CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1.1059 |
1.1096 |
0.0037 |
0.3% |
1.1049 |
High |
1.1110 |
1.1096 |
-0.0014 |
-0.1% |
1.1311 |
Low |
1.1059 |
1.1046 |
-0.0013 |
-0.1% |
1.1049 |
Close |
1.1110 |
1.1060 |
-0.0050 |
-0.5% |
1.1136 |
Range |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0262 |
ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
51 |
33 |
-18 |
-35.3% |
42 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1217 |
1.1189 |
1.1088 |
|
R3 |
1.1167 |
1.1139 |
1.1074 |
|
R2 |
1.1117 |
1.1117 |
1.1069 |
|
R1 |
1.1089 |
1.1089 |
1.1065 |
1.1078 |
PP |
1.1067 |
1.1067 |
1.1067 |
1.1062 |
S1 |
1.1039 |
1.1039 |
1.1055 |
1.1028 |
S2 |
1.1017 |
1.1017 |
1.1051 |
|
S3 |
1.0967 |
1.0989 |
1.1046 |
|
S4 |
1.0917 |
1.0939 |
1.1033 |
|
|
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 |
1.1309 |
2.618 |
1.1227 |
1.618 |
1.1177 |
1.000 |
1.1146 |
0.618 |
1.1127 |
HIGH |
1.1096 |
0.618 |
1.1077 |
0.500 |
1.1071 |
0.382 |
1.1065 |
LOW |
1.1046 |
0.618 |
1.1015 |
1.000 |
1.0996 |
1.618 |
1.0965 |
2.618 |
1.0915 |
4.250 |
1.0834 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1071 |
1.1053 |
PP |
1.1067 |
1.1046 |
S1 |
1.1064 |
1.1039 |
|