CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1028 |
0.0026 |
0.2% |
1.1020 |
| High |
1.1081 |
1.1127 |
0.0046 |
0.4% |
1.1036 |
| Low |
1.0973 |
1.1008 |
0.0035 |
0.3% |
1.0893 |
| Close |
1.1064 |
1.1074 |
0.0010 |
0.1% |
1.1016 |
| Range |
0.0108 |
0.0119 |
0.0011 |
10.2% |
0.0143 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.5% |
0.0000 |
| Volume |
123 |
99 |
-24 |
-19.5% |
646 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1427 |
1.1369 |
1.1139 |
|
| R3 |
1.1308 |
1.1250 |
1.1107 |
|
| R2 |
1.1189 |
1.1189 |
1.1096 |
|
| R1 |
1.1131 |
1.1131 |
1.1085 |
1.1160 |
| PP |
1.1070 |
1.1070 |
1.1070 |
1.1084 |
| S1 |
1.1012 |
1.1012 |
1.1063 |
1.1041 |
| S2 |
1.0951 |
1.0951 |
1.1052 |
|
| S3 |
1.0832 |
1.0893 |
1.1041 |
|
| S4 |
1.0713 |
1.0774 |
1.1009 |
|
|
| 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 |
1.1633 |
|
2.618 |
1.1439 |
|
1.618 |
1.1320 |
|
1.000 |
1.1246 |
|
0.618 |
1.1201 |
|
HIGH |
1.1127 |
|
0.618 |
1.1082 |
|
0.500 |
1.1068 |
|
0.382 |
1.1053 |
|
LOW |
1.1008 |
|
0.618 |
1.0934 |
|
1.000 |
1.0889 |
|
1.618 |
1.0815 |
|
2.618 |
1.0696 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1055 |
| PP |
1.1070 |
1.1036 |
| S1 |
1.1068 |
1.1018 |
|