CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.0928 |
-0.0080 |
-0.7% |
1.0932 |
| High |
1.1008 |
1.0974 |
-0.0034 |
-0.3% |
1.1044 |
| Low |
1.0892 |
1.0928 |
0.0036 |
0.3% |
1.0892 |
| Close |
1.0908 |
1.0974 |
0.0066 |
0.6% |
1.0908 |
| Range |
0.0116 |
0.0046 |
-0.0070 |
-60.2% |
0.0152 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
65 |
14 |
-51 |
-78.5% |
179 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.1081 |
1.0999 |
|
| R3 |
1.1050 |
1.1035 |
1.0986 |
|
| R2 |
1.1004 |
1.1004 |
1.0982 |
|
| R1 |
1.0989 |
1.0989 |
1.0978 |
1.0997 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0962 |
| S1 |
1.0943 |
1.0943 |
1.0969 |
1.0951 |
| S2 |
1.0912 |
1.0912 |
1.0965 |
|
| S3 |
1.0866 |
1.0897 |
1.0961 |
|
| S4 |
1.0820 |
1.0851 |
1.0948 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1308 |
1.0992 |
|
| R3 |
1.1252 |
1.1156 |
1.0950 |
|
| R2 |
1.1100 |
1.1100 |
1.0936 |
|
| R1 |
1.1004 |
1.1004 |
1.0922 |
1.0976 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0934 |
| S1 |
1.0852 |
1.0852 |
1.0894 |
1.0824 |
| S2 |
1.0796 |
1.0796 |
1.0880 |
|
| S3 |
1.0644 |
1.0700 |
1.0866 |
|
| S4 |
1.0492 |
1.0548 |
1.0824 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1094 |
|
1.618 |
1.1048 |
|
1.000 |
1.1020 |
|
0.618 |
1.1002 |
|
HIGH |
1.0974 |
|
0.618 |
1.0956 |
|
0.500 |
1.0951 |
|
0.382 |
1.0945 |
|
LOW |
1.0928 |
|
0.618 |
1.0899 |
|
1.000 |
1.0882 |
|
1.618 |
1.0853 |
|
2.618 |
1.0807 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0972 |
| PP |
1.0958 |
1.0970 |
| S1 |
1.0951 |
1.0968 |
|