CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0914 |
1.0788 |
-0.0126 |
-1.2% |
1.1100 |
| High |
1.0948 |
1.0845 |
-0.0103 |
-0.9% |
1.1106 |
| Low |
1.0712 |
1.0781 |
0.0069 |
0.6% |
1.0712 |
| Close |
1.0804 |
1.0821 |
0.0017 |
0.2% |
1.0804 |
| Range |
0.0236 |
0.0064 |
-0.0172 |
-72.9% |
0.0394 |
| ATR |
0.0100 |
0.0098 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
139 |
540 |
401 |
288.5% |
644 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0978 |
1.0856 |
|
| R3 |
1.0944 |
1.0914 |
1.0839 |
|
| R2 |
1.0880 |
1.0880 |
1.0833 |
|
| R1 |
1.0850 |
1.0850 |
1.0827 |
1.0865 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0823 |
| S1 |
1.0786 |
1.0786 |
1.0815 |
1.0801 |
| S2 |
1.0752 |
1.0752 |
1.0809 |
|
| S3 |
1.0688 |
1.0722 |
1.0803 |
|
| S4 |
1.0624 |
1.0658 |
1.0786 |
|
|
| 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 |
1.1117 |
|
2.618 |
1.1013 |
|
1.618 |
1.0949 |
|
1.000 |
1.0909 |
|
0.618 |
1.0885 |
|
HIGH |
1.0845 |
|
0.618 |
1.0821 |
|
0.500 |
1.0813 |
|
0.382 |
1.0805 |
|
LOW |
1.0781 |
|
0.618 |
1.0741 |
|
1.000 |
1.0717 |
|
1.618 |
1.0677 |
|
2.618 |
1.0613 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0818 |
1.0830 |
| PP |
1.0816 |
1.0827 |
| S1 |
1.0813 |
1.0824 |
|