CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1488 |
0.0085 |
0.7% |
1.1276 |
| High |
1.1457 |
1.1536 |
0.0079 |
0.7% |
1.1433 |
| Low |
1.1400 |
1.1438 |
0.0038 |
0.3% |
1.1232 |
| Close |
1.1439 |
1.1532 |
0.0093 |
0.8% |
1.1421 |
| Range |
0.0057 |
0.0098 |
0.0041 |
71.9% |
0.0201 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.7% |
0.0000 |
| Volume |
6 |
7 |
1 |
16.7% |
311 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1796 |
1.1762 |
1.1586 |
|
| R3 |
1.1698 |
1.1664 |
1.1559 |
|
| R2 |
1.1600 |
1.1600 |
1.1550 |
|
| R1 |
1.1566 |
1.1566 |
1.1541 |
1.1583 |
| PP |
1.1502 |
1.1502 |
1.1502 |
1.1511 |
| S1 |
1.1468 |
1.1468 |
1.1523 |
1.1485 |
| S2 |
1.1404 |
1.1404 |
1.1514 |
|
| S3 |
1.1306 |
1.1370 |
1.1505 |
|
| S4 |
1.1208 |
1.1272 |
1.1478 |
|
|
| 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 |
1.1953 |
|
2.618 |
1.1793 |
|
1.618 |
1.1695 |
|
1.000 |
1.1634 |
|
0.618 |
1.1597 |
|
HIGH |
1.1536 |
|
0.618 |
1.1499 |
|
0.500 |
1.1487 |
|
0.382 |
1.1475 |
|
LOW |
1.1438 |
|
0.618 |
1.1377 |
|
1.000 |
1.1340 |
|
1.618 |
1.1279 |
|
2.618 |
1.1181 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1517 |
1.1511 |
| PP |
1.1502 |
1.1489 |
| S1 |
1.1487 |
1.1468 |
|