CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1220 |
1.1320 |
0.0100 |
0.9% |
1.1123 |
| High |
1.1220 |
1.1350 |
0.0130 |
1.2% |
1.1326 |
| Low |
1.1220 |
1.1305 |
0.0085 |
0.8% |
1.0932 |
| Close |
1.1220 |
1.1305 |
0.0085 |
0.8% |
1.1270 |
| Range |
0.0000 |
0.0046 |
0.0046 |
|
0.0394 |
| ATR |
|
|
|
|
|
| Volume |
1 |
37 |
36 |
3,600.0% |
46 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1426 |
1.1330 |
|
| R3 |
1.1411 |
1.1380 |
1.1317 |
|
| R2 |
1.1365 |
1.1365 |
1.1313 |
|
| R1 |
1.1335 |
1.1335 |
1.1309 |
1.1327 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1316 |
| S1 |
1.1289 |
1.1289 |
1.1300 |
1.1282 |
| S2 |
1.1274 |
1.1274 |
1.1296 |
|
| S3 |
1.1229 |
1.1244 |
1.1292 |
|
| S4 |
1.1183 |
1.1198 |
1.1279 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2208 |
1.1486 |
|
| R3 |
1.1964 |
1.1814 |
1.1378 |
|
| R2 |
1.1570 |
1.1570 |
1.1342 |
|
| R1 |
1.1420 |
1.1420 |
1.1306 |
1.1495 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1213 |
| S1 |
1.1026 |
1.1026 |
1.1233 |
1.1101 |
| S2 |
1.0782 |
1.0782 |
1.1197 |
|
| S3 |
1.0388 |
1.0632 |
1.1161 |
|
| S4 |
0.9994 |
1.0238 |
1.1053 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1469 |
|
1.618 |
1.1424 |
|
1.000 |
1.1396 |
|
0.618 |
1.1378 |
|
HIGH |
1.1350 |
|
0.618 |
1.1333 |
|
0.500 |
1.1327 |
|
0.382 |
1.1322 |
|
LOW |
1.1305 |
|
0.618 |
1.1276 |
|
1.000 |
1.1259 |
|
1.618 |
1.1231 |
|
2.618 |
1.1185 |
|
4.250 |
1.1111 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1295 |
| PP |
1.1320 |
1.1286 |
| S1 |
1.1312 |
1.1277 |
|