CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1276 |
0.0041 |
0.4% |
1.1235 |
| High |
1.1374 |
1.1337 |
-0.0037 |
-0.3% |
1.1374 |
| Low |
1.1220 |
1.1238 |
0.0018 |
0.2% |
1.1208 |
| Close |
1.1287 |
1.1238 |
-0.0049 |
-0.4% |
1.1287 |
| Range |
0.0154 |
0.0099 |
-0.0055 |
-35.7% |
0.0166 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0000 |
| Volume |
53 |
49 |
-4 |
-7.5% |
100 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1502 |
1.1292 |
|
| R3 |
1.1469 |
1.1403 |
1.1265 |
|
| R2 |
1.1370 |
1.1370 |
1.1256 |
|
| R1 |
1.1304 |
1.1304 |
1.1247 |
1.1288 |
| PP |
1.1271 |
1.1271 |
1.1271 |
1.1263 |
| S1 |
1.1205 |
1.1205 |
1.1229 |
1.1189 |
| S2 |
1.1172 |
1.1172 |
1.1220 |
|
| S3 |
1.1073 |
1.1106 |
1.1211 |
|
| S4 |
1.0974 |
1.1007 |
1.1184 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1788 |
1.1703 |
1.1378 |
|
| R3 |
1.1622 |
1.1537 |
1.1333 |
|
| R2 |
1.1456 |
1.1456 |
1.1317 |
|
| R1 |
1.1371 |
1.1371 |
1.1302 |
1.1414 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1311 |
| S1 |
1.1205 |
1.1205 |
1.1272 |
1.1248 |
| S2 |
1.1124 |
1.1124 |
1.1257 |
|
| S3 |
1.0958 |
1.1039 |
1.1241 |
|
| S4 |
1.0792 |
1.0873 |
1.1196 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1596 |
|
1.618 |
1.1497 |
|
1.000 |
1.1436 |
|
0.618 |
1.1398 |
|
HIGH |
1.1337 |
|
0.618 |
1.1299 |
|
0.500 |
1.1288 |
|
0.382 |
1.1276 |
|
LOW |
1.1238 |
|
0.618 |
1.1177 |
|
1.000 |
1.1139 |
|
1.618 |
1.1078 |
|
2.618 |
1.0979 |
|
4.250 |
1.0817 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1288 |
1.1291 |
| PP |
1.1271 |
1.1273 |
| S1 |
1.1255 |
1.1256 |
|