CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1107 |
1.1074 |
-0.0033 |
-0.3% |
1.1296 |
| High |
1.1107 |
1.1086 |
-0.0021 |
-0.2% |
1.1296 |
| Low |
1.1089 |
1.1074 |
-0.0015 |
-0.1% |
1.1154 |
| Close |
1.1101 |
1.1086 |
-0.0016 |
-0.1% |
1.1212 |
| Range |
0.0018 |
0.0012 |
-0.0006 |
-34.3% |
0.0142 |
| ATR |
0.0087 |
0.0083 |
-0.0004 |
-4.9% |
0.0000 |
| Volume |
24 |
15 |
-9 |
-37.5% |
98 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1112 |
1.1092 |
|
| R3 |
1.1105 |
1.1101 |
1.1089 |
|
| R2 |
1.1093 |
1.1093 |
1.1088 |
|
| R1 |
1.1089 |
1.1089 |
1.1087 |
1.1091 |
| PP |
1.1082 |
1.1082 |
1.1082 |
1.1083 |
| S1 |
1.1078 |
1.1078 |
1.1084 |
1.1080 |
| S2 |
1.1070 |
1.1070 |
1.1083 |
|
| S3 |
1.1059 |
1.1066 |
1.1082 |
|
| S4 |
1.1047 |
1.1055 |
1.1079 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1570 |
1.1290 |
|
| R3 |
1.1504 |
1.1429 |
1.1251 |
|
| R2 |
1.1362 |
1.1362 |
1.1238 |
|
| R1 |
1.1287 |
1.1287 |
1.1225 |
1.1254 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1204 |
| S1 |
1.1146 |
1.1146 |
1.1199 |
1.1112 |
| S2 |
1.1079 |
1.1079 |
1.1186 |
|
| S3 |
1.0938 |
1.1004 |
1.1173 |
|
| S4 |
1.0796 |
1.0863 |
1.1134 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1134 |
|
2.618 |
1.1116 |
|
1.618 |
1.1104 |
|
1.000 |
1.1097 |
|
0.618 |
1.1093 |
|
HIGH |
1.1086 |
|
0.618 |
1.1081 |
|
0.500 |
1.1080 |
|
0.382 |
1.1078 |
|
LOW |
1.1074 |
|
0.618 |
1.1067 |
|
1.000 |
1.1063 |
|
1.618 |
1.1055 |
|
2.618 |
1.1044 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1084 |
1.1143 |
| PP |
1.1082 |
1.1124 |
| S1 |
1.1080 |
1.1105 |
|