CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1395 |
1.1097 |
-0.0298 |
-2.6% |
1.1408 |
| High |
1.1400 |
1.1187 |
-0.0213 |
-1.9% |
1.1430 |
| Low |
1.1160 |
1.1059 |
-0.0101 |
-0.9% |
1.1059 |
| Close |
1.1162 |
1.1059 |
-0.0103 |
-0.9% |
1.1059 |
| Range |
0.0240 |
0.0128 |
-0.0112 |
-46.7% |
0.0371 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
2.8% |
0.0000 |
| Volume |
16 |
31 |
15 |
93.8% |
60 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1400 |
1.1129 |
|
| R3 |
1.1358 |
1.1272 |
1.1094 |
|
| R2 |
1.1230 |
1.1230 |
1.1082 |
|
| R1 |
1.1144 |
1.1144 |
1.1071 |
1.1123 |
| PP |
1.1102 |
1.1102 |
1.1102 |
1.1091 |
| S1 |
1.1016 |
1.1016 |
1.1047 |
1.0995 |
| S2 |
1.0974 |
1.0974 |
1.1036 |
|
| S3 |
1.0846 |
1.0888 |
1.1024 |
|
| S4 |
1.0718 |
1.0760 |
1.0989 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2296 |
1.2048 |
1.1263 |
|
| R3 |
1.1925 |
1.1677 |
1.1161 |
|
| R2 |
1.1554 |
1.1554 |
1.1127 |
|
| R1 |
1.1306 |
1.1306 |
1.1093 |
1.1245 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1152 |
| S1 |
1.0935 |
1.0935 |
1.1025 |
1.0874 |
| S2 |
1.0812 |
1.0812 |
1.0991 |
|
| S3 |
1.0441 |
1.0564 |
1.0957 |
|
| S4 |
1.0070 |
1.0193 |
1.0855 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1731 |
|
2.618 |
1.1522 |
|
1.618 |
1.1394 |
|
1.000 |
1.1315 |
|
0.618 |
1.1266 |
|
HIGH |
1.1187 |
|
0.618 |
1.1138 |
|
0.500 |
1.1123 |
|
0.382 |
1.1108 |
|
LOW |
1.1059 |
|
0.618 |
1.0980 |
|
1.000 |
1.0931 |
|
1.618 |
1.0852 |
|
2.618 |
1.0724 |
|
4.250 |
1.0515 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1240 |
| PP |
1.1102 |
1.1180 |
| S1 |
1.1080 |
1.1119 |
|