CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0914 |
-0.0012 |
-0.1% |
1.1100 |
| High |
1.0948 |
1.0948 |
0.0000 |
0.0% |
1.1106 |
| Low |
1.0892 |
1.0712 |
-0.0180 |
-1.7% |
1.0712 |
| Close |
1.0944 |
1.0804 |
-0.0140 |
-1.3% |
1.0804 |
| Range |
0.0056 |
0.0236 |
0.0180 |
321.4% |
0.0394 |
| ATR |
0.0090 |
0.0100 |
0.0010 |
11.6% |
0.0000 |
| Volume |
161 |
139 |
-22 |
-13.7% |
644 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1529 |
1.1403 |
1.0934 |
|
| R3 |
1.1293 |
1.1167 |
1.0869 |
|
| R2 |
1.1057 |
1.1057 |
1.0847 |
|
| R1 |
1.0931 |
1.0931 |
1.0826 |
1.0876 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0794 |
| S1 |
1.0695 |
1.0695 |
1.0782 |
1.0640 |
| S2 |
1.0585 |
1.0585 |
1.0761 |
|
| S3 |
1.0349 |
1.0459 |
1.0739 |
|
| S4 |
1.0113 |
1.0223 |
1.0674 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2056 |
1.1824 |
1.1021 |
|
| R3 |
1.1662 |
1.1430 |
1.0912 |
|
| R2 |
1.1268 |
1.1268 |
1.0876 |
|
| R1 |
1.1036 |
1.1036 |
1.0840 |
1.0955 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0834 |
| S1 |
1.0642 |
1.0642 |
1.0768 |
1.0561 |
| S2 |
1.0480 |
1.0480 |
1.0732 |
|
| S3 |
1.0086 |
1.0248 |
1.0696 |
|
| S4 |
0.9692 |
0.9854 |
1.0587 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1951 |
|
2.618 |
1.1566 |
|
1.618 |
1.1330 |
|
1.000 |
1.1184 |
|
0.618 |
1.1094 |
|
HIGH |
1.0948 |
|
0.618 |
1.0858 |
|
0.500 |
1.0830 |
|
0.382 |
1.0802 |
|
LOW |
1.0712 |
|
0.618 |
1.0566 |
|
1.000 |
1.0476 |
|
1.618 |
1.0330 |
|
2.618 |
1.0094 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0868 |
| PP |
1.0821 |
1.0846 |
| S1 |
1.0813 |
1.0825 |
|