CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1225 |
1.1235 |
0.0010 |
0.1% |
1.1358 |
| High |
1.1267 |
1.1307 |
0.0040 |
0.4% |
1.1385 |
| Low |
1.1192 |
1.1212 |
0.0020 |
0.2% |
1.1172 |
| Close |
1.1250 |
1.1290 |
0.0040 |
0.4% |
1.1250 |
| Range |
0.0075 |
0.0095 |
0.0020 |
26.7% |
0.0213 |
| ATR |
0.0000 |
0.0101 |
0.0101 |
|
0.0000 |
| Volume |
10 |
19 |
9 |
90.0% |
166 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1517 |
1.1342 |
|
| R3 |
1.1460 |
1.1422 |
1.1316 |
|
| R2 |
1.1365 |
1.1365 |
1.1307 |
|
| R1 |
1.1327 |
1.1327 |
1.1299 |
1.1346 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1279 |
| S1 |
1.1232 |
1.1232 |
1.1281 |
1.1251 |
| S2 |
1.1175 |
1.1175 |
1.1273 |
|
| S3 |
1.1080 |
1.1137 |
1.1264 |
|
| S4 |
1.0985 |
1.1042 |
1.1238 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1792 |
1.1367 |
|
| R3 |
1.1695 |
1.1579 |
1.1309 |
|
| R2 |
1.1482 |
1.1482 |
1.1289 |
|
| R1 |
1.1366 |
1.1366 |
1.1270 |
1.1318 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1245 |
| S1 |
1.1153 |
1.1153 |
1.1230 |
1.1105 |
| S2 |
1.1056 |
1.1056 |
1.1211 |
|
| S3 |
1.0843 |
1.0940 |
1.1191 |
|
| S4 |
1.0630 |
1.0727 |
1.1133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1711 |
|
2.618 |
1.1556 |
|
1.618 |
1.1461 |
|
1.000 |
1.1402 |
|
0.618 |
1.1366 |
|
HIGH |
1.1307 |
|
0.618 |
1.1271 |
|
0.500 |
1.1260 |
|
0.382 |
1.1248 |
|
LOW |
1.1212 |
|
0.618 |
1.1153 |
|
1.000 |
1.1117 |
|
1.618 |
1.1058 |
|
2.618 |
1.0963 |
|
4.250 |
1.0808 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1280 |
1.1285 |
| PP |
1.1270 |
1.1279 |
| S1 |
1.1260 |
1.1274 |
|