CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1166 |
1.1169 |
0.0003 |
0.0% |
1.1051 |
| High |
1.1241 |
1.1240 |
-0.0001 |
0.0% |
1.1241 |
| Low |
1.1166 |
1.1045 |
-0.0121 |
-1.1% |
1.0968 |
| Close |
1.1176 |
1.1045 |
-0.0131 |
-1.2% |
1.1176 |
| Range |
0.0075 |
0.0195 |
0.0120 |
160.0% |
0.0273 |
| ATR |
0.0095 |
0.0102 |
0.0007 |
7.5% |
0.0000 |
| Volume |
245 |
26 |
-219 |
-89.4% |
496 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1565 |
1.1152 |
|
| R3 |
1.1500 |
1.1370 |
1.1099 |
|
| R2 |
1.1305 |
1.1305 |
1.1081 |
|
| R1 |
1.1175 |
1.1175 |
1.1063 |
1.1143 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1094 |
| S1 |
1.0980 |
1.0980 |
1.1027 |
1.0948 |
| S2 |
1.0915 |
1.0915 |
1.1009 |
|
| S3 |
1.0720 |
1.0785 |
1.0991 |
|
| S4 |
1.0525 |
1.0590 |
1.0938 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1835 |
1.1326 |
|
| R3 |
1.1674 |
1.1562 |
1.1251 |
|
| R2 |
1.1401 |
1.1401 |
1.1226 |
|
| R1 |
1.1289 |
1.1289 |
1.1201 |
1.1345 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1157 |
| S1 |
1.1016 |
1.1016 |
1.1151 |
1.1072 |
| S2 |
1.0855 |
1.0855 |
1.1126 |
|
| S3 |
1.0582 |
1.0743 |
1.1101 |
|
| S4 |
1.0309 |
1.0470 |
1.1026 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2069 |
|
2.618 |
1.1751 |
|
1.618 |
1.1556 |
|
1.000 |
1.1435 |
|
0.618 |
1.1361 |
|
HIGH |
1.1240 |
|
0.618 |
1.1166 |
|
0.500 |
1.1143 |
|
0.382 |
1.1119 |
|
LOW |
1.1045 |
|
0.618 |
1.0924 |
|
1.000 |
1.0850 |
|
1.618 |
1.0729 |
|
2.618 |
1.0534 |
|
4.250 |
1.0216 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1143 |
| PP |
1.1110 |
1.1110 |
| S1 |
1.1078 |
1.1078 |
|