CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1443 |
1.1352 |
-0.0091 |
-0.8% |
1.1266 |
| High |
1.1443 |
1.1352 |
-0.0091 |
-0.8% |
1.1475 |
| Low |
1.1390 |
1.1208 |
-0.0182 |
-1.6% |
1.1266 |
| Close |
1.1390 |
1.1220 |
-0.0170 |
-1.5% |
1.1406 |
| Range |
0.0053 |
0.0144 |
0.0091 |
171.7% |
0.0209 |
| ATR |
|
|
|
|
|
| Volume |
6 |
7 |
1 |
16.7% |
173 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1692 |
1.1600 |
1.1299 |
|
| R3 |
1.1548 |
1.1456 |
1.1260 |
|
| R2 |
1.1404 |
1.1404 |
1.1246 |
|
| R1 |
1.1312 |
1.1312 |
1.1233 |
1.1286 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1247 |
| S1 |
1.1168 |
1.1168 |
1.1207 |
1.1142 |
| S2 |
1.1116 |
1.1116 |
1.1194 |
|
| S3 |
1.0972 |
1.1024 |
1.1180 |
|
| S4 |
1.0828 |
1.0880 |
1.1141 |
|
|
| 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 |
1.1964 |
|
2.618 |
1.1729 |
|
1.618 |
1.1585 |
|
1.000 |
1.1496 |
|
0.618 |
1.1441 |
|
HIGH |
1.1352 |
|
0.618 |
1.1297 |
|
0.500 |
1.1280 |
|
0.382 |
1.1263 |
|
LOW |
1.1208 |
|
0.618 |
1.1119 |
|
1.000 |
1.1064 |
|
1.618 |
1.0975 |
|
2.618 |
1.0831 |
|
4.250 |
1.0596 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1280 |
1.1333 |
| PP |
1.1260 |
1.1295 |
| S1 |
1.1240 |
1.1258 |
|