CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1190 |
1.1160 |
-0.0030 |
-0.3% |
1.1217 |
| High |
1.1217 |
1.1174 |
-0.0043 |
-0.4% |
1.1450 |
| Low |
1.1190 |
1.1154 |
-0.0036 |
-0.3% |
1.1208 |
| Close |
1.1217 |
1.1174 |
-0.0043 |
-0.4% |
1.1335 |
| Range |
0.0027 |
0.0020 |
-0.0007 |
-24.5% |
0.0242 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
6 |
8 |
2 |
33.3% |
156 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1221 |
1.1185 |
|
| R3 |
1.1207 |
1.1201 |
1.1180 |
|
| R2 |
1.1187 |
1.1187 |
1.1178 |
|
| R1 |
1.1181 |
1.1181 |
1.1176 |
1.1184 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1169 |
| S1 |
1.1161 |
1.1161 |
1.1172 |
1.1164 |
| S2 |
1.1147 |
1.1147 |
1.1170 |
|
| S3 |
1.1127 |
1.1141 |
1.1169 |
|
| S4 |
1.1107 |
1.1121 |
1.1163 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.1938 |
1.1468 |
|
| R3 |
1.1815 |
1.1696 |
1.1401 |
|
| R2 |
1.1573 |
1.1573 |
1.1379 |
|
| R1 |
1.1454 |
1.1454 |
1.1357 |
1.1513 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1361 |
| S1 |
1.1212 |
1.1212 |
1.1312 |
1.1271 |
| S2 |
1.1089 |
1.1089 |
1.1290 |
|
| S3 |
1.0847 |
1.0970 |
1.1268 |
|
| S4 |
1.0605 |
1.0728 |
1.1201 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1226 |
|
1.618 |
1.1206 |
|
1.000 |
1.1194 |
|
0.618 |
1.1186 |
|
HIGH |
1.1174 |
|
0.618 |
1.1166 |
|
0.500 |
1.1164 |
|
0.382 |
1.1162 |
|
LOW |
1.1154 |
|
0.618 |
1.1142 |
|
1.000 |
1.1134 |
|
1.618 |
1.1122 |
|
2.618 |
1.1102 |
|
4.250 |
1.1069 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1171 |
1.1225 |
| PP |
1.1167 |
1.1208 |
| S1 |
1.1164 |
1.1191 |
|