CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0926 |
-0.0074 |
-0.7% |
1.1088 |
| High |
1.1023 |
1.0948 |
-0.0075 |
-0.7% |
1.1142 |
| Low |
1.0903 |
1.0892 |
-0.0011 |
-0.1% |
1.0958 |
| Close |
1.0917 |
1.0944 |
0.0027 |
0.2% |
1.1058 |
| Range |
0.0120 |
0.0056 |
-0.0064 |
-53.3% |
0.0184 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
132 |
161 |
29 |
22.0% |
141 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.1076 |
1.0975 |
|
| R3 |
1.1040 |
1.1020 |
1.0959 |
|
| R2 |
1.0984 |
1.0984 |
1.0954 |
|
| R1 |
1.0964 |
1.0964 |
1.0949 |
1.0974 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0933 |
| S1 |
1.0908 |
1.0908 |
1.0939 |
1.0918 |
| S2 |
1.0872 |
1.0872 |
1.0934 |
|
| S3 |
1.0816 |
1.0852 |
1.0929 |
|
| S4 |
1.0760 |
1.0796 |
1.0913 |
|
|
| 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 |
1.1186 |
|
2.618 |
1.1095 |
|
1.618 |
1.1039 |
|
1.000 |
1.1004 |
|
0.618 |
1.0983 |
|
HIGH |
1.0948 |
|
0.618 |
1.0927 |
|
0.500 |
1.0920 |
|
0.382 |
1.0913 |
|
LOW |
1.0892 |
|
0.618 |
1.0857 |
|
1.000 |
1.0836 |
|
1.618 |
1.0801 |
|
2.618 |
1.0745 |
|
4.250 |
1.0654 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0986 |
| PP |
1.0928 |
1.0972 |
| S1 |
1.0920 |
1.0958 |
|