CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1229 |
1.1315 |
0.0086 |
0.8% |
1.1431 |
| High |
1.1298 |
1.1364 |
0.0066 |
0.6% |
1.1749 |
| Low |
1.1218 |
1.1256 |
0.0038 |
0.3% |
1.1196 |
| Close |
1.1277 |
1.1334 |
0.0057 |
0.5% |
1.1223 |
| Range |
0.0080 |
0.0108 |
0.0028 |
35.0% |
0.0553 |
| ATR |
0.0137 |
0.0135 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
23 |
61 |
38 |
165.2% |
966 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1596 |
1.1393 |
|
| R3 |
1.1534 |
1.1488 |
1.1364 |
|
| R2 |
1.1426 |
1.1426 |
1.1354 |
|
| R1 |
1.1380 |
1.1380 |
1.1344 |
1.1403 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1330 |
| S1 |
1.1272 |
1.1272 |
1.1324 |
1.1295 |
| S2 |
1.1210 |
1.1210 |
1.1314 |
|
| S3 |
1.1102 |
1.1164 |
1.1304 |
|
| S4 |
1.0994 |
1.1056 |
1.1275 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.2689 |
1.1527 |
|
| R3 |
1.2495 |
1.2136 |
1.1375 |
|
| R2 |
1.1942 |
1.1942 |
1.1324 |
|
| R1 |
1.1583 |
1.1583 |
1.1274 |
1.1486 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1341 |
| S1 |
1.1030 |
1.1030 |
1.1172 |
1.0933 |
| S2 |
1.0836 |
1.0836 |
1.1122 |
|
| S3 |
1.0283 |
1.0477 |
1.1071 |
|
| S4 |
0.9730 |
0.9924 |
1.0919 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1647 |
|
1.618 |
1.1539 |
|
1.000 |
1.1472 |
|
0.618 |
1.1431 |
|
HIGH |
1.1364 |
|
0.618 |
1.1323 |
|
0.500 |
1.1310 |
|
0.382 |
1.1297 |
|
LOW |
1.1256 |
|
0.618 |
1.1189 |
|
1.000 |
1.1148 |
|
1.618 |
1.1081 |
|
2.618 |
1.0973 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1326 |
1.1316 |
| PP |
1.1318 |
1.1298 |
| S1 |
1.1310 |
1.1280 |
|