CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1298 |
0.0063 |
0.6% |
1.1358 |
| High |
1.1307 |
1.1331 |
0.0024 |
0.2% |
1.1385 |
| Low |
1.1212 |
1.1264 |
0.0052 |
0.5% |
1.1172 |
| Close |
1.1290 |
1.1318 |
0.0028 |
0.2% |
1.1250 |
| Range |
0.0095 |
0.0067 |
-0.0028 |
-29.5% |
0.0213 |
| ATR |
0.0101 |
0.0098 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
19 |
4 |
-15 |
-78.9% |
166 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1505 |
1.1479 |
1.1355 |
|
| R3 |
1.1438 |
1.1412 |
1.1336 |
|
| R2 |
1.1371 |
1.1371 |
1.1330 |
|
| R1 |
1.1345 |
1.1345 |
1.1324 |
1.1358 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1311 |
| S1 |
1.1278 |
1.1278 |
1.1312 |
1.1291 |
| S2 |
1.1237 |
1.1237 |
1.1306 |
|
| S3 |
1.1170 |
1.1211 |
1.1300 |
|
| S4 |
1.1103 |
1.1144 |
1.1281 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1792 |
1.1367 |
|
| R3 |
1.1695 |
1.1579 |
1.1309 |
|
| R2 |
1.1482 |
1.1482 |
1.1289 |
|
| R1 |
1.1366 |
1.1366 |
1.1270 |
1.1318 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1245 |
| S1 |
1.1153 |
1.1153 |
1.1230 |
1.1105 |
| S2 |
1.1056 |
1.1056 |
1.1211 |
|
| S3 |
1.0843 |
1.0940 |
1.1191 |
|
| S4 |
1.0630 |
1.0727 |
1.1133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1616 |
|
2.618 |
1.1506 |
|
1.618 |
1.1439 |
|
1.000 |
1.1398 |
|
0.618 |
1.1372 |
|
HIGH |
1.1331 |
|
0.618 |
1.1305 |
|
0.500 |
1.1298 |
|
0.382 |
1.1290 |
|
LOW |
1.1264 |
|
0.618 |
1.1223 |
|
1.000 |
1.1197 |
|
1.618 |
1.1156 |
|
2.618 |
1.1089 |
|
4.250 |
1.0979 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1299 |
| PP |
1.1304 |
1.1280 |
| S1 |
1.1298 |
1.1262 |
|