CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.0983 |
-0.0050 |
-0.5% |
1.1050 |
| High |
1.1033 |
1.1154 |
0.0121 |
1.1% |
1.1163 |
| Low |
1.0935 |
1.0966 |
0.0031 |
0.3% |
1.0935 |
| Close |
1.0963 |
1.1010 |
0.0047 |
0.4% |
1.1010 |
| Range |
0.0098 |
0.0188 |
0.0090 |
91.8% |
0.0228 |
| ATR |
0.0100 |
0.0106 |
0.0007 |
6.5% |
0.0000 |
| Volume |
183 |
85 |
-98 |
-53.6% |
459 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1497 |
1.1113 |
|
| R3 |
1.1419 |
1.1309 |
1.1062 |
|
| R2 |
1.1231 |
1.1231 |
1.1044 |
|
| R1 |
1.1121 |
1.1121 |
1.1027 |
1.1176 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1071 |
| S1 |
1.0933 |
1.0933 |
1.0993 |
1.0988 |
| S2 |
1.0855 |
1.0855 |
1.0976 |
|
| S3 |
1.0667 |
1.0745 |
1.0958 |
|
| S4 |
1.0479 |
1.0557 |
1.0907 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1593 |
1.1135 |
|
| R3 |
1.1492 |
1.1365 |
1.1073 |
|
| R2 |
1.1264 |
1.1264 |
1.1052 |
|
| R1 |
1.1137 |
1.1137 |
1.1031 |
1.1087 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1011 |
| S1 |
1.0909 |
1.0909 |
1.0989 |
1.0859 |
| S2 |
1.0808 |
1.0808 |
1.0968 |
|
| S3 |
1.0580 |
1.0681 |
1.0947 |
|
| S4 |
1.0352 |
1.0453 |
1.0885 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1953 |
|
2.618 |
1.1646 |
|
1.618 |
1.1458 |
|
1.000 |
1.1342 |
|
0.618 |
1.1270 |
|
HIGH |
1.1154 |
|
0.618 |
1.1082 |
|
0.500 |
1.1060 |
|
0.382 |
1.1038 |
|
LOW |
1.0966 |
|
0.618 |
1.0850 |
|
1.000 |
1.0778 |
|
1.618 |
1.0662 |
|
2.618 |
1.0474 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1045 |
| PP |
1.1043 |
1.1033 |
| S1 |
1.1027 |
1.1022 |
|