CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0999 |
-0.0001 |
0.0% |
1.0881 |
| High |
1.1059 |
1.1033 |
-0.0026 |
-0.2% |
1.1059 |
| Low |
1.1000 |
1.0973 |
-0.0027 |
-0.2% |
1.0860 |
| Close |
1.1045 |
1.1028 |
-0.0017 |
-0.2% |
1.1028 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0199 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
68 |
17 |
-51 |
-75.0% |
223 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1170 |
1.1061 |
|
| R3 |
1.1131 |
1.1110 |
1.1045 |
|
| R2 |
1.1071 |
1.1071 |
1.1039 |
|
| R1 |
1.1050 |
1.1050 |
1.1034 |
1.1061 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1017 |
| S1 |
1.0990 |
1.0990 |
1.1023 |
1.1001 |
| S2 |
1.0951 |
1.0951 |
1.1017 |
|
| S3 |
1.0891 |
1.0930 |
1.1012 |
|
| S4 |
1.0831 |
1.0870 |
1.0995 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1503 |
1.1137 |
|
| R3 |
1.1380 |
1.1304 |
1.1083 |
|
| R2 |
1.1181 |
1.1181 |
1.1064 |
|
| R1 |
1.1105 |
1.1105 |
1.1046 |
1.1143 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.1002 |
| S1 |
1.0906 |
1.0906 |
1.1010 |
1.0944 |
| S2 |
1.0783 |
1.0783 |
1.0992 |
|
| S3 |
1.0584 |
1.0707 |
1.0973 |
|
| S4 |
1.0385 |
1.0508 |
1.0919 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1288 |
|
2.618 |
1.1190 |
|
1.618 |
1.1130 |
|
1.000 |
1.1093 |
|
0.618 |
1.1070 |
|
HIGH |
1.1033 |
|
0.618 |
1.1010 |
|
0.500 |
1.1003 |
|
0.382 |
1.0996 |
|
LOW |
1.0973 |
|
0.618 |
1.0936 |
|
1.000 |
1.0913 |
|
1.618 |
1.0876 |
|
2.618 |
1.0816 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1020 |
1.1015 |
| PP |
1.1011 |
1.1002 |
| S1 |
1.1003 |
1.0990 |
|