CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1298 |
1.1316 |
0.0018 |
0.2% |
1.1358 |
| High |
1.1331 |
1.1319 |
-0.0012 |
-0.1% |
1.1385 |
| Low |
1.1264 |
1.1221 |
-0.0043 |
-0.4% |
1.1172 |
| Close |
1.1318 |
1.1226 |
-0.0092 |
-0.8% |
1.1250 |
| Range |
0.0067 |
0.0098 |
0.0031 |
46.3% |
0.0213 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.0% |
0.0000 |
| Volume |
4 |
19 |
15 |
375.0% |
166 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1549 |
1.1486 |
1.1280 |
|
| R3 |
1.1451 |
1.1388 |
1.1253 |
|
| R2 |
1.1353 |
1.1353 |
1.1244 |
|
| R1 |
1.1290 |
1.1290 |
1.1235 |
1.1273 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1247 |
| S1 |
1.1192 |
1.1192 |
1.1217 |
1.1175 |
| S2 |
1.1157 |
1.1157 |
1.1208 |
|
| S3 |
1.1059 |
1.1094 |
1.1199 |
|
| S4 |
1.0961 |
1.0996 |
1.1172 |
|
|
| 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 |
1.1736 |
|
2.618 |
1.1576 |
|
1.618 |
1.1478 |
|
1.000 |
1.1417 |
|
0.618 |
1.1380 |
|
HIGH |
1.1319 |
|
0.618 |
1.1282 |
|
0.500 |
1.1270 |
|
0.382 |
1.1258 |
|
LOW |
1.1221 |
|
0.618 |
1.1160 |
|
1.000 |
1.1123 |
|
1.618 |
1.1062 |
|
2.618 |
1.0964 |
|
4.250 |
1.0805 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1270 |
1.1272 |
| PP |
1.1255 |
1.1256 |
| S1 |
1.1241 |
1.1241 |
|