CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1253 |
1.1253 |
0.0000 |
0.0% |
1.1266 |
| High |
1.1268 |
1.1254 |
-0.0014 |
-0.1% |
1.1475 |
| Low |
1.1222 |
1.1242 |
0.0020 |
0.2% |
1.1266 |
| Close |
1.1258 |
1.1254 |
-0.0004 |
0.0% |
1.1406 |
| Range |
0.0046 |
0.0012 |
-0.0034 |
-73.9% |
0.0209 |
| ATR |
|
|
|
|
|
| Volume |
68 |
30 |
-38 |
-55.9% |
173 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1286 |
1.1282 |
1.1261 |
|
| R3 |
1.1274 |
1.1270 |
1.1257 |
|
| R2 |
1.1262 |
1.1262 |
1.1256 |
|
| R1 |
1.1258 |
1.1258 |
1.1255 |
1.1260 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1251 |
| S1 |
1.1246 |
1.1246 |
1.1253 |
1.1248 |
| S2 |
1.1238 |
1.1238 |
1.1252 |
|
| S3 |
1.1226 |
1.1234 |
1.1251 |
|
| S4 |
1.1214 |
1.1222 |
1.1247 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1917 |
1.1521 |
|
| R3 |
1.1800 |
1.1708 |
1.1463 |
|
| R2 |
1.1591 |
1.1591 |
1.1444 |
|
| R1 |
1.1499 |
1.1499 |
1.1425 |
1.1545 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1406 |
| S1 |
1.1290 |
1.1290 |
1.1387 |
1.1336 |
| S2 |
1.1173 |
1.1173 |
1.1368 |
|
| S3 |
1.0964 |
1.1081 |
1.1349 |
|
| S4 |
1.0755 |
1.0872 |
1.1291 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1285 |
|
1.618 |
1.1273 |
|
1.000 |
1.1266 |
|
0.618 |
1.1261 |
|
HIGH |
1.1254 |
|
0.618 |
1.1249 |
|
0.500 |
1.1248 |
|
0.382 |
1.1247 |
|
LOW |
1.1242 |
|
0.618 |
1.1235 |
|
1.000 |
1.1230 |
|
1.618 |
1.1223 |
|
2.618 |
1.1211 |
|
4.250 |
1.1191 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1252 |
1.1280 |
| PP |
1.1250 |
1.1271 |
| S1 |
1.1248 |
1.1263 |
|