CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.1565 |
1.1369 |
-0.0196 |
-1.7% |
1.1153 |
High |
1.1597 |
1.1400 |
-0.0197 |
-1.7% |
1.1430 |
Low |
1.1333 |
1.1248 |
-0.0085 |
-0.8% |
1.1063 |
Close |
1.1388 |
1.1304 |
-0.0084 |
-0.7% |
1.1396 |
Range |
0.0264 |
0.0152 |
-0.0112 |
-42.4% |
0.0367 |
ATR |
0.0140 |
0.0141 |
0.0001 |
0.6% |
0.0000 |
Volume |
267 |
145 |
-122 |
-45.7% |
730 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1773 |
1.1691 |
1.1388 |
|
R3 |
1.1621 |
1.1539 |
1.1346 |
|
R2 |
1.1469 |
1.1469 |
1.1332 |
|
R1 |
1.1387 |
1.1387 |
1.1318 |
1.1352 |
PP |
1.1317 |
1.1317 |
1.1317 |
1.1300 |
S1 |
1.1235 |
1.1235 |
1.1290 |
1.1200 |
S2 |
1.1165 |
1.1165 |
1.1276 |
|
S3 |
1.1013 |
1.1083 |
1.1262 |
|
S4 |
1.0861 |
1.0931 |
1.1220 |
|
|
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 |
1.2046 |
2.618 |
1.1798 |
1.618 |
1.1646 |
1.000 |
1.1552 |
0.618 |
1.1494 |
HIGH |
1.1400 |
0.618 |
1.1342 |
0.500 |
1.1324 |
0.382 |
1.1306 |
LOW |
1.1248 |
0.618 |
1.1154 |
1.000 |
1.1096 |
1.618 |
1.1002 |
2.618 |
1.0850 |
4.250 |
1.0602 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1324 |
1.1439 |
PP |
1.1317 |
1.1394 |
S1 |
1.1311 |
1.1349 |
|