CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1393 |
1.1490 |
0.0097 |
0.9% |
1.1360 |
| High |
1.1465 |
1.1508 |
0.0043 |
0.4% |
1.1360 |
| Low |
1.1393 |
1.1490 |
0.0097 |
0.9% |
1.1277 |
| Close |
1.1438 |
1.1490 |
0.0052 |
0.5% |
1.1277 |
| Range |
0.0072 |
0.0018 |
-0.0054 |
-75.0% |
0.0084 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
272 |
31 |
-241 |
-88.6% |
81 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1538 |
1.1500 |
|
| R3 |
1.1532 |
1.1520 |
1.1495 |
|
| R2 |
1.1514 |
1.1514 |
1.1493 |
|
| R1 |
1.1502 |
1.1502 |
1.1492 |
1.1499 |
| PP |
1.1496 |
1.1496 |
1.1496 |
1.1495 |
| S1 |
1.1484 |
1.1484 |
1.1488 |
1.1481 |
| S2 |
1.1478 |
1.1478 |
1.1487 |
|
| S3 |
1.1460 |
1.1466 |
1.1485 |
|
| S4 |
1.1442 |
1.1448 |
1.1480 |
|
|
| 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 |
1.1585 |
|
2.618 |
1.1555 |
|
1.618 |
1.1537 |
|
1.000 |
1.1526 |
|
0.618 |
1.1519 |
|
HIGH |
1.1508 |
|
0.618 |
1.1501 |
|
0.500 |
1.1499 |
|
0.382 |
1.1497 |
|
LOW |
1.1490 |
|
0.618 |
1.1479 |
|
1.000 |
1.1472 |
|
1.618 |
1.1461 |
|
2.618 |
1.1443 |
|
4.250 |
1.1414 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1499 |
1.1458 |
| PP |
1.1496 |
1.1426 |
| S1 |
1.1493 |
1.1394 |
|