CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1.1169 |
1.1037 |
-0.0132 |
-1.2% |
1.1051 |
High |
1.1240 |
1.1117 |
-0.0123 |
-1.1% |
1.1241 |
Low |
1.1045 |
1.1016 |
-0.0029 |
-0.3% |
1.0968 |
Close |
1.1045 |
1.1056 |
0.0011 |
0.1% |
1.1176 |
Range |
0.0195 |
0.0101 |
-0.0094 |
-48.2% |
0.0273 |
ATR |
0.0102 |
0.0102 |
0.0000 |
-0.1% |
0.0000 |
Volume |
26 |
60 |
34 |
130.8% |
496 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1366 |
1.1312 |
1.1112 |
|
R3 |
1.1265 |
1.1211 |
1.1084 |
|
R2 |
1.1164 |
1.1164 |
1.1075 |
|
R1 |
1.1110 |
1.1110 |
1.1065 |
1.1137 |
PP |
1.1063 |
1.1063 |
1.1063 |
1.1077 |
S1 |
1.1009 |
1.1009 |
1.1047 |
1.1036 |
S2 |
1.0962 |
1.0962 |
1.1037 |
|
S3 |
1.0861 |
1.0908 |
1.1028 |
|
S4 |
1.0760 |
1.0807 |
1.1000 |
|
|
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 |
1.1546 |
2.618 |
1.1381 |
1.618 |
1.1280 |
1.000 |
1.1218 |
0.618 |
1.1179 |
HIGH |
1.1117 |
0.618 |
1.1078 |
0.500 |
1.1067 |
0.382 |
1.1055 |
LOW |
1.1016 |
0.618 |
1.0954 |
1.000 |
1.0915 |
1.618 |
1.0853 |
2.618 |
1.0752 |
4.250 |
1.0587 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1067 |
1.1129 |
PP |
1.1063 |
1.1104 |
S1 |
1.1060 |
1.1080 |
|