CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1395 |
-0.0010 |
-0.1% |
1.1422 |
| High |
1.1421 |
1.1400 |
-0.0021 |
-0.2% |
1.1540 |
| Low |
1.1390 |
1.1160 |
-0.0230 |
-2.0% |
1.1388 |
| Close |
1.1390 |
1.1162 |
-0.0228 |
-2.0% |
1.1430 |
| Range |
0.0031 |
0.0240 |
0.0209 |
674.2% |
0.0152 |
| ATR |
0.0081 |
0.0092 |
0.0011 |
14.0% |
0.0000 |
| Volume |
1 |
16 |
15 |
1,500.0% |
106 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1961 |
1.1801 |
1.1294 |
|
| R3 |
1.1721 |
1.1561 |
1.1228 |
|
| R2 |
1.1481 |
1.1481 |
1.1206 |
|
| R1 |
1.1321 |
1.1321 |
1.1184 |
1.1281 |
| PP |
1.1241 |
1.1241 |
1.1241 |
1.1221 |
| S1 |
1.1081 |
1.1081 |
1.1140 |
1.1041 |
| S2 |
1.1001 |
1.1001 |
1.1118 |
|
| S3 |
1.0761 |
1.0841 |
1.1096 |
|
| S4 |
1.0521 |
1.0601 |
1.1030 |
|
|
| 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 |
1.2420 |
|
2.618 |
1.2028 |
|
1.618 |
1.1788 |
|
1.000 |
1.1640 |
|
0.618 |
1.1548 |
|
HIGH |
1.1400 |
|
0.618 |
1.1308 |
|
0.500 |
1.1280 |
|
0.382 |
1.1252 |
|
LOW |
1.1160 |
|
0.618 |
1.1012 |
|
1.000 |
1.0920 |
|
1.618 |
1.0772 |
|
2.618 |
1.0532 |
|
4.250 |
1.0140 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1280 |
1.1295 |
| PP |
1.1241 |
1.1251 |
| S1 |
1.1201 |
1.1206 |
|