CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1291 |
0.0108 |
1.0% |
1.1153 |
| High |
1.1283 |
1.1430 |
0.0147 |
1.3% |
1.1430 |
| Low |
1.1152 |
1.1291 |
0.0139 |
1.2% |
1.1063 |
| Close |
1.1240 |
1.1396 |
0.0156 |
1.4% |
1.1396 |
| Range |
0.0131 |
0.0139 |
0.0008 |
6.1% |
0.0367 |
| ATR |
0.0101 |
0.0107 |
0.0006 |
6.3% |
0.0000 |
| Volume |
122 |
122 |
0 |
0.0% |
730 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1732 |
1.1472 |
|
| R3 |
1.1650 |
1.1593 |
1.1434 |
|
| R2 |
1.1511 |
1.1511 |
1.1421 |
|
| R1 |
1.1454 |
1.1454 |
1.1409 |
1.1483 |
| PP |
1.1372 |
1.1372 |
1.1372 |
1.1387 |
| S1 |
1.1315 |
1.1315 |
1.1383 |
1.1344 |
| S2 |
1.1233 |
1.1233 |
1.1371 |
|
| S3 |
1.1094 |
1.1176 |
1.1358 |
|
| S4 |
1.0955 |
1.1037 |
1.1320 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2264 |
1.1598 |
|
| R3 |
1.2030 |
1.1897 |
1.1497 |
|
| R2 |
1.1663 |
1.1663 |
1.1463 |
|
| R1 |
1.1530 |
1.1530 |
1.1430 |
1.1597 |
| PP |
1.1296 |
1.1296 |
1.1296 |
1.1330 |
| S1 |
1.1163 |
1.1163 |
1.1362 |
1.1230 |
| S2 |
1.0929 |
1.0929 |
1.1329 |
|
| S3 |
1.0562 |
1.0796 |
1.1295 |
|
| S4 |
1.0195 |
1.0429 |
1.1194 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2021 |
|
2.618 |
1.1794 |
|
1.618 |
1.1655 |
|
1.000 |
1.1569 |
|
0.618 |
1.1516 |
|
HIGH |
1.1430 |
|
0.618 |
1.1377 |
|
0.500 |
1.1361 |
|
0.382 |
1.1344 |
|
LOW |
1.1291 |
|
0.618 |
1.1205 |
|
1.000 |
1.1152 |
|
1.618 |
1.1066 |
|
2.618 |
1.0927 |
|
4.250 |
1.0700 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1384 |
1.1346 |
| PP |
1.1372 |
1.1296 |
| S1 |
1.1361 |
1.1247 |
|