CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1049 |
1.1249 |
0.0200 |
1.8% |
1.1443 |
| High |
1.1311 |
1.1249 |
-0.0062 |
-0.5% |
1.1443 |
| Low |
1.1049 |
1.1185 |
0.0136 |
1.2% |
1.1184 |
| Close |
1.1305 |
1.1196 |
-0.0109 |
-1.0% |
1.1212 |
| Range |
0.0262 |
0.0064 |
-0.0198 |
-75.6% |
0.0259 |
| ATR |
0.0085 |
0.0088 |
0.0002 |
2.9% |
0.0000 |
| Volume |
24 |
9 |
-15 |
-62.5% |
158 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1402 |
1.1363 |
1.1231 |
|
| R3 |
1.1338 |
1.1299 |
1.1214 |
|
| R2 |
1.1274 |
1.1274 |
1.1208 |
|
| R1 |
1.1235 |
1.1235 |
1.1202 |
1.1223 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1204 |
| S1 |
1.1171 |
1.1171 |
1.1190 |
1.1159 |
| S2 |
1.1146 |
1.1146 |
1.1184 |
|
| S3 |
1.1082 |
1.1107 |
1.1178 |
|
| S4 |
1.1018 |
1.1043 |
1.1161 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.1893 |
1.1354 |
|
| R3 |
1.1798 |
1.1634 |
1.1283 |
|
| R2 |
1.1539 |
1.1539 |
1.1259 |
|
| R1 |
1.1375 |
1.1375 |
1.1236 |
1.1328 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1256 |
| S1 |
1.1116 |
1.1116 |
1.1188 |
1.1069 |
| S2 |
1.1021 |
1.1021 |
1.1165 |
|
| S3 |
1.0762 |
1.0857 |
1.1141 |
|
| S4 |
1.0503 |
1.0598 |
1.1070 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1521 |
|
2.618 |
1.1417 |
|
1.618 |
1.1353 |
|
1.000 |
1.1313 |
|
0.618 |
1.1289 |
|
HIGH |
1.1249 |
|
0.618 |
1.1225 |
|
0.500 |
1.1217 |
|
0.382 |
1.1209 |
|
LOW |
1.1185 |
|
0.618 |
1.1145 |
|
1.000 |
1.1121 |
|
1.618 |
1.1081 |
|
2.618 |
1.1017 |
|
4.250 |
1.0913 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1217 |
1.1191 |
| PP |
1.1210 |
1.1185 |
| S1 |
1.1203 |
1.1180 |
|