CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.1050 |
0.0051 |
0.5% |
1.0881 |
| High |
1.1033 |
1.1163 |
0.0130 |
1.2% |
1.1059 |
| Low |
1.0973 |
1.1025 |
0.0052 |
0.5% |
1.0860 |
| Close |
1.1028 |
1.1144 |
0.0116 |
1.1% |
1.1028 |
| Range |
0.0060 |
0.0138 |
0.0078 |
130.0% |
0.0199 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.0% |
0.0000 |
| Volume |
17 |
26 |
9 |
52.9% |
223 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1472 |
1.1220 |
|
| R3 |
1.1387 |
1.1334 |
1.1182 |
|
| R2 |
1.1249 |
1.1249 |
1.1169 |
|
| R1 |
1.1196 |
1.1196 |
1.1157 |
1.1223 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1124 |
| S1 |
1.1058 |
1.1058 |
1.1131 |
1.1085 |
| S2 |
1.0973 |
1.0973 |
1.1119 |
|
| S3 |
1.0835 |
1.0920 |
1.1106 |
|
| S4 |
1.0697 |
1.0782 |
1.1068 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1503 |
1.1137 |
|
| R3 |
1.1380 |
1.1304 |
1.1083 |
|
| R2 |
1.1181 |
1.1181 |
1.1064 |
|
| R1 |
1.1105 |
1.1105 |
1.1046 |
1.1143 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.1002 |
| S1 |
1.0906 |
1.0906 |
1.1010 |
1.0944 |
| S2 |
1.0783 |
1.0783 |
1.0992 |
|
| S3 |
1.0584 |
1.0707 |
1.0973 |
|
| S4 |
1.0385 |
1.0508 |
1.0919 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1750 |
|
2.618 |
1.1524 |
|
1.618 |
1.1386 |
|
1.000 |
1.1301 |
|
0.618 |
1.1248 |
|
HIGH |
1.1163 |
|
0.618 |
1.1110 |
|
0.500 |
1.1094 |
|
0.382 |
1.1078 |
|
LOW |
1.1025 |
|
0.618 |
1.0940 |
|
1.000 |
1.0887 |
|
1.618 |
1.0802 |
|
2.618 |
1.0664 |
|
4.250 |
1.0439 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1127 |
1.1119 |
| PP |
1.1111 |
1.1093 |
| S1 |
1.1094 |
1.1068 |
|