CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.1130 |
1.1203 |
0.0073 |
0.7% |
1.1020 |
High |
1.1253 |
1.1228 |
-0.0025 |
-0.2% |
1.1036 |
Low |
1.1130 |
1.1127 |
-0.0003 |
0.0% |
1.0893 |
Close |
1.1213 |
1.1186 |
-0.0027 |
-0.2% |
1.1016 |
Range |
0.0123 |
0.0101 |
-0.0022 |
-17.9% |
0.0143 |
ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
Volume |
86 |
112 |
26 |
30.2% |
646 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1483 |
1.1436 |
1.1242 |
|
R3 |
1.1382 |
1.1335 |
1.1214 |
|
R2 |
1.1281 |
1.1281 |
1.1205 |
|
R1 |
1.1234 |
1.1234 |
1.1195 |
1.1207 |
PP |
1.1180 |
1.1180 |
1.1180 |
1.1167 |
S1 |
1.1133 |
1.1133 |
1.1177 |
1.1106 |
S2 |
1.1079 |
1.1079 |
1.1167 |
|
S3 |
1.0978 |
1.1032 |
1.1158 |
|
S4 |
1.0877 |
1.0931 |
1.1130 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1411 |
1.1356 |
1.1095 |
|
R3 |
1.1268 |
1.1213 |
1.1055 |
|
R2 |
1.1125 |
1.1125 |
1.1042 |
|
R1 |
1.1070 |
1.1070 |
1.1029 |
1.1026 |
PP |
1.0982 |
1.0982 |
1.0982 |
1.0960 |
S1 |
1.0927 |
1.0927 |
1.1003 |
1.0883 |
S2 |
1.0839 |
1.0839 |
1.0990 |
|
S3 |
1.0696 |
1.0784 |
1.0977 |
|
S4 |
1.0553 |
1.0641 |
1.0937 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1657 |
2.618 |
1.1492 |
1.618 |
1.1391 |
1.000 |
1.1329 |
0.618 |
1.1290 |
HIGH |
1.1228 |
0.618 |
1.1189 |
0.500 |
1.1178 |
0.382 |
1.1166 |
LOW |
1.1127 |
0.618 |
1.1065 |
1.000 |
1.1026 |
1.618 |
1.0964 |
2.618 |
1.0863 |
4.250 |
1.0698 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1183 |
1.1168 |
PP |
1.1180 |
1.1149 |
S1 |
1.1178 |
1.1131 |
|