CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.1369 |
1.1303 |
-0.0066 |
-0.6% |
1.1431 |
High |
1.1400 |
1.1340 |
-0.0060 |
-0.5% |
1.1749 |
Low |
1.1248 |
1.1196 |
-0.0052 |
-0.5% |
1.1196 |
Close |
1.1304 |
1.1223 |
-0.0081 |
-0.7% |
1.1223 |
Range |
0.0152 |
0.0144 |
-0.0008 |
-5.3% |
0.0553 |
ATR |
0.0141 |
0.0141 |
0.0000 |
0.2% |
0.0000 |
Volume |
145 |
73 |
-72 |
-49.7% |
966 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1685 |
1.1598 |
1.1302 |
|
R3 |
1.1541 |
1.1454 |
1.1263 |
|
R2 |
1.1397 |
1.1397 |
1.1249 |
|
R1 |
1.1310 |
1.1310 |
1.1236 |
1.1282 |
PP |
1.1253 |
1.1253 |
1.1253 |
1.1239 |
S1 |
1.1166 |
1.1166 |
1.1210 |
1.1138 |
S2 |
1.1109 |
1.1109 |
1.1197 |
|
S3 |
1.0965 |
1.1022 |
1.1183 |
|
S4 |
1.0821 |
1.0878 |
1.1144 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3048 |
1.2689 |
1.1527 |
|
R3 |
1.2495 |
1.2136 |
1.1375 |
|
R2 |
1.1942 |
1.1942 |
1.1324 |
|
R1 |
1.1583 |
1.1583 |
1.1274 |
1.1486 |
PP |
1.1389 |
1.1389 |
1.1389 |
1.1341 |
S1 |
1.1030 |
1.1030 |
1.1172 |
1.0933 |
S2 |
1.0836 |
1.0836 |
1.1122 |
|
S3 |
1.0283 |
1.0477 |
1.1071 |
|
S4 |
0.9730 |
0.9924 |
1.0919 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1952 |
2.618 |
1.1717 |
1.618 |
1.1573 |
1.000 |
1.1484 |
0.618 |
1.1429 |
HIGH |
1.1340 |
0.618 |
1.1285 |
0.500 |
1.1268 |
0.382 |
1.1251 |
LOW |
1.1196 |
0.618 |
1.1107 |
1.000 |
1.1052 |
1.618 |
1.0963 |
2.618 |
1.0819 |
4.250 |
1.0584 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1268 |
1.1397 |
PP |
1.1253 |
1.1339 |
S1 |
1.1238 |
1.1281 |
|