CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1204 |
1.1235 |
0.0031 |
0.3% |
1.1410 |
| High |
1.1270 |
1.1356 |
0.0086 |
0.8% |
1.1505 |
| Low |
1.1172 |
1.1229 |
0.0057 |
0.5% |
1.1292 |
| Close |
1.1270 |
1.1281 |
0.0011 |
0.1% |
1.1415 |
| Range |
0.0098 |
0.0127 |
0.0029 |
29.6% |
0.0213 |
| ATR |
|
|
|
|
|
| Volume |
133 |
14 |
-119 |
-89.5% |
59 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1602 |
1.1351 |
|
| R3 |
1.1543 |
1.1475 |
1.1316 |
|
| R2 |
1.1416 |
1.1416 |
1.1304 |
|
| R1 |
1.1348 |
1.1348 |
1.1293 |
1.1382 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1306 |
| S1 |
1.1221 |
1.1221 |
1.1269 |
1.1255 |
| S2 |
1.1162 |
1.1162 |
1.1258 |
|
| S3 |
1.1035 |
1.1094 |
1.1246 |
|
| S4 |
1.0908 |
1.0967 |
1.1211 |
|
|
| 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 |
1.1896 |
|
2.618 |
1.1688 |
|
1.618 |
1.1561 |
|
1.000 |
1.1483 |
|
0.618 |
1.1434 |
|
HIGH |
1.1356 |
|
0.618 |
1.1307 |
|
0.500 |
1.1293 |
|
0.382 |
1.1278 |
|
LOW |
1.1229 |
|
0.618 |
1.1151 |
|
1.000 |
1.1102 |
|
1.618 |
1.1024 |
|
2.618 |
1.0897 |
|
4.250 |
1.0689 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1293 |
1.1275 |
| PP |
1.1289 |
1.1270 |
| S1 |
1.1285 |
1.1264 |
|