CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1393 |
0.0113 |
1.0% |
1.1360 |
| High |
1.1400 |
1.1465 |
0.0066 |
0.6% |
1.1360 |
| Low |
1.1280 |
1.1393 |
0.0113 |
1.0% |
1.1277 |
| Close |
1.1400 |
1.1438 |
0.0039 |
0.3% |
1.1277 |
| Range |
0.0120 |
0.0072 |
-0.0048 |
-39.7% |
0.0084 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
17 |
272 |
255 |
1,500.0% |
81 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1615 |
1.1478 |
|
| R3 |
1.1576 |
1.1543 |
1.1458 |
|
| R2 |
1.1504 |
1.1504 |
1.1451 |
|
| R1 |
1.1471 |
1.1471 |
1.1445 |
1.1488 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1440 |
| S1 |
1.1399 |
1.1399 |
1.1431 |
1.1416 |
| S2 |
1.1360 |
1.1360 |
1.1425 |
|
| S3 |
1.1288 |
1.1327 |
1.1418 |
|
| S4 |
1.1216 |
1.1255 |
1.1398 |
|
|
| 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 |
1.1771 |
|
2.618 |
1.1653 |
|
1.618 |
1.1581 |
|
1.000 |
1.1537 |
|
0.618 |
1.1509 |
|
HIGH |
1.1465 |
|
0.618 |
1.1437 |
|
0.500 |
1.1429 |
|
0.382 |
1.1421 |
|
LOW |
1.1393 |
|
0.618 |
1.1349 |
|
1.000 |
1.1321 |
|
1.618 |
1.1277 |
|
2.618 |
1.1205 |
|
4.250 |
1.1087 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1435 |
1.1415 |
| PP |
1.1432 |
1.1392 |
| S1 |
1.1429 |
1.1369 |
|