CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0992 |
1.0932 |
-0.0060 |
-0.5% |
1.1050 |
| High |
1.1022 |
1.0960 |
-0.0062 |
-0.6% |
1.1163 |
| Low |
1.0925 |
1.0893 |
-0.0032 |
-0.3% |
1.0935 |
| Close |
1.0936 |
1.0941 |
0.0005 |
0.0% |
1.1010 |
| Range |
0.0097 |
0.0067 |
-0.0030 |
-30.9% |
0.0228 |
| ATR |
0.0102 |
0.0099 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
101 |
199 |
98 |
97.0% |
459 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1104 |
1.0978 |
|
| R3 |
1.1065 |
1.1037 |
1.0959 |
|
| R2 |
1.0998 |
1.0998 |
1.0953 |
|
| R1 |
1.0970 |
1.0970 |
1.0947 |
1.0984 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0939 |
| S1 |
1.0903 |
1.0903 |
1.0935 |
1.0917 |
| S2 |
1.0864 |
1.0864 |
1.0929 |
|
| S3 |
1.0797 |
1.0836 |
1.0923 |
|
| S4 |
1.0730 |
1.0769 |
1.0904 |
|
|
| 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 |
1.1245 |
|
2.618 |
1.1135 |
|
1.618 |
1.1068 |
|
1.000 |
1.1027 |
|
0.618 |
1.1001 |
|
HIGH |
1.0960 |
|
0.618 |
1.0934 |
|
0.500 |
1.0927 |
|
0.382 |
1.0919 |
|
LOW |
1.0893 |
|
0.618 |
1.0852 |
|
1.000 |
1.0826 |
|
1.618 |
1.0785 |
|
2.618 |
1.0718 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0965 |
| PP |
1.0931 |
1.0957 |
| S1 |
1.0927 |
1.0949 |
|