CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1422 |
1.1403 |
-0.0019 |
-0.2% |
1.1276 |
| High |
1.1442 |
1.1457 |
0.0015 |
0.1% |
1.1433 |
| Low |
1.1412 |
1.1400 |
-0.0012 |
-0.1% |
1.1232 |
| Close |
1.1432 |
1.1439 |
0.0007 |
0.1% |
1.1421 |
| Range |
0.0030 |
0.0057 |
0.0027 |
90.0% |
0.0201 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
4 |
6 |
2 |
50.0% |
311 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1603 |
1.1578 |
1.1470 |
|
| R3 |
1.1546 |
1.1521 |
1.1455 |
|
| R2 |
1.1489 |
1.1489 |
1.1449 |
|
| R1 |
1.1464 |
1.1464 |
1.1444 |
1.1477 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1438 |
| S1 |
1.1407 |
1.1407 |
1.1434 |
1.1420 |
| S2 |
1.1375 |
1.1375 |
1.1429 |
|
| S3 |
1.1318 |
1.1350 |
1.1423 |
|
| S4 |
1.1261 |
1.1293 |
1.1408 |
|
|
| 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 |
1.1699 |
|
2.618 |
1.1606 |
|
1.618 |
1.1549 |
|
1.000 |
1.1514 |
|
0.618 |
1.1492 |
|
HIGH |
1.1457 |
|
0.618 |
1.1435 |
|
0.500 |
1.1429 |
|
0.382 |
1.1422 |
|
LOW |
1.1400 |
|
0.618 |
1.1365 |
|
1.000 |
1.1343 |
|
1.618 |
1.1308 |
|
2.618 |
1.1251 |
|
4.250 |
1.1158 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1423 |
| PP |
1.1432 |
1.1406 |
| S1 |
1.1429 |
1.1390 |
|