CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.1431 |
1.1630 |
0.0199 |
1.7% |
1.1153 |
High |
1.1749 |
1.1630 |
-0.0119 |
-1.0% |
1.1430 |
Low |
1.1431 |
1.1438 |
0.0007 |
0.1% |
1.1063 |
Close |
1.1640 |
1.1466 |
-0.0174 |
-1.5% |
1.1396 |
Range |
0.0318 |
0.0192 |
-0.0126 |
-39.6% |
0.0367 |
ATR |
0.0125 |
0.0130 |
0.0006 |
4.4% |
0.0000 |
Volume |
319 |
162 |
-157 |
-49.2% |
730 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2087 |
1.1969 |
1.1572 |
|
R3 |
1.1895 |
1.1777 |
1.1519 |
|
R2 |
1.1703 |
1.1703 |
1.1501 |
|
R1 |
1.1585 |
1.1585 |
1.1484 |
1.1548 |
PP |
1.1511 |
1.1511 |
1.1511 |
1.1493 |
S1 |
1.1393 |
1.1393 |
1.1448 |
1.1356 |
S2 |
1.1319 |
1.1319 |
1.1431 |
|
S3 |
1.1127 |
1.1201 |
1.1413 |
|
S4 |
1.0935 |
1.1009 |
1.1360 |
|
|
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 |
1.2446 |
2.618 |
1.2133 |
1.618 |
1.1941 |
1.000 |
1.1822 |
0.618 |
1.1749 |
HIGH |
1.1630 |
0.618 |
1.1557 |
0.500 |
1.1534 |
0.382 |
1.1511 |
LOW |
1.1438 |
0.618 |
1.1319 |
1.000 |
1.1246 |
1.618 |
1.1127 |
2.618 |
1.0935 |
4.250 |
1.0622 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1534 |
1.1520 |
PP |
1.1511 |
1.1502 |
S1 |
1.1489 |
1.1484 |
|