CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1276 |
1.1243 |
-0.0033 |
-0.3% |
1.1235 |
| High |
1.1337 |
1.1329 |
-0.0008 |
-0.1% |
1.1374 |
| Low |
1.1238 |
1.1232 |
-0.0006 |
-0.1% |
1.1208 |
| Close |
1.1238 |
1.1329 |
0.0091 |
0.8% |
1.1287 |
| Range |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0166 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
49 |
6 |
-43 |
-87.8% |
100 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1588 |
1.1555 |
1.1382 |
|
| R3 |
1.1491 |
1.1458 |
1.1356 |
|
| R2 |
1.1394 |
1.1394 |
1.1347 |
|
| R1 |
1.1361 |
1.1361 |
1.1338 |
1.1378 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1305 |
| S1 |
1.1264 |
1.1264 |
1.1320 |
1.1281 |
| S2 |
1.1200 |
1.1200 |
1.1311 |
|
| S3 |
1.1103 |
1.1167 |
1.1302 |
|
| S4 |
1.1006 |
1.1070 |
1.1276 |
|
|
| 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 |
1.1741 |
|
2.618 |
1.1583 |
|
1.618 |
1.1486 |
|
1.000 |
1.1426 |
|
0.618 |
1.1389 |
|
HIGH |
1.1329 |
|
0.618 |
1.1292 |
|
0.500 |
1.1281 |
|
0.382 |
1.1269 |
|
LOW |
1.1232 |
|
0.618 |
1.1172 |
|
1.000 |
1.1135 |
|
1.618 |
1.1075 |
|
2.618 |
1.0978 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1318 |
| PP |
1.1297 |
1.1308 |
| S1 |
1.1281 |
1.1297 |
|