CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1243 |
1.1326 |
0.0083 |
0.7% |
1.1235 |
| High |
1.1329 |
1.1331 |
0.0002 |
0.0% |
1.1374 |
| Low |
1.1232 |
1.1271 |
0.0039 |
0.3% |
1.1208 |
| Close |
1.1329 |
1.1308 |
-0.0021 |
-0.2% |
1.1287 |
| Range |
0.0097 |
0.0060 |
-0.0037 |
-38.1% |
0.0166 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
6 |
232 |
226 |
3,766.7% |
100 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1456 |
1.1341 |
|
| R3 |
1.1423 |
1.1396 |
1.1325 |
|
| R2 |
1.1363 |
1.1363 |
1.1319 |
|
| R1 |
1.1336 |
1.1336 |
1.1314 |
1.1320 |
| PP |
1.1303 |
1.1303 |
1.1303 |
1.1295 |
| S1 |
1.1276 |
1.1276 |
1.1303 |
1.1260 |
| S2 |
1.1243 |
1.1243 |
1.1297 |
|
| S3 |
1.1183 |
1.1216 |
1.1292 |
|
| S4 |
1.1123 |
1.1156 |
1.1275 |
|
|
| 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 |
1.1586 |
|
2.618 |
1.1488 |
|
1.618 |
1.1428 |
|
1.000 |
1.1391 |
|
0.618 |
1.1368 |
|
HIGH |
1.1331 |
|
0.618 |
1.1308 |
|
0.500 |
1.1301 |
|
0.382 |
1.1294 |
|
LOW |
1.1271 |
|
0.618 |
1.1234 |
|
1.000 |
1.1211 |
|
1.618 |
1.1174 |
|
2.618 |
1.1114 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1300 |
| PP |
1.1303 |
1.1292 |
| S1 |
1.1301 |
1.1285 |
|