CME Euro FX (E) Future December 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1274 |
1.1280 |
0.0007 |
0.1% |
1.1360 |
| High |
1.1319 |
1.1400 |
0.0081 |
0.7% |
1.1360 |
| Low |
1.1274 |
1.1280 |
0.0007 |
0.1% |
1.1277 |
| Close |
1.1307 |
1.1400 |
0.0093 |
0.8% |
1.1277 |
| Range |
0.0046 |
0.0120 |
0.0074 |
162.6% |
0.0084 |
| ATR |
0.0069 |
0.0072 |
0.0004 |
5.3% |
0.0000 |
| Volume |
5 |
17 |
12 |
240.0% |
81 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1718 |
1.1678 |
1.1465 |
|
| R3 |
1.1599 |
1.1559 |
1.1432 |
|
| R2 |
1.1479 |
1.1479 |
1.1421 |
|
| R1 |
1.1439 |
1.1439 |
1.1410 |
1.1459 |
| PP |
1.1360 |
1.1360 |
1.1360 |
1.1370 |
| S1 |
1.1320 |
1.1320 |
1.1389 |
1.1340 |
| S2 |
1.1240 |
1.1240 |
1.1378 |
|
| S3 |
1.1121 |
1.1200 |
1.1367 |
|
| S4 |
1.1001 |
1.1081 |
1.1334 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1499 |
1.1322 |
|
| R3 |
1.1471 |
1.1416 |
1.1299 |
|
| R2 |
1.1388 |
1.1388 |
1.1292 |
|
| R1 |
1.1332 |
1.1332 |
1.1284 |
1.1318 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1297 |
| S1 |
1.1249 |
1.1249 |
1.1269 |
1.1235 |
| S2 |
1.1221 |
1.1221 |
1.1261 |
|
| S3 |
1.1137 |
1.1165 |
1.1254 |
|
| S4 |
1.1054 |
1.1082 |
1.1231 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1907 |
|
2.618 |
1.1712 |
|
1.618 |
1.1593 |
|
1.000 |
1.1519 |
|
0.618 |
1.1473 |
|
HIGH |
1.1400 |
|
0.618 |
1.1354 |
|
0.500 |
1.1340 |
|
0.382 |
1.1326 |
|
LOW |
1.1280 |
|
0.618 |
1.1206 |
|
1.000 |
1.1161 |
|
1.618 |
1.1087 |
|
2.618 |
1.0967 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1379 |
| PP |
1.1360 |
1.1358 |
| S1 |
1.1340 |
1.1337 |
|