CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0815 |
1.0805 |
-0.0010 |
-0.1% |
1.1100 |
| High |
1.0835 |
1.0886 |
0.0051 |
0.5% |
1.1106 |
| Low |
1.0770 |
1.0755 |
-0.0015 |
-0.1% |
1.0712 |
| Close |
1.0793 |
1.0856 |
0.0063 |
0.6% |
1.0804 |
| Range |
0.0065 |
0.0131 |
0.0066 |
101.5% |
0.0394 |
| ATR |
0.0095 |
0.0097 |
0.0003 |
2.7% |
0.0000 |
| Volume |
16 |
90 |
74 |
462.5% |
644 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1172 |
1.0928 |
|
| R3 |
1.1094 |
1.1041 |
1.0892 |
|
| R2 |
1.0963 |
1.0963 |
1.0880 |
|
| R1 |
1.0910 |
1.0910 |
1.0868 |
1.0937 |
| PP |
1.0832 |
1.0832 |
1.0832 |
1.0846 |
| S1 |
1.0779 |
1.0779 |
1.0844 |
1.0806 |
| S2 |
1.0701 |
1.0701 |
1.0832 |
|
| S3 |
1.0570 |
1.0648 |
1.0820 |
|
| S4 |
1.0439 |
1.0517 |
1.0784 |
|
|
| 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 |
1.1443 |
|
2.618 |
1.1229 |
|
1.618 |
1.1098 |
|
1.000 |
1.1017 |
|
0.618 |
1.0967 |
|
HIGH |
1.0886 |
|
0.618 |
1.0836 |
|
0.500 |
1.0821 |
|
0.382 |
1.0805 |
|
LOW |
1.0755 |
|
0.618 |
1.0674 |
|
1.000 |
1.0624 |
|
1.618 |
1.0543 |
|
2.618 |
1.0412 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0844 |
1.0842 |
| PP |
1.0832 |
1.0828 |
| S1 |
1.0821 |
1.0814 |
|