CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.1080 |
-0.0045 |
-0.4% |
1.1002 |
| High |
1.1130 |
1.1174 |
0.0044 |
0.4% |
1.1253 |
| Low |
1.1063 |
1.1063 |
0.0000 |
0.0% |
1.0973 |
| Close |
1.1063 |
1.1173 |
0.0110 |
1.0% |
1.1164 |
| Range |
0.0067 |
0.0111 |
0.0044 |
65.7% |
0.0280 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.0% |
0.0000 |
| Volume |
199 |
101 |
-98 |
-49.2% |
666 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1432 |
1.1234 |
|
| R3 |
1.1359 |
1.1321 |
1.1204 |
|
| R2 |
1.1248 |
1.1248 |
1.1193 |
|
| R1 |
1.1210 |
1.1210 |
1.1183 |
1.1229 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1146 |
| S1 |
1.1099 |
1.1099 |
1.1163 |
1.1118 |
| S2 |
1.1026 |
1.1026 |
1.1153 |
|
| S3 |
1.0915 |
1.0988 |
1.1142 |
|
| S4 |
1.0804 |
1.0877 |
1.1112 |
|
|
| 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 |
1.1646 |
|
2.618 |
1.1465 |
|
1.618 |
1.1354 |
|
1.000 |
1.1285 |
|
0.618 |
1.1243 |
|
HIGH |
1.1174 |
|
0.618 |
1.1132 |
|
0.500 |
1.1119 |
|
0.382 |
1.1105 |
|
LOW |
1.1063 |
|
0.618 |
1.0994 |
|
1.000 |
1.0952 |
|
1.618 |
1.0883 |
|
2.618 |
1.0772 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1155 |
| PP |
1.1137 |
1.1137 |
| S1 |
1.1119 |
1.1119 |
|