CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1125 |
0.0032 |
0.3% |
1.1408 |
| High |
1.1125 |
1.1142 |
0.0017 |
0.2% |
1.1430 |
| Low |
1.1091 |
1.0958 |
-0.0133 |
-1.2% |
1.1059 |
| Close |
1.1098 |
1.0958 |
-0.0140 |
-1.3% |
1.1059 |
| Range |
0.0034 |
0.0184 |
0.0150 |
441.2% |
0.0371 |
| ATR |
0.0088 |
0.0095 |
0.0007 |
7.7% |
0.0000 |
| Volume |
2 |
89 |
87 |
4,350.0% |
60 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1571 |
1.1449 |
1.1059 |
|
| R3 |
1.1387 |
1.1265 |
1.1009 |
|
| R2 |
1.1203 |
1.1203 |
1.0992 |
|
| R1 |
1.1081 |
1.1081 |
1.0975 |
1.1050 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1004 |
| S1 |
1.0897 |
1.0897 |
1.0941 |
1.0866 |
| S2 |
1.0835 |
1.0835 |
1.0924 |
|
| S3 |
1.0651 |
1.0713 |
1.0907 |
|
| S4 |
1.0467 |
1.0529 |
1.0857 |
|
|
| 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 |
1.1924 |
|
2.618 |
1.1624 |
|
1.618 |
1.1440 |
|
1.000 |
1.1326 |
|
0.618 |
1.1256 |
|
HIGH |
1.1142 |
|
0.618 |
1.1072 |
|
0.500 |
1.1050 |
|
0.382 |
1.1028 |
|
LOW |
1.0958 |
|
0.618 |
1.0844 |
|
1.000 |
1.0774 |
|
1.618 |
1.0660 |
|
2.618 |
1.0476 |
|
4.250 |
1.0176 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1050 |
| PP |
1.1019 |
1.1019 |
| S1 |
1.0989 |
1.0989 |
|