CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.1050 |
-0.0001 |
0.0% |
1.1049 |
| High |
1.1163 |
1.1101 |
-0.0062 |
-0.6% |
1.1311 |
| Low |
1.1044 |
1.0968 |
-0.0076 |
-0.7% |
1.1049 |
| Close |
1.1098 |
1.1025 |
-0.0073 |
-0.7% |
1.1136 |
| Range |
0.0119 |
0.0133 |
0.0014 |
11.8% |
0.0262 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.7% |
0.0000 |
| Volume |
108 |
59 |
-49 |
-45.4% |
42 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1361 |
1.1098 |
|
| R3 |
1.1297 |
1.1228 |
1.1062 |
|
| R2 |
1.1164 |
1.1164 |
1.1049 |
|
| R1 |
1.1095 |
1.1095 |
1.1037 |
1.1063 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1016 |
| S1 |
1.0962 |
1.0962 |
1.1013 |
1.0930 |
| S2 |
1.0898 |
1.0898 |
1.1001 |
|
| S3 |
1.0765 |
1.0829 |
1.0988 |
|
| S4 |
1.0632 |
1.0696 |
1.0952 |
|
|
| 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 |
1.1666 |
|
2.618 |
1.1449 |
|
1.618 |
1.1316 |
|
1.000 |
1.1234 |
|
0.618 |
1.1183 |
|
HIGH |
1.1101 |
|
0.618 |
1.1050 |
|
0.500 |
1.1035 |
|
0.382 |
1.1019 |
|
LOW |
1.0968 |
|
0.618 |
1.0886 |
|
1.000 |
1.0835 |
|
1.618 |
1.0753 |
|
2.618 |
1.0620 |
|
4.250 |
1.0403 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.1066 |
| PP |
1.1031 |
1.1052 |
| S1 |
1.1028 |
1.1039 |
|