CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.0993 |
0.0021 |
0.2% |
1.1020 |
| High |
1.0980 |
1.1022 |
0.0042 |
0.4% |
1.1036 |
| Low |
1.0927 |
1.0908 |
-0.0019 |
-0.2% |
1.0893 |
| Close |
1.0966 |
1.1016 |
0.0050 |
0.5% |
1.1016 |
| Range |
0.0053 |
0.0114 |
0.0061 |
115.1% |
0.0143 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.3% |
0.0000 |
| Volume |
142 |
55 |
-87 |
-61.3% |
646 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1284 |
1.1079 |
|
| R3 |
1.1210 |
1.1170 |
1.1047 |
|
| R2 |
1.1096 |
1.1096 |
1.1037 |
|
| R1 |
1.1056 |
1.1056 |
1.1026 |
1.1076 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0992 |
| S1 |
1.0942 |
1.0942 |
1.1006 |
1.0962 |
| S2 |
1.0868 |
1.0868 |
1.0995 |
|
| S3 |
1.0754 |
1.0828 |
1.0985 |
|
| S4 |
1.0640 |
1.0714 |
1.0953 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1356 |
1.1095 |
|
| R3 |
1.1268 |
1.1213 |
1.1055 |
|
| R2 |
1.1125 |
1.1125 |
1.1042 |
|
| R1 |
1.1070 |
1.1070 |
1.1029 |
1.1026 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0960 |
| S1 |
1.0927 |
1.0927 |
1.1003 |
1.0883 |
| S2 |
1.0839 |
1.0839 |
1.0990 |
|
| S3 |
1.0696 |
1.0784 |
1.0977 |
|
| S4 |
1.0553 |
1.0641 |
1.0937 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1507 |
|
2.618 |
1.1320 |
|
1.618 |
1.1206 |
|
1.000 |
1.1136 |
|
0.618 |
1.1092 |
|
HIGH |
1.1022 |
|
0.618 |
1.0978 |
|
0.500 |
1.0965 |
|
0.382 |
1.0952 |
|
LOW |
1.0908 |
|
0.618 |
1.0838 |
|
1.000 |
1.0794 |
|
1.618 |
1.0724 |
|
2.618 |
1.0610 |
|
4.250 |
1.0424 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.0997 |
| PP |
1.0982 |
1.0977 |
| S1 |
1.0965 |
1.0958 |
|