CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1254 |
1.1204 |
-0.0050 |
-0.4% |
1.1410 |
| High |
1.1266 |
1.1270 |
0.0004 |
0.0% |
1.1505 |
| Low |
1.1187 |
1.1172 |
-0.0015 |
-0.1% |
1.1292 |
| Close |
1.1194 |
1.1270 |
0.0076 |
0.7% |
1.1415 |
| Range |
0.0079 |
0.0098 |
0.0019 |
24.1% |
0.0213 |
| ATR |
|
|
|
|
|
| Volume |
3 |
133 |
130 |
4,333.3% |
59 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1499 |
1.1324 |
|
| R3 |
1.1433 |
1.1401 |
1.1297 |
|
| R2 |
1.1335 |
1.1335 |
1.1288 |
|
| R1 |
1.1303 |
1.1303 |
1.1279 |
1.1319 |
| PP |
1.1237 |
1.1237 |
1.1237 |
1.1246 |
| S1 |
1.1205 |
1.1205 |
1.1261 |
1.1221 |
| S2 |
1.1139 |
1.1139 |
1.1252 |
|
| S3 |
1.1041 |
1.1107 |
1.1243 |
|
| S4 |
1.0943 |
1.1009 |
1.1216 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2043 |
1.1942 |
1.1532 |
|
| R3 |
1.1830 |
1.1729 |
1.1474 |
|
| R2 |
1.1617 |
1.1617 |
1.1454 |
|
| R1 |
1.1516 |
1.1516 |
1.1435 |
1.1567 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1429 |
| S1 |
1.1303 |
1.1303 |
1.1395 |
1.1354 |
| S2 |
1.1191 |
1.1191 |
1.1376 |
|
| S3 |
1.0978 |
1.1090 |
1.1356 |
|
| S4 |
1.0765 |
1.0877 |
1.1298 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1687 |
|
2.618 |
1.1527 |
|
1.618 |
1.1429 |
|
1.000 |
1.1368 |
|
0.618 |
1.1331 |
|
HIGH |
1.1270 |
|
0.618 |
1.1233 |
|
0.500 |
1.1221 |
|
0.382 |
1.1209 |
|
LOW |
1.1172 |
|
0.618 |
1.1111 |
|
1.000 |
1.1074 |
|
1.618 |
1.1013 |
|
2.618 |
1.0915 |
|
4.250 |
1.0756 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1279 |
| PP |
1.1237 |
1.1276 |
| S1 |
1.1221 |
1.1273 |
|