CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1300 |
-0.0060 |
-0.5% |
1.1220 |
| High |
1.1360 |
1.1327 |
-0.0033 |
-0.3% |
1.1443 |
| Low |
1.1360 |
1.1300 |
-0.0060 |
-0.5% |
1.1204 |
| Close |
1.1360 |
1.1327 |
-0.0033 |
-0.3% |
1.1374 |
| Range |
0.0000 |
0.0027 |
0.0027 |
|
0.0239 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
26 |
36 |
10 |
38.5% |
65 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1399 |
1.1390 |
1.1342 |
|
| R3 |
1.1372 |
1.1363 |
1.1334 |
|
| R2 |
1.1345 |
1.1345 |
1.1332 |
|
| R1 |
1.1336 |
1.1336 |
1.1329 |
1.1341 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1320 |
| S1 |
1.1309 |
1.1309 |
1.1325 |
1.1314 |
| S2 |
1.1291 |
1.1291 |
1.1322 |
|
| S3 |
1.1264 |
1.1282 |
1.1320 |
|
| S4 |
1.1237 |
1.1255 |
1.1312 |
|
|
| 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 |
1.1442 |
|
2.618 |
1.1398 |
|
1.618 |
1.1371 |
|
1.000 |
1.1354 |
|
0.618 |
1.1344 |
|
HIGH |
1.1327 |
|
0.618 |
1.1317 |
|
0.500 |
1.1314 |
|
0.382 |
1.1310 |
|
LOW |
1.1300 |
|
0.618 |
1.1283 |
|
1.000 |
1.1273 |
|
1.618 |
1.1256 |
|
2.618 |
1.1229 |
|
4.250 |
1.1185 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1347 |
| PP |
1.1318 |
1.1340 |
| S1 |
1.1314 |
1.1334 |
|