CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.1018 |
-0.0107 |
-1.0% |
1.1408 |
| High |
1.1142 |
1.1039 |
-0.0103 |
-0.9% |
1.1430 |
| Low |
1.0958 |
1.0995 |
0.0037 |
0.3% |
1.1059 |
| Close |
1.0958 |
1.1031 |
0.0073 |
0.7% |
1.1059 |
| Range |
0.0184 |
0.0044 |
-0.0140 |
-76.1% |
0.0371 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
89 |
19 |
-70 |
-78.7% |
60 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1136 |
1.1055 |
|
| R3 |
1.1110 |
1.1092 |
1.1043 |
|
| R2 |
1.1066 |
1.1066 |
1.1039 |
|
| R1 |
1.1048 |
1.1048 |
1.1035 |
1.1057 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.1026 |
| S1 |
1.1004 |
1.1004 |
1.1027 |
1.1013 |
| S2 |
1.0978 |
1.0978 |
1.1023 |
|
| S3 |
1.0934 |
1.0960 |
1.1019 |
|
| S4 |
1.0890 |
1.0916 |
1.1007 |
|
|
| 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 |
1.1226 |
|
2.618 |
1.1154 |
|
1.618 |
1.1110 |
|
1.000 |
1.1083 |
|
0.618 |
1.1066 |
|
HIGH |
1.1039 |
|
0.618 |
1.1022 |
|
0.500 |
1.1017 |
|
0.382 |
1.1012 |
|
LOW |
1.0995 |
|
0.618 |
1.0968 |
|
1.000 |
1.0951 |
|
1.618 |
1.0924 |
|
2.618 |
1.0880 |
|
4.250 |
1.0808 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1050 |
| PP |
1.1022 |
1.1044 |
| S1 |
1.1017 |
1.1037 |
|