CME Euro FX (E) Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Feb-2016 | 
                    25-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1050 | 
                        1.1079 | 
                        0.0029 | 
                        0.3% | 
                        1.1296 | 
                     
                    
                        | High | 
                        1.1102 | 
                        1.1115 | 
                        0.0014 | 
                        0.1% | 
                        1.1296 | 
                     
                    
                        | Low | 
                        1.1050 | 
                        1.1073 | 
                        0.0023 | 
                        0.2% | 
                        1.1154 | 
                     
                    
                        | Close | 
                        1.1090 | 
                        1.1115 | 
                        0.0026 | 
                        0.2% | 
                        1.1212 | 
                     
                    
                        | Range | 
                        0.0052 | 
                        0.0042 | 
                        -0.0010 | 
                        -18.4% | 
                        0.0142 | 
                     
                    
                        | ATR | 
                        0.0080 | 
                        0.0078 | 
                        -0.0003 | 
                        -3.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        14 | 
                        10 | 
                        -4 | 
                        -28.6% | 
                        98 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1227 | 
                1.1213 | 
                1.1138 | 
                 | 
             
            
                | R3 | 
                1.1185 | 
                1.1171 | 
                1.1127 | 
                 | 
             
            
                | R2 | 
                1.1143 | 
                1.1143 | 
                1.1123 | 
                 | 
             
            
                | R1 | 
                1.1129 | 
                1.1129 | 
                1.1119 | 
                1.1136 | 
             
            
                | PP | 
                1.1101 | 
                1.1101 | 
                1.1101 | 
                1.1105 | 
             
            
                | S1 | 
                1.1087 | 
                1.1087 | 
                1.1111 | 
                1.1094 | 
             
            
                | S2 | 
                1.1059 | 
                1.1059 | 
                1.1107 | 
                 | 
             
            
                | S3 | 
                1.1017 | 
                1.1045 | 
                1.1103 | 
                 | 
             
            
                | S4 | 
                1.0975 | 
                1.1003 | 
                1.1092 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.1294 | 
         
        
            | 
2.618             | 
            1.1225 | 
         
        
            | 
1.618             | 
            1.1183 | 
         
        
            | 
1.000             | 
            1.1157 | 
         
        
            | 
0.618             | 
            1.1141 | 
         
        
            | 
HIGH             | 
            1.1115 | 
         
        
            | 
0.618             | 
            1.1099 | 
         
        
            | 
0.500             | 
            1.1094 | 
         
        
            | 
0.382             | 
            1.1089 | 
         
        
            | 
LOW             | 
            1.1073 | 
         
        
            | 
0.618             | 
            1.1047 | 
         
        
            | 
1.000             | 
            1.1031 | 
         
        
            | 
1.618             | 
            1.1005 | 
         
        
            | 
2.618             | 
            1.0963 | 
         
        
            | 
4.250             | 
            1.0895 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1108 | 
                                1.1104 | 
                             
                            
                                | PP | 
                                1.1101 | 
                                1.1093 | 
                             
                            
                                | S1 | 
                                1.1094 | 
                                1.1083 | 
                             
             
         |