CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1086 |
1.1109 |
0.0023 |
0.2% |
1.0881 |
| High |
1.1102 |
1.1123 |
0.0021 |
0.2% |
1.1059 |
| Low |
1.1076 |
1.1023 |
-0.0053 |
-0.5% |
1.0860 |
| Close |
1.1087 |
1.1054 |
-0.0033 |
-0.3% |
1.1028 |
| Range |
0.0026 |
0.0100 |
0.0074 |
284.6% |
0.0199 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.1% |
0.0000 |
| Volume |
46 |
119 |
73 |
158.7% |
223 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1367 |
1.1310 |
1.1109 |
|
| R3 |
1.1267 |
1.1210 |
1.1082 |
|
| R2 |
1.1167 |
1.1167 |
1.1072 |
|
| R1 |
1.1110 |
1.1110 |
1.1063 |
1.1089 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1056 |
| S1 |
1.1010 |
1.1010 |
1.1045 |
1.0989 |
| S2 |
1.0967 |
1.0967 |
1.1036 |
|
| S3 |
1.0867 |
1.0910 |
1.1027 |
|
| S4 |
1.0767 |
1.0810 |
1.0999 |
|
|
| 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 |
1.1548 |
|
2.618 |
1.1385 |
|
1.618 |
1.1285 |
|
1.000 |
1.1223 |
|
0.618 |
1.1185 |
|
HIGH |
1.1123 |
|
0.618 |
1.1085 |
|
0.500 |
1.1073 |
|
0.382 |
1.1061 |
|
LOW |
1.1023 |
|
0.618 |
1.0961 |
|
1.000 |
1.0923 |
|
1.618 |
1.0861 |
|
2.618 |
1.0761 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1073 |
1.1093 |
| PP |
1.1067 |
1.1080 |
| S1 |
1.1060 |
1.1067 |
|