CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0988 |
0.0117 |
1.1% |
1.1169 |
| High |
1.1007 |
1.1008 |
0.0001 |
0.0% |
1.1240 |
| Low |
1.0860 |
1.0920 |
0.0060 |
0.6% |
1.0878 |
| Close |
1.0989 |
1.0951 |
-0.0038 |
-0.3% |
1.0895 |
| Range |
0.0147 |
0.0088 |
-0.0059 |
-40.1% |
0.0362 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
48 |
39 |
-9 |
-18.8% |
175 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1175 |
1.0999 |
|
| R3 |
1.1136 |
1.1087 |
1.0975 |
|
| R2 |
1.1048 |
1.1048 |
1.0967 |
|
| R1 |
1.0999 |
1.0999 |
1.0959 |
1.0980 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0950 |
| S1 |
1.0911 |
1.0911 |
1.0943 |
1.0892 |
| S2 |
1.0872 |
1.0872 |
1.0935 |
|
| S3 |
1.0784 |
1.0823 |
1.0927 |
|
| S4 |
1.0696 |
1.0735 |
1.0903 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2090 |
1.1855 |
1.1094 |
|
| R3 |
1.1728 |
1.1493 |
1.0995 |
|
| R2 |
1.1366 |
1.1366 |
1.0961 |
|
| R1 |
1.1131 |
1.1131 |
1.0928 |
1.1068 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.0973 |
| S1 |
1.0769 |
1.0769 |
1.0862 |
1.0706 |
| S2 |
1.0642 |
1.0642 |
1.0829 |
|
| S3 |
1.0280 |
1.0407 |
1.0795 |
|
| S4 |
0.9918 |
1.0045 |
1.0696 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1382 |
|
2.618 |
1.1238 |
|
1.618 |
1.1150 |
|
1.000 |
1.1096 |
|
0.618 |
1.1062 |
|
HIGH |
1.1008 |
|
0.618 |
1.0974 |
|
0.500 |
1.0964 |
|
0.382 |
1.0954 |
|
LOW |
1.0920 |
|
0.618 |
1.0866 |
|
1.000 |
1.0832 |
|
1.618 |
1.0778 |
|
2.618 |
1.0690 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0964 |
1.0945 |
| PP |
1.0960 |
1.0940 |
| S1 |
1.0955 |
1.0934 |
|