.1051 |
1.1348 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2208 |
1.1486 |
|
| R3 |
1.1964 |
1.1814 |
1.1378 |
|
| R2 |
1.1570 |
1.1570 |
1.1342 |
|
| R1 |
1.1420 |
1.1420 |
1.1306 |
1.1495 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1213 |
| S1 |
1.1026 |
1.1026 |
1.1233 |
1.1101 |
| S2 |
1.0782 |
1.0782 |
1.1197 |
|
| S3 |
1.0388 |
1.0632 |
1.1161 |
|
| S4 |
0.9994 |
1.0238 |
1.1053 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2050 |
|
2.618 |
1.1817 |
|
1.618 |
1.1674 |
|
1.000 |
1.1586 |
|
0.618 |
1.1531 |
|
HIGH |
1.1443 |
|
0.618 |
1.1388 |
|
0.500 |
1.1371 |
|
0.382 |
1.1354 |
|
LOW |
1.1300 |
|
0.618 |
1.1211 |
|
1.000 |
1.1157 |
|
1.618 |
1.1068 |
|
2.618 |
1.0925 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1408 |
1.1395 |
| PP |
1.1390 |
1.1363 |
| S1 |
1.1371 |
1.1331 |
|