CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1305 |
-0.0021 |
-0.2% |
1.1235 |
| High |
1.1331 |
1.1373 |
0.0042 |
0.4% |
1.1374 |
| Low |
1.1271 |
1.1292 |
0.0021 |
0.2% |
1.1208 |
| Close |
1.1308 |
1.1327 |
0.0019 |
0.2% |
1.1287 |
| Range |
0.0060 |
0.0081 |
0.0021 |
35.0% |
0.0166 |
| ATR |
0.0097 |
0.0095 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
232 |
7 |
-225 |
-97.0% |
100 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1531 |
1.1372 |
|
| R3 |
1.1493 |
1.1450 |
1.1349 |
|
| R2 |
1.1412 |
1.1412 |
1.1342 |
|
| R1 |
1.1369 |
1.1369 |
1.1334 |
1.1391 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1341 |
| S1 |
1.1288 |
1.1288 |
1.1320 |
1.1310 |
| S2 |
1.1250 |
1.1250 |
1.1312 |
|
| S3 |
1.1169 |
1.1207 |
1.1305 |
|
| S4 |
1.1088 |
1.1126 |
1.1282 |
|
|
| 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 |
1.1717 |
|
2.618 |
1.1585 |
|
1.618 |
1.1504 |
|
1.000 |
1.1454 |
|
0.618 |
1.1423 |
|
HIGH |
1.1373 |
|
0.618 |
1.1342 |
|
0.500 |
1.1333 |
|
0.382 |
1.1323 |
|
LOW |
1.1292 |
|
0.618 |
1.1242 |
|
1.000 |
1.1211 |
|
1.618 |
1.1161 |
|
2.618 |
1.1080 |
|
4.250 |
1.0948 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1319 |
| PP |
1.1331 |
1.1311 |
| S1 |
1.1329 |
1.1303 |
|