CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1110 |
1.1051 |
-0.0059 |
-0.5% |
1.1049 |
| High |
1.1145 |
1.1163 |
0.0018 |
0.2% |
1.1311 |
| Low |
1.1110 |
1.1044 |
-0.0066 |
-0.6% |
1.1049 |
| Close |
1.1136 |
1.1098 |
-0.0038 |
-0.3% |
1.1136 |
| Range |
0.0035 |
0.0119 |
0.0084 |
240.0% |
0.0262 |
| ATR |
0.0085 |
0.0088 |
0.0002 |
2.8% |
0.0000 |
| Volume |
2 |
108 |
106 |
5,300.0% |
42 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1459 |
1.1397 |
1.1163 |
|
| R3 |
1.1340 |
1.1278 |
1.1131 |
|
| R2 |
1.1221 |
1.1221 |
1.1120 |
|
| R1 |
1.1159 |
1.1159 |
1.1109 |
1.1190 |
| PP |
1.1102 |
1.1102 |
1.1102 |
1.1117 |
| S1 |
1.1040 |
1.1040 |
1.1087 |
1.1071 |
| S2 |
1.0983 |
1.0983 |
1.1076 |
|
| S3 |
1.0864 |
1.0921 |
1.1065 |
|
| S4 |
1.0745 |
1.0802 |
1.1033 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1951 |
1.1806 |
1.1280 |
|
| R3 |
1.1689 |
1.1544 |
1.1208 |
|
| R2 |
1.1427 |
1.1427 |
1.1184 |
|
| R1 |
1.1282 |
1.1282 |
1.1160 |
1.1355 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1202 |
| S1 |
1.1020 |
1.1020 |
1.1112 |
1.1093 |
| S2 |
1.0903 |
1.0903 |
1.1088 |
|
| S3 |
1.0641 |
1.0758 |
1.1064 |
|
| S4 |
1.0379 |
1.0496 |
1.0992 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1475 |
|
1.618 |
1.1356 |
|
1.000 |
1.1282 |
|
0.618 |
1.1237 |
|
HIGH |
1.1163 |
|
0.618 |
1.1118 |
|
0.500 |
1.1104 |
|
0.382 |
1.1089 |
|
LOW |
1.1044 |
|
0.618 |
1.0970 |
|
1.000 |
1.0925 |
|
1.618 |
1.0851 |
|
2.618 |
1.0732 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1104 |
1.1106 |
| PP |
1.1102 |
1.1103 |
| S1 |
1.1100 |
1.1101 |
|