CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.0992 |
-0.0028 |
-0.3% |
1.1050 |
| High |
1.1036 |
1.1022 |
-0.0014 |
-0.1% |
1.1163 |
| Low |
1.0987 |
1.0925 |
-0.0062 |
-0.6% |
1.0935 |
| Close |
1.0993 |
1.0936 |
-0.0057 |
-0.5% |
1.1010 |
| Range |
0.0049 |
0.0097 |
0.0048 |
98.0% |
0.0228 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
149 |
101 |
-48 |
-32.2% |
459 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1252 |
1.1191 |
1.0989 |
|
| R3 |
1.1155 |
1.1094 |
1.0963 |
|
| R2 |
1.1058 |
1.1058 |
1.0954 |
|
| R1 |
1.0997 |
1.0997 |
1.0945 |
1.0979 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0952 |
| S1 |
1.0900 |
1.0900 |
1.0927 |
1.0882 |
| S2 |
1.0864 |
1.0864 |
1.0918 |
|
| S3 |
1.0767 |
1.0803 |
1.0909 |
|
| S4 |
1.0670 |
1.0706 |
1.0883 |
|
|
| 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 |
1.1434 |
|
2.618 |
1.1276 |
|
1.618 |
1.1179 |
|
1.000 |
1.1119 |
|
0.618 |
1.1082 |
|
HIGH |
1.1022 |
|
0.618 |
1.0985 |
|
0.500 |
1.0974 |
|
0.382 |
1.0962 |
|
LOW |
1.0925 |
|
0.618 |
1.0865 |
|
1.000 |
1.0828 |
|
1.618 |
1.0768 |
|
2.618 |
1.0671 |
|
4.250 |
1.0513 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.1040 |
| PP |
1.0961 |
1.1005 |
| S1 |
1.0949 |
1.0971 |
|