CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1305 |
1.1391 |
0.0086 |
0.8% |
1.1276 |
| High |
1.1373 |
1.1433 |
0.0060 |
0.5% |
1.1433 |
| Low |
1.1292 |
1.1323 |
0.0031 |
0.3% |
1.1232 |
| Close |
1.1327 |
1.1421 |
0.0094 |
0.8% |
1.1421 |
| Range |
0.0081 |
0.0110 |
0.0029 |
35.8% |
0.0201 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.1% |
0.0000 |
| Volume |
7 |
17 |
10 |
142.9% |
311 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1722 |
1.1682 |
1.1482 |
|
| R3 |
1.1612 |
1.1572 |
1.1451 |
|
| R2 |
1.1502 |
1.1502 |
1.1441 |
|
| R1 |
1.1462 |
1.1462 |
1.1431 |
1.1482 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1403 |
| S1 |
1.1352 |
1.1352 |
1.1411 |
1.1372 |
| S2 |
1.1282 |
1.1282 |
1.1401 |
|
| S3 |
1.1172 |
1.1242 |
1.1391 |
|
| S4 |
1.1062 |
1.1132 |
1.1361 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1965 |
1.1894 |
1.1532 |
|
| R3 |
1.1764 |
1.1693 |
1.1476 |
|
| R2 |
1.1563 |
1.1563 |
1.1458 |
|
| R1 |
1.1492 |
1.1492 |
1.1439 |
1.1528 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1380 |
| S1 |
1.1291 |
1.1291 |
1.1403 |
1.1327 |
| S2 |
1.1161 |
1.1161 |
1.1384 |
|
| S3 |
1.0960 |
1.1090 |
1.1366 |
|
| S4 |
1.0759 |
1.0889 |
1.1310 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1901 |
|
2.618 |
1.1721 |
|
1.618 |
1.1611 |
|
1.000 |
1.1543 |
|
0.618 |
1.1501 |
|
HIGH |
1.1433 |
|
0.618 |
1.1391 |
|
0.500 |
1.1378 |
|
0.382 |
1.1365 |
|
LOW |
1.1323 |
|
0.618 |
1.1255 |
|
1.000 |
1.1213 |
|
1.618 |
1.1145 |
|
2.618 |
1.1035 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1407 |
1.1398 |
| PP |
1.1392 |
1.1375 |
| S1 |
1.1378 |
1.1352 |
|