CME Euro FX (E) Future March 2016
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1565 |
-0.0065 |
-0.6% |
1.1153 |
| High |
1.1630 |
1.1597 |
-0.0033 |
-0.3% |
1.1430 |
| Low |
1.1438 |
1.1333 |
-0.0105 |
-0.9% |
1.1063 |
| Close |
1.1466 |
1.1388 |
-0.0078 |
-0.7% |
1.1396 |
| Range |
0.0192 |
0.0264 |
0.0072 |
37.5% |
0.0367 |
| ATR |
0.0130 |
0.0140 |
0.0010 |
7.3% |
0.0000 |
| Volume |
162 |
267 |
105 |
64.8% |
730 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2231 |
1.2074 |
1.1533 |
|
| R3 |
1.1967 |
1.1810 |
1.1461 |
|
| R2 |
1.1703 |
1.1703 |
1.1436 |
|
| R1 |
1.1546 |
1.1546 |
1.1412 |
1.1493 |
| PP |
1.1439 |
1.1439 |
1.1439 |
1.1413 |
| S1 |
1.1282 |
1.1282 |
1.1364 |
1.1229 |
| S2 |
1.1175 |
1.1175 |
1.1340 |
|
| S3 |
1.0911 |
1.1018 |
1.1315 |
|
| S4 |
1.0647 |
1.0754 |
1.1243 |
|
|
| 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 |
1.2719 |
|
2.618 |
1.2288 |
|
1.618 |
1.2024 |
|
1.000 |
1.1861 |
|
0.618 |
1.1760 |
|
HIGH |
1.1597 |
|
0.618 |
1.1496 |
|
0.500 |
1.1465 |
|
0.382 |
1.1434 |
|
LOW |
1.1333 |
|
0.618 |
1.1170 |
|
1.000 |
1.1069 |
|
1.618 |
1.0906 |
|
2.618 |
1.0642 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1465 |
1.1541 |
| PP |
1.1439 |
1.1490 |
| S1 |
1.1414 |
1.1439 |
|