CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1316 |
1.1227 |
-0.0089 |
-0.8% |
1.1358 |
| High |
1.1319 |
1.1266 |
-0.0053 |
-0.5% |
1.1385 |
| Low |
1.1221 |
1.1208 |
-0.0013 |
-0.1% |
1.1172 |
| Close |
1.1226 |
1.1244 |
0.0018 |
0.2% |
1.1250 |
| Range |
0.0098 |
0.0058 |
-0.0040 |
-40.8% |
0.0213 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
19 |
5 |
-14 |
-73.7% |
166 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1413 |
1.1387 |
1.1276 |
|
| R3 |
1.1355 |
1.1329 |
1.1260 |
|
| R2 |
1.1297 |
1.1297 |
1.1255 |
|
| R1 |
1.1271 |
1.1271 |
1.1249 |
1.1284 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1246 |
| S1 |
1.1213 |
1.1213 |
1.1239 |
1.1226 |
| S2 |
1.1181 |
1.1181 |
1.1233 |
|
| S3 |
1.1123 |
1.1155 |
1.1228 |
|
| S4 |
1.1065 |
1.1097 |
1.1212 |
|
|
| 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 |
1.1513 |
|
2.618 |
1.1418 |
|
1.618 |
1.1360 |
|
1.000 |
1.1324 |
|
0.618 |
1.1302 |
|
HIGH |
1.1266 |
|
0.618 |
1.1244 |
|
0.500 |
1.1237 |
|
0.382 |
1.1230 |
|
LOW |
1.1208 |
|
0.618 |
1.1172 |
|
1.000 |
1.1150 |
|
1.618 |
1.1114 |
|
2.618 |
1.1056 |
|
4.250 |
1.0962 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1270 |
| PP |
1.1239 |
1.1261 |
| S1 |
1.1237 |
1.1253 |
|