CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0881 |
-0.0027 |
-0.2% |
1.1169 |
| High |
1.0946 |
1.0911 |
-0.0035 |
-0.3% |
1.1240 |
| Low |
1.0878 |
1.0863 |
-0.0015 |
-0.1% |
1.0878 |
| Close |
1.0895 |
1.0877 |
-0.0018 |
-0.2% |
1.0895 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0362 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
3 |
51 |
48 |
1,600.0% |
175 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1000 |
1.0903 |
|
| R3 |
1.0980 |
1.0952 |
1.0890 |
|
| R2 |
1.0932 |
1.0932 |
1.0886 |
|
| R1 |
1.0904 |
1.0904 |
1.0881 |
1.0894 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0879 |
| S1 |
1.0856 |
1.0856 |
1.0873 |
1.0846 |
| S2 |
1.0836 |
1.0836 |
1.0868 |
|
| S3 |
1.0788 |
1.0808 |
1.0864 |
|
| S4 |
1.0740 |
1.0760 |
1.0851 |
|
|
| 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 |
1.1115 |
|
2.618 |
1.1037 |
|
1.618 |
1.0989 |
|
1.000 |
1.0959 |
|
0.618 |
1.0941 |
|
HIGH |
1.0911 |
|
0.618 |
1.0893 |
|
0.500 |
1.0887 |
|
0.382 |
1.0881 |
|
LOW |
1.0863 |
|
0.618 |
1.0833 |
|
1.000 |
1.0815 |
|
1.618 |
1.0785 |
|
2.618 |
1.0737 |
|
4.250 |
1.0659 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0887 |
1.0933 |
| PP |
1.0884 |
1.0914 |
| S1 |
1.0880 |
1.0896 |
|