CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.1002 |
0.0009 |
0.1% |
1.1020 |
| High |
1.1022 |
1.1081 |
0.0059 |
0.5% |
1.1036 |
| Low |
1.0908 |
1.0973 |
0.0065 |
0.6% |
1.0893 |
| Close |
1.1016 |
1.1064 |
0.0048 |
0.4% |
1.1016 |
| Range |
0.0114 |
0.0108 |
-0.0006 |
-5.3% |
0.0143 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.8% |
0.0000 |
| Volume |
55 |
123 |
68 |
123.6% |
646 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1322 |
1.1123 |
|
| R3 |
1.1255 |
1.1214 |
1.1094 |
|
| R2 |
1.1147 |
1.1147 |
1.1084 |
|
| R1 |
1.1106 |
1.1106 |
1.1074 |
1.1127 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1050 |
| S1 |
1.0998 |
1.0998 |
1.1054 |
1.1019 |
| S2 |
1.0931 |
1.0931 |
1.1044 |
|
| S3 |
1.0823 |
1.0890 |
1.1034 |
|
| S4 |
1.0715 |
1.0782 |
1.1005 |
|
|
| 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 |
1.1540 |
|
2.618 |
1.1364 |
|
1.618 |
1.1256 |
|
1.000 |
1.1189 |
|
0.618 |
1.1148 |
|
HIGH |
1.1081 |
|
0.618 |
1.1040 |
|
0.500 |
1.1027 |
|
0.382 |
1.1014 |
|
LOW |
1.0973 |
|
0.618 |
1.0906 |
|
1.000 |
1.0865 |
|
1.618 |
1.0798 |
|
2.618 |
1.0690 |
|
4.250 |
1.0514 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1052 |
1.1041 |
| PP |
1.1039 |
1.1018 |
| S1 |
1.1027 |
1.0995 |
|