CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0972 |
0.0040 |
0.4% |
1.1050 |
| High |
1.0960 |
1.0980 |
0.0020 |
0.2% |
1.1163 |
| Low |
1.0893 |
1.0927 |
0.0034 |
0.3% |
1.0935 |
| Close |
1.0941 |
1.0966 |
0.0025 |
0.2% |
1.1010 |
| Range |
0.0067 |
0.0053 |
-0.0014 |
-20.9% |
0.0228 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
199 |
142 |
-57 |
-28.6% |
459 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1117 |
1.1094 |
1.0995 |
|
| R3 |
1.1064 |
1.1041 |
1.0981 |
|
| R2 |
1.1011 |
1.1011 |
1.0976 |
|
| R1 |
1.0988 |
1.0988 |
1.0971 |
1.0973 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0950 |
| S1 |
1.0935 |
1.0935 |
1.0961 |
1.0920 |
| S2 |
1.0905 |
1.0905 |
1.0956 |
|
| S3 |
1.0852 |
1.0882 |
1.0951 |
|
| S4 |
1.0799 |
1.0829 |
1.0937 |
|
|
| 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 |
1.1205 |
|
2.618 |
1.1119 |
|
1.618 |
1.1066 |
|
1.000 |
1.1033 |
|
0.618 |
1.1013 |
|
HIGH |
1.0980 |
|
0.618 |
1.0960 |
|
0.500 |
1.0954 |
|
0.382 |
1.0947 |
|
LOW |
1.0927 |
|
0.618 |
1.0894 |
|
1.000 |
1.0874 |
|
1.618 |
1.0841 |
|
2.618 |
1.0788 |
|
4.250 |
1.0702 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0962 |
1.0963 |
| PP |
1.0958 |
1.0960 |
| S1 |
1.0954 |
1.0958 |
|