CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1488 |
1.1429 |
-0.0059 |
-0.5% |
1.1276 |
| High |
1.1536 |
1.1540 |
0.0004 |
0.0% |
1.1433 |
| Low |
1.1438 |
1.1420 |
-0.0018 |
-0.2% |
1.1232 |
| Close |
1.1532 |
1.1437 |
-0.0095 |
-0.8% |
1.1421 |
| Range |
0.0098 |
0.0120 |
0.0022 |
22.4% |
0.0201 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.4% |
0.0000 |
| Volume |
7 |
79 |
72 |
1,028.6% |
311 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1751 |
1.1503 |
|
| R3 |
1.1706 |
1.1631 |
1.1470 |
|
| R2 |
1.1586 |
1.1586 |
1.1459 |
|
| R1 |
1.1511 |
1.1511 |
1.1448 |
1.1549 |
| PP |
1.1466 |
1.1466 |
1.1466 |
1.1484 |
| S1 |
1.1391 |
1.1391 |
1.1426 |
1.1429 |
| S2 |
1.1346 |
1.1346 |
1.1415 |
|
| S3 |
1.1226 |
1.1271 |
1.1404 |
|
| S4 |
1.1106 |
1.1151 |
1.1371 |
|
|
| 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 |
1.2050 |
|
2.618 |
1.1854 |
|
1.618 |
1.1734 |
|
1.000 |
1.1660 |
|
0.618 |
1.1614 |
|
HIGH |
1.1540 |
|
0.618 |
1.1494 |
|
0.500 |
1.1480 |
|
0.382 |
1.1466 |
|
LOW |
1.1420 |
|
0.618 |
1.1346 |
|
1.000 |
1.1300 |
|
1.618 |
1.1226 |
|
2.618 |
1.1106 |
|
4.250 |
1.0910 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1480 |
1.1470 |
| PP |
1.1466 |
1.1459 |
| S1 |
1.1451 |
1.1448 |
|