CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1227 |
1.1235 |
0.0008 |
0.1% |
1.1235 |
| High |
1.1266 |
1.1374 |
0.0108 |
1.0% |
1.1374 |
| Low |
1.1208 |
1.1220 |
0.0012 |
0.1% |
1.1208 |
| Close |
1.1244 |
1.1287 |
0.0043 |
0.4% |
1.1287 |
| Range |
0.0058 |
0.0154 |
0.0096 |
165.5% |
0.0166 |
| ATR |
0.0095 |
0.0100 |
0.0004 |
4.4% |
0.0000 |
| Volume |
5 |
53 |
48 |
960.0% |
100 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1675 |
1.1372 |
|
| R3 |
1.1602 |
1.1521 |
1.1329 |
|
| R2 |
1.1448 |
1.1448 |
1.1315 |
|
| R1 |
1.1367 |
1.1367 |
1.1301 |
1.1408 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1314 |
| S1 |
1.1213 |
1.1213 |
1.1273 |
1.1254 |
| S2 |
1.1140 |
1.1140 |
1.1259 |
|
| S3 |
1.0986 |
1.1059 |
1.1245 |
|
| S4 |
1.0832 |
1.0905 |
1.1202 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1788 |
1.1703 |
1.1378 |
|
| R3 |
1.1622 |
1.1537 |
1.1333 |
|
| R2 |
1.1456 |
1.1456 |
1.1317 |
|
| R1 |
1.1371 |
1.1371 |
1.1302 |
1.1414 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1311 |
| S1 |
1.1205 |
1.1205 |
1.1272 |
1.1248 |
| S2 |
1.1124 |
1.1124 |
1.1257 |
|
| S3 |
1.0958 |
1.1039 |
1.1241 |
|
| S4 |
1.0792 |
1.0873 |
1.1196 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2029 |
|
2.618 |
1.1777 |
|
1.618 |
1.1623 |
|
1.000 |
1.1528 |
|
0.618 |
1.1469 |
|
HIGH |
1.1374 |
|
0.618 |
1.1315 |
|
0.500 |
1.1297 |
|
0.382 |
1.1279 |
|
LOW |
1.1220 |
|
0.618 |
1.1125 |
|
1.000 |
1.1066 |
|
1.618 |
1.0971 |
|
2.618 |
1.0817 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1297 |
1.1291 |
| PP |
1.1294 |
1.1290 |
| S1 |
1.1290 |
1.1288 |
|