CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.0908 |
-0.0057 |
-0.5% |
1.1169 |
| High |
1.1003 |
1.0946 |
-0.0057 |
-0.5% |
1.1240 |
| Low |
1.0905 |
1.0878 |
-0.0027 |
-0.2% |
1.0878 |
| Close |
1.0922 |
1.0895 |
-0.0027 |
-0.2% |
1.0895 |
| Range |
0.0098 |
0.0068 |
-0.0030 |
-30.6% |
0.0362 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
73 |
3 |
-70 |
-95.9% |
175 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1071 |
1.0932 |
|
| R3 |
1.1042 |
1.1003 |
1.0914 |
|
| R2 |
1.0974 |
1.0974 |
1.0907 |
|
| R1 |
1.0935 |
1.0935 |
1.0901 |
1.0921 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0899 |
| S1 |
1.0867 |
1.0867 |
1.0889 |
1.0853 |
| S2 |
1.0838 |
1.0838 |
1.0883 |
|
| S3 |
1.0770 |
1.0799 |
1.0876 |
|
| S4 |
1.0702 |
1.0731 |
1.0858 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2090 |
1.1855 |
1.1094 |
|
| R3 |
1.1728 |
1.1493 |
1.0995 |
|
| R2 |
1.1366 |
1.1366 |
1.0961 |
|
| R1 |
1.1131 |
1.1131 |
1.0928 |
1.1068 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.0973 |
| S1 |
1.0769 |
1.0769 |
1.0862 |
1.0706 |
| S2 |
1.0642 |
1.0642 |
1.0829 |
|
| S3 |
1.0280 |
1.0407 |
1.0795 |
|
| S4 |
0.9918 |
1.0045 |
1.0696 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1124 |
|
1.618 |
1.1056 |
|
1.000 |
1.1014 |
|
0.618 |
1.0988 |
|
HIGH |
1.0946 |
|
0.618 |
1.0920 |
|
0.500 |
1.0912 |
|
0.382 |
1.0904 |
|
LOW |
1.0878 |
|
0.618 |
1.0836 |
|
1.000 |
1.0810 |
|
1.618 |
1.0768 |
|
2.618 |
1.0700 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0978 |
| PP |
1.0906 |
1.0950 |
| S1 |
1.0901 |
1.0923 |
|