CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1286 |
1.1274 |
-0.0013 |
-0.1% |
1.1360 |
| High |
1.1286 |
1.1319 |
0.0033 |
0.3% |
1.1360 |
| Low |
1.1277 |
1.1274 |
-0.0003 |
0.0% |
1.1277 |
| Close |
1.1277 |
1.1307 |
0.0030 |
0.3% |
1.1277 |
| Range |
0.0010 |
0.0046 |
0.0036 |
378.9% |
0.0084 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
81 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1417 |
1.1332 |
|
| R3 |
1.1391 |
1.1371 |
1.1319 |
|
| R2 |
1.1345 |
1.1345 |
1.1315 |
|
| R1 |
1.1326 |
1.1326 |
1.1311 |
1.1336 |
| PP |
1.1300 |
1.1300 |
1.1300 |
1.1305 |
| S1 |
1.1280 |
1.1280 |
1.1302 |
1.1290 |
| S2 |
1.1254 |
1.1254 |
1.1298 |
|
| S3 |
1.1209 |
1.1235 |
1.1294 |
|
| S4 |
1.1163 |
1.1189 |
1.1281 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1499 |
1.1322 |
|
| R3 |
1.1471 |
1.1416 |
1.1299 |
|
| R2 |
1.1388 |
1.1388 |
1.1292 |
|
| R1 |
1.1332 |
1.1332 |
1.1284 |
1.1318 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1297 |
| S1 |
1.1249 |
1.1249 |
1.1269 |
1.1235 |
| S2 |
1.1221 |
1.1221 |
1.1261 |
|
| S3 |
1.1137 |
1.1165 |
1.1254 |
|
| S4 |
1.1054 |
1.1082 |
1.1231 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1512 |
|
2.618 |
1.1438 |
|
1.618 |
1.1393 |
|
1.000 |
1.1365 |
|
0.618 |
1.1347 |
|
HIGH |
1.1319 |
|
0.618 |
1.1302 |
|
0.500 |
1.1296 |
|
0.382 |
1.1291 |
|
LOW |
1.1274 |
|
0.618 |
1.1245 |
|
1.000 |
1.1228 |
|
1.618 |
1.1200 |
|
2.618 |
1.1154 |
|
4.250 |
1.1080 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1303 |
| PP |
1.1300 |
1.1300 |
| S1 |
1.1296 |
1.1296 |
|