CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1318 |
1.1376 |
0.0058 |
0.5% |
1.0928 |
| High |
1.1400 |
1.1380 |
-0.0020 |
-0.2% |
1.1304 |
| Low |
1.1318 |
1.1253 |
-0.0065 |
-0.6% |
1.0928 |
| Close |
1.1369 |
1.1363 |
-0.0007 |
-0.1% |
1.1225 |
| Range |
0.0082 |
0.0127 |
0.0045 |
54.9% |
0.0377 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.2% |
0.0000 |
| Volume |
68 |
10 |
-58 |
-85.3% |
123 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1665 |
1.1432 |
|
| R3 |
1.1586 |
1.1538 |
1.1397 |
|
| R2 |
1.1459 |
1.1459 |
1.1386 |
|
| R1 |
1.1411 |
1.1411 |
1.1374 |
1.1371 |
| PP |
1.1332 |
1.1332 |
1.1332 |
1.1312 |
| S1 |
1.1284 |
1.1284 |
1.1351 |
1.1244 |
| S2 |
1.1205 |
1.1205 |
1.1339 |
|
| S3 |
1.1078 |
1.1157 |
1.1328 |
|
| S4 |
1.0951 |
1.1030 |
1.1293 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2282 |
1.2130 |
1.1432 |
|
| R3 |
1.1905 |
1.1753 |
1.1328 |
|
| R2 |
1.1529 |
1.1529 |
1.1294 |
|
| R1 |
1.1377 |
1.1377 |
1.1259 |
1.1453 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1190 |
| S1 |
1.1000 |
1.1000 |
1.1190 |
1.1076 |
| S2 |
1.0776 |
1.0776 |
1.1155 |
|
| S3 |
1.0399 |
1.0624 |
1.1121 |
|
| S4 |
1.0023 |
1.0247 |
1.1017 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1920 |
|
2.618 |
1.1712 |
|
1.618 |
1.1585 |
|
1.000 |
1.1507 |
|
0.618 |
1.1458 |
|
HIGH |
1.1380 |
|
0.618 |
1.1331 |
|
0.500 |
1.1317 |
|
0.382 |
1.1302 |
|
LOW |
1.1253 |
|
0.618 |
1.1175 |
|
1.000 |
1.1126 |
|
1.618 |
1.1048 |
|
2.618 |
1.0921 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1343 |
| PP |
1.1332 |
1.1324 |
| S1 |
1.1317 |
1.1304 |
|