CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1431 |
0.0140 |
1.2% |
1.1153 |
| High |
1.1430 |
1.1749 |
0.0319 |
2.8% |
1.1430 |
| Low |
1.1291 |
1.1431 |
0.0140 |
1.2% |
1.1063 |
| Close |
1.1396 |
1.1640 |
0.0244 |
2.1% |
1.1396 |
| Range |
0.0139 |
0.0318 |
0.0179 |
128.8% |
0.0367 |
| ATR |
0.0107 |
0.0125 |
0.0018 |
16.3% |
0.0000 |
| Volume |
122 |
319 |
197 |
161.5% |
730 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2561 |
1.2418 |
1.1815 |
|
| R3 |
1.2243 |
1.2100 |
1.1727 |
|
| R2 |
1.1925 |
1.1925 |
1.1698 |
|
| R1 |
1.1782 |
1.1782 |
1.1669 |
1.1854 |
| PP |
1.1607 |
1.1607 |
1.1607 |
1.1642 |
| S1 |
1.1464 |
1.1464 |
1.1611 |
1.1536 |
| S2 |
1.1289 |
1.1289 |
1.1582 |
|
| S3 |
1.0971 |
1.1146 |
1.1553 |
|
| S4 |
1.0653 |
1.0828 |
1.1465 |
|
|
| 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 |
1.3101 |
|
2.618 |
1.2582 |
|
1.618 |
1.2264 |
|
1.000 |
1.2067 |
|
0.618 |
1.1946 |
|
HIGH |
1.1749 |
|
0.618 |
1.1628 |
|
0.500 |
1.1590 |
|
0.382 |
1.1552 |
|
LOW |
1.1431 |
|
0.618 |
1.1234 |
|
1.000 |
1.1113 |
|
1.618 |
1.0916 |
|
2.618 |
1.0598 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1623 |
1.1577 |
| PP |
1.1607 |
1.1514 |
| S1 |
1.1590 |
1.1451 |
|