CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1.1050 |
1.1059 |
0.0009 |
0.1% |
1.1049 |
High |
1.1101 |
1.1110 |
0.0009 |
0.1% |
1.1311 |
Low |
1.0968 |
1.1059 |
0.0091 |
0.8% |
1.1049 |
Close |
1.1025 |
1.1110 |
0.0085 |
0.8% |
1.1136 |
Range |
0.0133 |
0.0051 |
-0.0082 |
-61.7% |
0.0262 |
ATR |
0.0091 |
0.0090 |
0.0000 |
-0.5% |
0.0000 |
Volume |
59 |
51 |
-8 |
-13.6% |
42 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1246 |
1.1229 |
1.1138 |
|
R3 |
1.1195 |
1.1178 |
1.1124 |
|
R2 |
1.1144 |
1.1144 |
1.1119 |
|
R1 |
1.1127 |
1.1127 |
1.1115 |
1.1136 |
PP |
1.1093 |
1.1093 |
1.1093 |
1.1097 |
S1 |
1.1076 |
1.1076 |
1.1105 |
1.1085 |
S2 |
1.1042 |
1.1042 |
1.1101 |
|
S3 |
1.0991 |
1.1025 |
1.1096 |
|
S4 |
1.0940 |
1.0974 |
1.1082 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1951 |
1.1806 |
1.1280 |
|
R3 |
1.1689 |
1.1544 |
1.1208 |
|
R2 |
1.1427 |
1.1427 |
1.1184 |
|
R1 |
1.1282 |
1.1282 |
1.1160 |
1.1355 |
PP |
1.1165 |
1.1165 |
1.1165 |
1.1202 |
S1 |
1.1020 |
1.1020 |
1.1112 |
1.1093 |
S2 |
1.0903 |
1.0903 |
1.1088 |
|
S3 |
1.0641 |
1.0758 |
1.1064 |
|
S4 |
1.0379 |
1.0496 |
1.0992 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1327 |
2.618 |
1.1244 |
1.618 |
1.1193 |
1.000 |
1.1161 |
0.618 |
1.1142 |
HIGH |
1.1110 |
0.618 |
1.1091 |
0.500 |
1.1085 |
0.382 |
1.1078 |
LOW |
1.1059 |
0.618 |
1.1027 |
1.000 |
1.1008 |
1.618 |
1.0976 |
2.618 |
1.0925 |
4.250 |
1.0842 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1102 |
1.1095 |
PP |
1.1093 |
1.1080 |
S1 |
1.1085 |
1.1066 |
|