CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1.1050 |
1.1086 |
0.0036 |
0.3% |
1.0881 |
High |
1.1163 |
1.1102 |
-0.0061 |
-0.5% |
1.1059 |
Low |
1.1025 |
1.1076 |
0.0051 |
0.5% |
1.0860 |
Close |
1.1144 |
1.1087 |
-0.0057 |
-0.5% |
1.1028 |
Range |
0.0138 |
0.0026 |
-0.0112 |
-81.2% |
0.0199 |
ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
26 |
46 |
20 |
76.9% |
223 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1166 |
1.1153 |
1.1101 |
|
R3 |
1.1140 |
1.1127 |
1.1094 |
|
R2 |
1.1114 |
1.1114 |
1.1092 |
|
R1 |
1.1101 |
1.1101 |
1.1089 |
1.1108 |
PP |
1.1088 |
1.1088 |
1.1088 |
1.1092 |
S1 |
1.1075 |
1.1075 |
1.1085 |
1.1082 |
S2 |
1.1062 |
1.1062 |
1.1082 |
|
S3 |
1.1036 |
1.1049 |
1.1080 |
|
S4 |
1.1010 |
1.1023 |
1.1073 |
|
|
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 |
1.1213 |
2.618 |
1.1170 |
1.618 |
1.1144 |
1.000 |
1.1128 |
0.618 |
1.1118 |
HIGH |
1.1102 |
0.618 |
1.1092 |
0.500 |
1.1089 |
0.382 |
1.1086 |
LOW |
1.1076 |
0.618 |
1.1060 |
1.000 |
1.1050 |
1.618 |
1.1034 |
2.618 |
1.1008 |
4.250 |
1.0966 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1089 |
1.1081 |
PP |
1.1088 |
1.1074 |
S1 |
1.1088 |
1.1068 |
|