CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0881 |
1.0871 |
-0.0010 |
-0.1% |
1.1169 |
| High |
1.0911 |
1.1007 |
0.0096 |
0.9% |
1.1240 |
| Low |
1.0863 |
1.0860 |
-0.0003 |
0.0% |
1.0878 |
| Close |
1.0877 |
1.0989 |
0.0112 |
1.0% |
1.0895 |
| Range |
0.0048 |
0.0147 |
0.0099 |
206.3% |
0.0362 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
3.8% |
0.0000 |
| Volume |
51 |
48 |
-3 |
-5.9% |
175 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1338 |
1.1070 |
|
| R3 |
1.1246 |
1.1191 |
1.1029 |
|
| R2 |
1.1099 |
1.1099 |
1.1016 |
|
| R1 |
1.1044 |
1.1044 |
1.1002 |
1.1072 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0966 |
| S1 |
1.0897 |
1.0897 |
1.0976 |
1.0925 |
| S2 |
1.0805 |
1.0805 |
1.0962 |
|
| S3 |
1.0658 |
1.0750 |
1.0949 |
|
| S4 |
1.0511 |
1.0603 |
1.0908 |
|
|
| 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 |
1.1632 |
|
2.618 |
1.1392 |
|
1.618 |
1.1245 |
|
1.000 |
1.1154 |
|
0.618 |
1.1098 |
|
HIGH |
1.1007 |
|
0.618 |
1.0951 |
|
0.500 |
1.0934 |
|
0.382 |
1.0916 |
|
LOW |
1.0860 |
|
0.618 |
1.0769 |
|
1.000 |
1.0713 |
|
1.618 |
1.0622 |
|
2.618 |
1.0475 |
|
4.250 |
1.0235 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0971 |
1.0971 |
| PP |
1.0952 |
1.0952 |
| S1 |
1.0934 |
1.0934 |
|