CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1388 |
1.1408 |
0.0020 |
0.2% |
1.1422 |
| High |
1.1440 |
1.1427 |
-0.0013 |
-0.1% |
1.1540 |
| Low |
1.1388 |
1.1367 |
-0.0021 |
-0.2% |
1.1388 |
| Close |
1.1430 |
1.1380 |
-0.0050 |
-0.4% |
1.1430 |
| Range |
0.0052 |
0.0060 |
0.0008 |
15.4% |
0.0152 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
106 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1571 |
1.1536 |
1.1413 |
|
| R3 |
1.1511 |
1.1476 |
1.1397 |
|
| R2 |
1.1451 |
1.1451 |
1.1391 |
|
| R1 |
1.1416 |
1.1416 |
1.1386 |
1.1404 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1385 |
| S1 |
1.1356 |
1.1356 |
1.1375 |
1.1344 |
| S2 |
1.1331 |
1.1331 |
1.1369 |
|
| S3 |
1.1271 |
1.1296 |
1.1364 |
|
| S4 |
1.1211 |
1.1236 |
1.1347 |
|
|
| 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 |
1.1682 |
|
2.618 |
1.1584 |
|
1.618 |
1.1524 |
|
1.000 |
1.1487 |
|
0.618 |
1.1464 |
|
HIGH |
1.1427 |
|
0.618 |
1.1404 |
|
0.500 |
1.1397 |
|
0.382 |
1.1390 |
|
LOW |
1.1367 |
|
0.618 |
1.1330 |
|
1.000 |
1.1307 |
|
1.618 |
1.1270 |
|
2.618 |
1.1210 |
|
4.250 |
1.1112 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1397 |
1.1454 |
| PP |
1.1391 |
1.1429 |
| S1 |
1.1386 |
1.1405 |
|