CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1253 |
-0.0099 |
-0.9% |
1.1266 |
| High |
1.1352 |
1.1268 |
-0.0084 |
-0.7% |
1.1475 |
| Low |
1.1208 |
1.1222 |
0.0014 |
0.1% |
1.1266 |
| Close |
1.1220 |
1.1258 |
0.0038 |
0.3% |
1.1406 |
| Range |
0.0144 |
0.0046 |
-0.0098 |
-68.1% |
0.0209 |
| ATR |
|
|
|
|
|
| Volume |
7 |
68 |
61 |
871.4% |
173 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1369 |
1.1283 |
|
| R3 |
1.1341 |
1.1323 |
1.1271 |
|
| R2 |
1.1295 |
1.1295 |
1.1266 |
|
| R1 |
1.1277 |
1.1277 |
1.1262 |
1.1286 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1254 |
| S1 |
1.1231 |
1.1231 |
1.1254 |
1.1240 |
| S2 |
1.1203 |
1.1203 |
1.1250 |
|
| S3 |
1.1157 |
1.1185 |
1.1245 |
|
| S4 |
1.1111 |
1.1139 |
1.1233 |
|
|
| 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 |
1.1464 |
|
2.618 |
1.1388 |
|
1.618 |
1.1342 |
|
1.000 |
1.1314 |
|
0.618 |
1.1296 |
|
HIGH |
1.1268 |
|
0.618 |
1.1250 |
|
0.500 |
1.1245 |
|
0.382 |
1.1240 |
|
LOW |
1.1222 |
|
0.618 |
1.1194 |
|
1.000 |
1.1176 |
|
1.618 |
1.1148 |
|
2.618 |
1.1102 |
|
4.250 |
1.1027 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1326 |
| PP |
1.1249 |
1.1303 |
| S1 |
1.1245 |
1.1281 |
|