CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1109 |
1.1033 |
-0.0076 |
-0.7% |
1.0881 |
| High |
1.1123 |
1.1033 |
-0.0090 |
-0.8% |
1.1059 |
| Low |
1.1023 |
1.0935 |
-0.0088 |
-0.8% |
1.0860 |
| Close |
1.1054 |
1.0963 |
-0.0091 |
-0.8% |
1.1028 |
| Range |
0.0100 |
0.0098 |
-0.0002 |
-2.0% |
0.0199 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.5% |
0.0000 |
| Volume |
119 |
183 |
64 |
53.8% |
223 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1215 |
1.1017 |
|
| R3 |
1.1173 |
1.1117 |
1.0990 |
|
| R2 |
1.1075 |
1.1075 |
1.0981 |
|
| R1 |
1.1019 |
1.1019 |
1.0972 |
1.0998 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0967 |
| S1 |
1.0921 |
1.0921 |
1.0954 |
1.0900 |
| S2 |
1.0879 |
1.0879 |
1.0945 |
|
| S3 |
1.0781 |
1.0823 |
1.0936 |
|
| S4 |
1.0683 |
1.0725 |
1.0909 |
|
|
| 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 |
1.1450 |
|
2.618 |
1.1290 |
|
1.618 |
1.1192 |
|
1.000 |
1.1131 |
|
0.618 |
1.1094 |
|
HIGH |
1.1033 |
|
0.618 |
1.0996 |
|
0.500 |
1.0984 |
|
0.382 |
1.0972 |
|
LOW |
1.0935 |
|
0.618 |
1.0874 |
|
1.000 |
1.0837 |
|
1.618 |
1.0776 |
|
2.618 |
1.0678 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.1029 |
| PP |
1.0977 |
1.1007 |
| S1 |
1.0970 |
1.0985 |
|