CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.1203 |
1.1196 |
-0.0007 |
-0.1% |
1.1002 |
High |
1.1228 |
1.1231 |
0.0003 |
0.0% |
1.1253 |
Low |
1.1127 |
1.1144 |
0.0017 |
0.2% |
1.0973 |
Close |
1.1186 |
1.1164 |
-0.0022 |
-0.2% |
1.1164 |
Range |
0.0101 |
0.0087 |
-0.0014 |
-13.9% |
0.0280 |
ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
112 |
246 |
134 |
119.6% |
666 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1441 |
1.1389 |
1.1212 |
|
R3 |
1.1354 |
1.1302 |
1.1188 |
|
R2 |
1.1267 |
1.1267 |
1.1180 |
|
R1 |
1.1215 |
1.1215 |
1.1172 |
1.1198 |
PP |
1.1180 |
1.1180 |
1.1180 |
1.1171 |
S1 |
1.1128 |
1.1128 |
1.1156 |
1.1111 |
S2 |
1.1093 |
1.1093 |
1.1148 |
|
S3 |
1.1006 |
1.1041 |
1.1140 |
|
S4 |
1.0919 |
1.0954 |
1.1116 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1970 |
1.1847 |
1.1318 |
|
R3 |
1.1690 |
1.1567 |
1.1241 |
|
R2 |
1.1410 |
1.1410 |
1.1215 |
|
R1 |
1.1287 |
1.1287 |
1.1190 |
1.1349 |
PP |
1.1130 |
1.1130 |
1.1130 |
1.1161 |
S1 |
1.1007 |
1.1007 |
1.1138 |
1.1069 |
S2 |
1.0850 |
1.0850 |
1.1113 |
|
S3 |
1.0570 |
1.0727 |
1.1087 |
|
S4 |
1.0290 |
1.0447 |
1.1010 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1601 |
2.618 |
1.1459 |
1.618 |
1.1372 |
1.000 |
1.1318 |
0.618 |
1.1285 |
HIGH |
1.1231 |
0.618 |
1.1198 |
0.500 |
1.1188 |
0.382 |
1.1177 |
LOW |
1.1144 |
0.618 |
1.1090 |
1.000 |
1.1057 |
1.618 |
1.1003 |
2.618 |
1.0916 |
4.250 |
1.0774 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1188 |
1.1190 |
PP |
1.1180 |
1.1181 |
S1 |
1.1172 |
1.1173 |
|