CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0805 |
1.0851 |
0.0046 |
0.4% |
1.0788 |
| High |
1.0886 |
1.0877 |
-0.0009 |
-0.1% |
1.0886 |
| Low |
1.0755 |
1.0774 |
0.0019 |
0.2% |
1.0741 |
| Close |
1.0856 |
1.0798 |
-0.0058 |
-0.5% |
1.0798 |
| Range |
0.0131 |
0.0103 |
-0.0028 |
-21.4% |
0.0145 |
| ATR |
0.0097 |
0.0098 |
0.0000 |
0.4% |
0.0000 |
| Volume |
90 |
111 |
21 |
23.3% |
947 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1065 |
1.0855 |
|
| R3 |
1.1022 |
1.0962 |
1.0826 |
|
| R2 |
1.0919 |
1.0919 |
1.0817 |
|
| R1 |
1.0859 |
1.0859 |
1.0807 |
1.0838 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0806 |
| S1 |
1.0756 |
1.0756 |
1.0789 |
1.0735 |
| S2 |
1.0713 |
1.0713 |
1.0779 |
|
| S3 |
1.0610 |
1.0653 |
1.0770 |
|
| S4 |
1.0507 |
1.0550 |
1.0741 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1243 |
1.1166 |
1.0878 |
|
| R3 |
1.1098 |
1.1021 |
1.0838 |
|
| R2 |
1.0953 |
1.0953 |
1.0825 |
|
| R1 |
1.0876 |
1.0876 |
1.0811 |
1.0915 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0828 |
| S1 |
1.0731 |
1.0731 |
1.0785 |
1.0770 |
| S2 |
1.0663 |
1.0663 |
1.0771 |
|
| S3 |
1.0518 |
1.0586 |
1.0758 |
|
| S4 |
1.0373 |
1.0441 |
1.0718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.1147 |
|
1.618 |
1.1044 |
|
1.000 |
1.0980 |
|
0.618 |
1.0941 |
|
HIGH |
1.0877 |
|
0.618 |
1.0838 |
|
0.500 |
1.0826 |
|
0.382 |
1.0813 |
|
LOW |
1.0774 |
|
0.618 |
1.0710 |
|
1.000 |
1.0671 |
|
1.618 |
1.0607 |
|
2.618 |
1.0504 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0826 |
1.0821 |
| PP |
1.0816 |
1.0813 |
| S1 |
1.0807 |
1.0806 |
|