CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1168 |
1.1110 |
-0.0058 |
-0.5% |
1.1443 |
| High |
1.1168 |
1.1145 |
-0.0023 |
-0.2% |
1.1443 |
| Low |
1.1100 |
1.1110 |
0.0010 |
0.1% |
1.1184 |
| Close |
1.1100 |
1.1136 |
0.0036 |
0.3% |
1.1212 |
| Range |
0.0068 |
0.0035 |
-0.0033 |
-48.5% |
0.0259 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
7 |
2 |
-5 |
-71.4% |
158 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1221 |
1.1155 |
|
| R3 |
1.1200 |
1.1186 |
1.1146 |
|
| R2 |
1.1165 |
1.1165 |
1.1142 |
|
| R1 |
1.1151 |
1.1151 |
1.1139 |
1.1158 |
| PP |
1.1130 |
1.1130 |
1.1130 |
1.1134 |
| S1 |
1.1116 |
1.1116 |
1.1133 |
1.1123 |
| S2 |
1.1095 |
1.1095 |
1.1130 |
|
| S3 |
1.1060 |
1.1081 |
1.1126 |
|
| S4 |
1.1025 |
1.1046 |
1.1117 |
|
|
| 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 |
1.1294 |
|
2.618 |
1.1237 |
|
1.618 |
1.1202 |
|
1.000 |
1.1180 |
|
0.618 |
1.1167 |
|
HIGH |
1.1145 |
|
0.618 |
1.1132 |
|
0.500 |
1.1128 |
|
0.382 |
1.1123 |
|
LOW |
1.1110 |
|
0.618 |
1.1088 |
|
1.000 |
1.1075 |
|
1.618 |
1.1053 |
|
2.618 |
1.1018 |
|
4.250 |
1.0961 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1175 |
| PP |
1.1130 |
1.1162 |
| S1 |
1.1128 |
1.1149 |
|