CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0983 |
1.1020 |
0.0037 |
0.3% |
1.1050 |
| High |
1.1154 |
1.1036 |
-0.0118 |
-1.1% |
1.1163 |
| Low |
1.0966 |
1.0987 |
0.0021 |
0.2% |
1.0935 |
| Close |
1.1010 |
1.0993 |
-0.0017 |
-0.2% |
1.1010 |
| Range |
0.0188 |
0.0049 |
-0.0139 |
-73.9% |
0.0228 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
85 |
149 |
64 |
75.3% |
459 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1122 |
1.1020 |
|
| R3 |
1.1103 |
1.1073 |
1.1006 |
|
| R2 |
1.1054 |
1.1054 |
1.1002 |
|
| R1 |
1.1024 |
1.1024 |
1.0997 |
1.1015 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.1001 |
| S1 |
1.0975 |
1.0975 |
1.0989 |
1.0966 |
| S2 |
1.0956 |
1.0956 |
1.0984 |
|
| S3 |
1.0907 |
1.0926 |
1.0980 |
|
| S4 |
1.0858 |
1.0877 |
1.0966 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1593 |
1.1135 |
|
| R3 |
1.1492 |
1.1365 |
1.1073 |
|
| R2 |
1.1264 |
1.1264 |
1.1052 |
|
| R1 |
1.1137 |
1.1137 |
1.1031 |
1.1087 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1011 |
| S1 |
1.0909 |
1.0909 |
1.0989 |
1.0859 |
| S2 |
1.0808 |
1.0808 |
1.0968 |
|
| S3 |
1.0580 |
1.0681 |
1.0947 |
|
| S4 |
1.0352 |
1.0453 |
1.0885 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1164 |
|
1.618 |
1.1115 |
|
1.000 |
1.1085 |
|
0.618 |
1.1066 |
|
HIGH |
1.1036 |
|
0.618 |
1.1017 |
|
0.500 |
1.1012 |
|
0.382 |
1.1006 |
|
LOW |
1.0987 |
|
0.618 |
1.0957 |
|
1.000 |
1.0938 |
|
1.618 |
1.0908 |
|
2.618 |
1.0859 |
|
4.250 |
1.0779 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1012 |
1.1045 |
| PP |
1.1005 |
1.1027 |
| S1 |
1.0999 |
1.1010 |
|