CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1004 |
1.0965 |
-0.0039 |
-0.4% |
1.1051 |
| High |
1.1077 |
1.1003 |
-0.0074 |
-0.7% |
1.1241 |
| Low |
1.0972 |
1.0905 |
-0.0067 |
-0.6% |
1.0968 |
| Close |
1.0995 |
1.0922 |
-0.0073 |
-0.7% |
1.1176 |
| Range |
0.0105 |
0.0098 |
-0.0007 |
-6.7% |
0.0273 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
13 |
73 |
60 |
461.5% |
496 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1178 |
1.0976 |
|
| R3 |
1.1139 |
1.1080 |
1.0949 |
|
| R2 |
1.1041 |
1.1041 |
1.0940 |
|
| R1 |
1.0982 |
1.0982 |
1.0931 |
1.0963 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0934 |
| S1 |
1.0884 |
1.0884 |
1.0913 |
1.0865 |
| S2 |
1.0845 |
1.0845 |
1.0904 |
|
| S3 |
1.0747 |
1.0786 |
1.0895 |
|
| S4 |
1.0649 |
1.0688 |
1.0868 |
|
|
| 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 |
1.1420 |
|
2.618 |
1.1260 |
|
1.618 |
1.1162 |
|
1.000 |
1.1101 |
|
0.618 |
1.1064 |
|
HIGH |
1.1003 |
|
0.618 |
1.0966 |
|
0.500 |
1.0954 |
|
0.382 |
1.0942 |
|
LOW |
1.0905 |
|
0.618 |
1.0844 |
|
1.000 |
1.0807 |
|
1.618 |
1.0746 |
|
2.618 |
1.0648 |
|
4.250 |
1.0489 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0954 |
1.1011 |
| PP |
1.0943 |
1.0981 |
| S1 |
1.0933 |
1.0952 |
|