CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1390 |
0.0065 |
0.6% |
1.1220 |
| High |
1.1443 |
1.1393 |
-0.0050 |
-0.4% |
1.1443 |
| Low |
1.1300 |
1.1374 |
0.0074 |
0.7% |
1.1204 |
| Close |
1.1427 |
1.1374 |
-0.0053 |
-0.5% |
1.1374 |
| Range |
0.0143 |
0.0020 |
-0.0124 |
-86.4% |
0.0239 |
| ATR |
0.0000 |
0.0083 |
0.0083 |
|
0.0000 |
| Volume |
20 |
4 |
-16 |
-80.0% |
65 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1426 |
1.1385 |
|
| R3 |
1.1419 |
1.1406 |
1.1379 |
|
| R2 |
1.1400 |
1.1400 |
1.1378 |
|
| R1 |
1.1387 |
1.1387 |
1.1376 |
1.1384 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1379 |
| S1 |
1.1367 |
1.1367 |
1.1372 |
1.1364 |
| S2 |
1.1361 |
1.1361 |
1.1370 |
|
| S3 |
1.1341 |
1.1348 |
1.1369 |
|
| S4 |
1.1322 |
1.1328 |
1.1363 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.1955 |
1.1505 |
|
| R3 |
1.1818 |
1.1716 |
1.1440 |
|
| R2 |
1.1579 |
1.1579 |
1.1418 |
|
| R1 |
1.1477 |
1.1477 |
1.1396 |
1.1528 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1366 |
| S1 |
1.1238 |
1.1238 |
1.1352 |
1.1289 |
| S2 |
1.1101 |
1.1101 |
1.1330 |
|
| S3 |
1.0862 |
1.0999 |
1.1308 |
|
| S4 |
1.0623 |
1.0760 |
1.1243 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1444 |
|
1.618 |
1.1425 |
|
1.000 |
1.1413 |
|
0.618 |
1.1405 |
|
HIGH |
1.1393 |
|
0.618 |
1.1386 |
|
0.500 |
1.1383 |
|
0.382 |
1.1381 |
|
LOW |
1.1374 |
|
0.618 |
1.1361 |
|
1.000 |
1.1354 |
|
1.618 |
1.1342 |
|
2.618 |
1.1322 |
|
4.250 |
1.1291 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1383 |
1.1373 |
| PP |
1.1380 |
1.1372 |
| S1 |
1.1377 |
1.1371 |
|