CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1379 |
1.1405 |
0.0026 |
0.2% |
1.1422 |
| High |
1.1430 |
1.1421 |
-0.0009 |
-0.1% |
1.1540 |
| Low |
1.1378 |
1.1390 |
0.0012 |
0.1% |
1.1388 |
| Close |
1.1389 |
1.1390 |
0.0001 |
0.0% |
1.1430 |
| Range |
0.0052 |
0.0031 |
-0.0021 |
-40.4% |
0.0152 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
106 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1473 |
1.1407 |
|
| R3 |
1.1462 |
1.1442 |
1.1399 |
|
| R2 |
1.1431 |
1.1431 |
1.1396 |
|
| R1 |
1.1411 |
1.1411 |
1.1393 |
1.1406 |
| PP |
1.1400 |
1.1400 |
1.1400 |
1.1398 |
| S1 |
1.1380 |
1.1380 |
1.1387 |
1.1375 |
| S2 |
1.1369 |
1.1369 |
1.1384 |
|
| S3 |
1.1338 |
1.1349 |
1.1381 |
|
| S4 |
1.1307 |
1.1318 |
1.1373 |
|
|
| 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 |
1.1553 |
|
2.618 |
1.1502 |
|
1.618 |
1.1471 |
|
1.000 |
1.1452 |
|
0.618 |
1.1440 |
|
HIGH |
1.1421 |
|
0.618 |
1.1409 |
|
0.500 |
1.1406 |
|
0.382 |
1.1402 |
|
LOW |
1.1390 |
|
0.618 |
1.1371 |
|
1.000 |
1.1359 |
|
1.618 |
1.1340 |
|
2.618 |
1.1309 |
|
4.250 |
1.1258 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1406 |
1.1399 |
| PP |
1.1400 |
1.1396 |
| S1 |
1.1395 |
1.1393 |
|