CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1429 |
1.1388 |
-0.0041 |
-0.4% |
1.1422 |
| High |
1.1540 |
1.1440 |
-0.0100 |
-0.9% |
1.1540 |
| Low |
1.1420 |
1.1388 |
-0.0032 |
-0.3% |
1.1388 |
| Close |
1.1437 |
1.1430 |
-0.0007 |
-0.1% |
1.1430 |
| Range |
0.0120 |
0.0052 |
-0.0068 |
-56.7% |
0.0152 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
79 |
10 |
-69 |
-87.3% |
106 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1575 |
1.1555 |
1.1459 |
|
| R3 |
1.1523 |
1.1503 |
1.1444 |
|
| R2 |
1.1471 |
1.1471 |
1.1440 |
|
| R1 |
1.1451 |
1.1451 |
1.1435 |
1.1461 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1425 |
| S1 |
1.1399 |
1.1399 |
1.1425 |
1.1409 |
| S2 |
1.1367 |
1.1367 |
1.1420 |
|
| S3 |
1.1315 |
1.1347 |
1.1416 |
|
| S4 |
1.1263 |
1.1295 |
1.1401 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1909 |
1.1821 |
1.1514 |
|
| R3 |
1.1757 |
1.1669 |
1.1472 |
|
| R2 |
1.1605 |
1.1605 |
1.1458 |
|
| R1 |
1.1517 |
1.1517 |
1.1444 |
1.1561 |
| PP |
1.1453 |
1.1453 |
1.1453 |
1.1475 |
| S1 |
1.1365 |
1.1365 |
1.1416 |
1.1409 |
| S2 |
1.1301 |
1.1301 |
1.1402 |
|
| S3 |
1.1149 |
1.1213 |
1.1388 |
|
| S4 |
1.0997 |
1.1061 |
1.1346 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1661 |
|
2.618 |
1.1576 |
|
1.618 |
1.1524 |
|
1.000 |
1.1492 |
|
0.618 |
1.1472 |
|
HIGH |
1.1440 |
|
0.618 |
1.1420 |
|
0.500 |
1.1414 |
|
0.382 |
1.1408 |
|
LOW |
1.1388 |
|
0.618 |
1.1356 |
|
1.000 |
1.1336 |
|
1.618 |
1.1304 |
|
2.618 |
1.1252 |
|
4.250 |
1.1167 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1425 |
1.1464 |
| PP |
1.1419 |
1.1453 |
| S1 |
1.1414 |
1.1441 |
|