CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0809 |
1.0815 |
0.0006 |
0.1% |
1.1100 |
| High |
1.0824 |
1.0835 |
0.0011 |
0.1% |
1.1106 |
| Low |
1.0741 |
1.0770 |
0.0029 |
0.3% |
1.0712 |
| Close |
1.0769 |
1.0793 |
0.0024 |
0.2% |
1.0804 |
| Range |
0.0083 |
0.0065 |
-0.0018 |
-21.7% |
0.0394 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
190 |
16 |
-174 |
-91.6% |
644 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0959 |
1.0829 |
|
| R3 |
1.0929 |
1.0894 |
1.0811 |
|
| R2 |
1.0864 |
1.0864 |
1.0805 |
|
| R1 |
1.0829 |
1.0829 |
1.0799 |
1.0814 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0792 |
| S1 |
1.0764 |
1.0764 |
1.0787 |
1.0749 |
| S2 |
1.0734 |
1.0734 |
1.0781 |
|
| S3 |
1.0669 |
1.0699 |
1.0775 |
|
| S4 |
1.0604 |
1.0634 |
1.0757 |
|
|
| 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 |
1.1111 |
|
2.618 |
1.1005 |
|
1.618 |
1.0940 |
|
1.000 |
1.0900 |
|
0.618 |
1.0875 |
|
HIGH |
1.0835 |
|
0.618 |
1.0810 |
|
0.500 |
1.0803 |
|
0.382 |
1.0795 |
|
LOW |
1.0770 |
|
0.618 |
1.0730 |
|
1.000 |
1.0705 |
|
1.618 |
1.0665 |
|
2.618 |
1.0600 |
|
4.250 |
1.0494 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0793 |
| PP |
1.0799 |
1.0793 |
| S1 |
1.0796 |
1.0793 |
|