CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1096 |
1.1166 |
0.0070 |
0.6% |
1.1051 |
| High |
1.1096 |
1.1241 |
0.0145 |
1.3% |
1.1241 |
| Low |
1.1046 |
1.1166 |
0.0120 |
1.1% |
1.0968 |
| Close |
1.1060 |
1.1176 |
0.0116 |
1.0% |
1.1176 |
| Range |
0.0050 |
0.0075 |
0.0025 |
50.0% |
0.0273 |
| ATR |
0.0088 |
0.0095 |
0.0007 |
7.5% |
0.0000 |
| Volume |
33 |
245 |
212 |
642.4% |
496 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1373 |
1.1217 |
|
| R3 |
1.1344 |
1.1298 |
1.1197 |
|
| R2 |
1.1269 |
1.1269 |
1.1190 |
|
| R1 |
1.1223 |
1.1223 |
1.1183 |
1.1246 |
| PP |
1.1194 |
1.1194 |
1.1194 |
1.1206 |
| S1 |
1.1148 |
1.1148 |
1.1169 |
1.1171 |
| S2 |
1.1119 |
1.1119 |
1.1162 |
|
| S3 |
1.1044 |
1.1073 |
1.1155 |
|
| S4 |
1.0969 |
1.0998 |
1.1135 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1835 |
1.1326 |
|
| R3 |
1.1674 |
1.1562 |
1.1251 |
|
| R2 |
1.1401 |
1.1401 |
1.1226 |
|
| R1 |
1.1289 |
1.1289 |
1.1201 |
1.1345 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1157 |
| S1 |
1.1016 |
1.1016 |
1.1151 |
1.1072 |
| S2 |
1.0855 |
1.0855 |
1.1126 |
|
| S3 |
1.0582 |
1.0743 |
1.1101 |
|
| S4 |
1.0309 |
1.0470 |
1.1026 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1437 |
|
1.618 |
1.1362 |
|
1.000 |
1.1316 |
|
0.618 |
1.1287 |
|
HIGH |
1.1241 |
|
0.618 |
1.1212 |
|
0.500 |
1.1204 |
|
0.382 |
1.1195 |
|
LOW |
1.1166 |
|
0.618 |
1.1120 |
|
1.000 |
1.1091 |
|
1.618 |
1.1045 |
|
2.618 |
1.0970 |
|
4.250 |
1.0847 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1204 |
1.1165 |
| PP |
1.1194 |
1.1154 |
| S1 |
1.1185 |
1.1144 |
|