CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1045 |
-0.0055 |
-0.5% |
1.1088 |
| High |
1.1106 |
1.1080 |
-0.0026 |
-0.2% |
1.1142 |
| Low |
1.1065 |
1.0995 |
-0.0070 |
-0.6% |
1.0958 |
| Close |
1.1067 |
1.1021 |
-0.0046 |
-0.4% |
1.1058 |
| Range |
0.0041 |
0.0085 |
0.0044 |
107.3% |
0.0184 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
35 |
177 |
142 |
405.7% |
141 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1239 |
1.1068 |
|
| R3 |
1.1202 |
1.1154 |
1.1044 |
|
| R2 |
1.1117 |
1.1117 |
1.1037 |
|
| R1 |
1.1069 |
1.1069 |
1.1029 |
1.1051 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1023 |
| S1 |
1.0984 |
1.0984 |
1.1013 |
1.0966 |
| S2 |
1.0947 |
1.0947 |
1.1005 |
|
| S3 |
1.0862 |
1.0899 |
1.0998 |
|
| S4 |
1.0777 |
1.0814 |
1.0974 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1515 |
1.1159 |
|
| R3 |
1.1421 |
1.1331 |
1.1109 |
|
| R2 |
1.1237 |
1.1237 |
1.1092 |
|
| R1 |
1.1147 |
1.1147 |
1.1075 |
1.1100 |
| PP |
1.1053 |
1.1053 |
1.1053 |
1.1029 |
| S1 |
1.0963 |
1.0963 |
1.1041 |
1.0916 |
| S2 |
1.0869 |
1.0869 |
1.1024 |
|
| S3 |
1.0685 |
1.0779 |
1.1007 |
|
| S4 |
1.0501 |
1.0595 |
1.0957 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1303 |
|
1.618 |
1.1218 |
|
1.000 |
1.1165 |
|
0.618 |
1.1133 |
|
HIGH |
1.1080 |
|
0.618 |
1.1048 |
|
0.500 |
1.1038 |
|
0.382 |
1.1027 |
|
LOW |
1.0995 |
|
0.618 |
1.0942 |
|
1.000 |
1.0910 |
|
1.618 |
1.0857 |
|
2.618 |
1.0772 |
|
4.250 |
1.0634 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1061 |
| PP |
1.1032 |
1.1047 |
| S1 |
1.1027 |
1.1034 |
|