CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1045 |
1.1000 |
-0.0045 |
-0.4% |
1.1088 |
| High |
1.1080 |
1.1023 |
-0.0057 |
-0.5% |
1.1142 |
| Low |
1.0995 |
1.0903 |
-0.0092 |
-0.8% |
1.0958 |
| Close |
1.1021 |
1.0917 |
-0.0104 |
-0.9% |
1.1058 |
| Range |
0.0085 |
0.0120 |
0.0035 |
41.2% |
0.0184 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.3% |
0.0000 |
| Volume |
177 |
132 |
-45 |
-25.4% |
141 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1232 |
1.0983 |
|
| R3 |
1.1188 |
1.1112 |
1.0950 |
|
| R2 |
1.1068 |
1.1068 |
1.0939 |
|
| R1 |
1.0992 |
1.0992 |
1.0928 |
1.0970 |
| PP |
1.0948 |
1.0948 |
1.0948 |
1.0937 |
| S1 |
1.0872 |
1.0872 |
1.0906 |
1.0850 |
| S2 |
1.0828 |
1.0828 |
1.0895 |
|
| S3 |
1.0708 |
1.0752 |
1.0884 |
|
| S4 |
1.0588 |
1.0632 |
1.0851 |
|
|
| 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 |
1.1533 |
|
2.618 |
1.1337 |
|
1.618 |
1.1217 |
|
1.000 |
1.1143 |
|
0.618 |
1.1097 |
|
HIGH |
1.1023 |
|
0.618 |
1.0977 |
|
0.500 |
1.0963 |
|
0.382 |
1.0949 |
|
LOW |
1.0903 |
|
0.618 |
1.0829 |
|
1.000 |
1.0783 |
|
1.618 |
1.0709 |
|
2.618 |
1.0589 |
|
4.250 |
1.0393 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.1005 |
| PP |
1.0948 |
1.0975 |
| S1 |
1.0932 |
1.0946 |
|