CME Euro FX (E) Future December 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.1390 |
1.1360 |
-0.0030 |
-0.3% |
1.1220 |
High |
1.1393 |
1.1360 |
-0.0033 |
-0.3% |
1.1443 |
Low |
1.1374 |
1.1360 |
-0.0014 |
-0.1% |
1.1204 |
Close |
1.1374 |
1.1360 |
-0.0014 |
-0.1% |
1.1374 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0239 |
ATR |
0.0083 |
0.0078 |
-0.0005 |
-5.9% |
0.0000 |
Volume |
4 |
26 |
22 |
550.0% |
65 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1360 |
1.1360 |
1.1360 |
|
R3 |
1.1360 |
1.1360 |
1.1360 |
|
R2 |
1.1360 |
1.1360 |
1.1360 |
|
R1 |
1.1360 |
1.1360 |
1.1360 |
1.1360 |
PP |
1.1360 |
1.1360 |
1.1360 |
1.1360 |
S1 |
1.1360 |
1.1360 |
1.1360 |
1.1360 |
S2 |
1.1360 |
1.1360 |
1.1360 |
|
S3 |
1.1360 |
1.1360 |
1.1360 |
|
S4 |
1.1360 |
1.1360 |
1.1360 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2057 |
1.1955 |
1.1505 |
|
R3 |
1.1818 |
1.1716 |
1.1440 |
|
R2 |
1.1579 |
1.1579 |
1.1418 |
|
R1 |
1.1477 |
1.1477 |
1.1396 |
1.1528 |
PP |
1.1340 |
1.1340 |
1.1340 |
1.1366 |
S1 |
1.1238 |
1.1238 |
1.1352 |
1.1289 |
S2 |
1.1101 |
1.1101 |
1.1330 |
|
S3 |
1.0862 |
1.0999 |
1.1308 |
|
S4 |
1.0623 |
1.0760 |
1.1243 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1360 |
2.618 |
1.1360 |
1.618 |
1.1360 |
1.000 |
1.1360 |
0.618 |
1.1360 |
HIGH |
1.1360 |
0.618 |
1.1360 |
0.500 |
1.1360 |
0.382 |
1.1360 |
LOW |
1.1360 |
0.618 |
1.1360 |
1.000 |
1.1360 |
1.618 |
1.1360 |
2.618 |
1.1360 |
4.250 |
1.1360 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.1360 |
1.1371 |
PP |
1.1360 |
1.1367 |
S1 |
1.1360 |
1.1364 |
|