CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1391 |
1.1422 |
0.0031 |
0.3% |
1.1276 |
| High |
1.1433 |
1.1442 |
0.0009 |
0.1% |
1.1433 |
| Low |
1.1323 |
1.1412 |
0.0089 |
0.8% |
1.1232 |
| Close |
1.1421 |
1.1432 |
0.0011 |
0.1% |
1.1421 |
| Range |
0.0110 |
0.0030 |
-0.0080 |
-72.7% |
0.0201 |
| ATR |
0.0096 |
0.0092 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
17 |
4 |
-13 |
-76.5% |
311 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1519 |
1.1505 |
1.1449 |
|
| R3 |
1.1489 |
1.1475 |
1.1440 |
|
| R2 |
1.1459 |
1.1459 |
1.1438 |
|
| R1 |
1.1445 |
1.1445 |
1.1435 |
1.1452 |
| PP |
1.1429 |
1.1429 |
1.1429 |
1.1432 |
| S1 |
1.1415 |
1.1415 |
1.1429 |
1.1422 |
| S2 |
1.1399 |
1.1399 |
1.1427 |
|
| S3 |
1.1369 |
1.1385 |
1.1424 |
|
| S4 |
1.1339 |
1.1355 |
1.1416 |
|
|
| 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 |
1.1570 |
|
2.618 |
1.1521 |
|
1.618 |
1.1491 |
|
1.000 |
1.1472 |
|
0.618 |
1.1461 |
|
HIGH |
1.1442 |
|
0.618 |
1.1431 |
|
0.500 |
1.1427 |
|
0.382 |
1.1423 |
|
LOW |
1.1412 |
|
0.618 |
1.1393 |
|
1.000 |
1.1382 |
|
1.618 |
1.1363 |
|
2.618 |
1.1333 |
|
4.250 |
1.1285 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1430 |
1.1410 |
| PP |
1.1429 |
1.1389 |
| S1 |
1.1427 |
1.1367 |
|