CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1299 |
1.1286 |
-0.0013 |
-0.1% |
1.1220 |
| High |
1.1299 |
1.1286 |
-0.0013 |
-0.1% |
1.1443 |
| Low |
1.1277 |
1.1277 |
0.0000 |
0.0% |
1.1204 |
| Close |
1.1288 |
1.1277 |
-0.0011 |
-0.1% |
1.1374 |
| Range |
0.0023 |
0.0010 |
-0.0013 |
-57.8% |
0.0239 |
| ATR |
0.0075 |
0.0070 |
-0.0005 |
-6.1% |
0.0000 |
| Volume |
17 |
2 |
-15 |
-88.2% |
65 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1302 |
1.1282 |
|
| R3 |
1.1299 |
1.1292 |
1.1279 |
|
| R2 |
1.1289 |
1.1289 |
1.1278 |
|
| R1 |
1.1283 |
1.1283 |
1.1277 |
1.1281 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1279 |
| S1 |
1.1273 |
1.1273 |
1.1276 |
1.1272 |
| S2 |
1.1270 |
1.1270 |
1.1275 |
|
| S3 |
1.1261 |
1.1264 |
1.1274 |
|
| S4 |
1.1251 |
1.1254 |
1.1271 |
|
|
| 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 |
1.1326 |
|
2.618 |
1.1311 |
|
1.618 |
1.1301 |
|
1.000 |
1.1296 |
|
0.618 |
1.1292 |
|
HIGH |
1.1286 |
|
0.618 |
1.1282 |
|
0.500 |
1.1281 |
|
0.382 |
1.1280 |
|
LOW |
1.1277 |
|
0.618 |
1.1271 |
|
1.000 |
1.1267 |
|
1.618 |
1.1261 |
|
2.618 |
1.1252 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1302 |
| PP |
1.1280 |
1.1293 |
| S1 |
1.1278 |
1.1285 |
|