CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1376 |
1.1390 |
0.0014 |
0.1% |
1.0928 |
| High |
1.1380 |
1.1450 |
0.0070 |
0.6% |
1.1304 |
| Low |
1.1253 |
1.1369 |
0.0116 |
1.0% |
1.0928 |
| Close |
1.1363 |
1.1404 |
0.0041 |
0.4% |
1.1225 |
| Range |
0.0127 |
0.0082 |
-0.0046 |
-35.8% |
0.0377 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
10 |
23 |
13 |
130.0% |
123 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1609 |
1.1448 |
|
| R3 |
1.1570 |
1.1528 |
1.1426 |
|
| R2 |
1.1489 |
1.1489 |
1.1418 |
|
| R1 |
1.1446 |
1.1446 |
1.1411 |
1.1468 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1418 |
| S1 |
1.1365 |
1.1365 |
1.1396 |
1.1386 |
| S2 |
1.1326 |
1.1326 |
1.1389 |
|
| S3 |
1.1244 |
1.1283 |
1.1381 |
|
| S4 |
1.1163 |
1.1202 |
1.1359 |
|
|
| 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 |
1.1796 |
|
2.618 |
1.1663 |
|
1.618 |
1.1582 |
|
1.000 |
1.1532 |
|
0.618 |
1.1500 |
|
HIGH |
1.1450 |
|
0.618 |
1.1419 |
|
0.500 |
1.1409 |
|
0.382 |
1.1400 |
|
LOW |
1.1369 |
|
0.618 |
1.1318 |
|
1.000 |
1.1287 |
|
1.618 |
1.1237 |
|
2.618 |
1.1155 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1386 |
| PP |
1.1407 |
1.1369 |
| S1 |
1.1405 |
1.1352 |
|