CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1249 |
1.1168 |
-0.0081 |
-0.7% |
1.1443 |
| High |
1.1249 |
1.1168 |
-0.0081 |
-0.7% |
1.1443 |
| Low |
1.1185 |
1.1100 |
-0.0085 |
-0.8% |
1.1184 |
| Close |
1.1196 |
1.1100 |
-0.0096 |
-0.9% |
1.1212 |
| Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0259 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
0.7% |
0.0000 |
| Volume |
9 |
7 |
-2 |
-22.2% |
158 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1281 |
1.1137 |
|
| R3 |
1.1259 |
1.1213 |
1.1119 |
|
| R2 |
1.1191 |
1.1191 |
1.1112 |
|
| R1 |
1.1145 |
1.1145 |
1.1106 |
1.1134 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1117 |
| S1 |
1.1077 |
1.1077 |
1.1094 |
1.1066 |
| S2 |
1.1055 |
1.1055 |
1.1088 |
|
| S3 |
1.0987 |
1.1009 |
1.1081 |
|
| S4 |
1.0919 |
1.0941 |
1.1063 |
|
|
| 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 |
1.1457 |
|
2.618 |
1.1346 |
|
1.618 |
1.1278 |
|
1.000 |
1.1236 |
|
0.618 |
1.1210 |
|
HIGH |
1.1168 |
|
0.618 |
1.1142 |
|
0.500 |
1.1134 |
|
0.382 |
1.1126 |
|
LOW |
1.1100 |
|
0.618 |
1.1058 |
|
1.000 |
1.1032 |
|
1.618 |
1.0990 |
|
2.618 |
1.0922 |
|
4.250 |
1.0811 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1134 |
1.1180 |
| PP |
1.1123 |
1.1153 |
| S1 |
1.1111 |
1.1127 |
|