CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0788 |
1.0809 |
0.0021 |
0.2% |
1.1100 |
| High |
1.0845 |
1.0824 |
-0.0021 |
-0.2% |
1.1106 |
| Low |
1.0781 |
1.0741 |
-0.0040 |
-0.4% |
1.0712 |
| Close |
1.0821 |
1.0769 |
-0.0052 |
-0.5% |
1.0804 |
| Range |
0.0064 |
0.0083 |
0.0019 |
29.7% |
0.0394 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
540 |
190 |
-350 |
-64.8% |
644 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.0981 |
1.0815 |
|
| R3 |
1.0944 |
1.0898 |
1.0792 |
|
| R2 |
1.0861 |
1.0861 |
1.0784 |
|
| R1 |
1.0815 |
1.0815 |
1.0777 |
1.0797 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0769 |
| S1 |
1.0732 |
1.0732 |
1.0761 |
1.0714 |
| S2 |
1.0695 |
1.0695 |
1.0754 |
|
| S3 |
1.0612 |
1.0649 |
1.0746 |
|
| S4 |
1.0529 |
1.0566 |
1.0723 |
|
|
| 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 |
1.1177 |
|
2.618 |
1.1041 |
|
1.618 |
1.0958 |
|
1.000 |
1.0907 |
|
0.618 |
1.0875 |
|
HIGH |
1.0824 |
|
0.618 |
1.0792 |
|
0.500 |
1.0783 |
|
0.382 |
1.0773 |
|
LOW |
1.0741 |
|
0.618 |
1.0690 |
|
1.000 |
1.0658 |
|
1.618 |
1.0607 |
|
2.618 |
1.0524 |
|
4.250 |
1.0388 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0783 |
1.0830 |
| PP |
1.0778 |
1.0810 |
| S1 |
1.0774 |
1.0789 |
|