CME Euro FX (E) Future March 2016
Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.1303 |
1.1229 |
-0.0074 |
-0.7% |
1.1431 |
High |
1.1340 |
1.1298 |
-0.0042 |
-0.4% |
1.1749 |
Low |
1.1196 |
1.1218 |
0.0022 |
0.2% |
1.1196 |
Close |
1.1223 |
1.1277 |
0.0054 |
0.5% |
1.1223 |
Range |
0.0144 |
0.0080 |
-0.0064 |
-44.4% |
0.0553 |
ATR |
0.0141 |
0.0137 |
-0.0004 |
-3.1% |
0.0000 |
Volume |
73 |
23 |
-50 |
-68.5% |
966 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1504 |
1.1471 |
1.1321 |
|
R3 |
1.1424 |
1.1391 |
1.1299 |
|
R2 |
1.1344 |
1.1344 |
1.1292 |
|
R1 |
1.1311 |
1.1311 |
1.1284 |
1.1328 |
PP |
1.1264 |
1.1264 |
1.1264 |
1.1273 |
S1 |
1.1231 |
1.1231 |
1.1270 |
1.1248 |
S2 |
1.1184 |
1.1184 |
1.1262 |
|
S3 |
1.1104 |
1.1151 |
1.1255 |
|
S4 |
1.1024 |
1.1071 |
1.1233 |
|
|
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 |
1.1638 |
2.618 |
1.1507 |
1.618 |
1.1427 |
1.000 |
1.1378 |
0.618 |
1.1347 |
HIGH |
1.1298 |
0.618 |
1.1267 |
0.500 |
1.1258 |
0.382 |
1.1249 |
LOW |
1.1218 |
0.618 |
1.1169 |
1.000 |
1.1138 |
1.618 |
1.1089 |
2.618 |
1.1009 |
4.250 |
1.0878 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1271 |
1.1298 |
PP |
1.1264 |
1.1291 |
S1 |
1.1258 |
1.1284 |
|