CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1049 |
-0.0191 |
-1.7% |
1.1443 |
| High |
1.1254 |
1.1311 |
0.0057 |
0.5% |
1.1443 |
| Low |
1.1184 |
1.1049 |
-0.0135 |
-1.2% |
1.1184 |
| Close |
1.1212 |
1.1305 |
0.0093 |
0.8% |
1.1212 |
| Range |
0.0070 |
0.0262 |
0.0192 |
274.3% |
0.0259 |
| ATR |
0.0072 |
0.0085 |
0.0014 |
19.0% |
0.0000 |
| Volume |
47 |
24 |
-23 |
-48.9% |
158 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2008 |
1.1918 |
1.1449 |
|
| R3 |
1.1746 |
1.1656 |
1.1377 |
|
| R2 |
1.1484 |
1.1484 |
1.1353 |
|
| R1 |
1.1394 |
1.1394 |
1.1329 |
1.1439 |
| PP |
1.1222 |
1.1222 |
1.1222 |
1.1244 |
| S1 |
1.1132 |
1.1132 |
1.1281 |
1.1177 |
| S2 |
1.0960 |
1.0960 |
1.1257 |
|
| S3 |
1.0698 |
1.0870 |
1.1233 |
|
| S4 |
1.0436 |
1.0608 |
1.1161 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.1893 |
1.1354 |
|
| R3 |
1.1798 |
1.1634 |
1.1283 |
|
| R2 |
1.1539 |
1.1539 |
1.1259 |
|
| R1 |
1.1375 |
1.1375 |
1.1236 |
1.1328 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1256 |
| S1 |
1.1116 |
1.1116 |
1.1188 |
1.1069 |
| S2 |
1.1021 |
1.1021 |
1.1165 |
|
| S3 |
1.0762 |
1.0857 |
1.1141 |
|
| S4 |
1.0503 |
1.0598 |
1.1070 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2425 |
|
2.618 |
1.1997 |
|
1.618 |
1.1735 |
|
1.000 |
1.1573 |
|
0.618 |
1.1473 |
|
HIGH |
1.1311 |
|
0.618 |
1.1211 |
|
0.500 |
1.1180 |
|
0.382 |
1.1149 |
|
LOW |
1.1049 |
|
0.618 |
1.0887 |
|
1.000 |
1.0787 |
|
1.618 |
1.0625 |
|
2.618 |
1.0363 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1263 |
1.1263 |
| PP |
1.1222 |
1.1222 |
| S1 |
1.1180 |
1.1180 |
|