CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0761 |
-0.0090 |
-0.8% |
1.0788 |
| High |
1.0877 |
1.0817 |
-0.0060 |
-0.6% |
1.0886 |
| Low |
1.0774 |
1.0737 |
-0.0037 |
-0.3% |
1.0741 |
| Close |
1.0798 |
1.0737 |
-0.0061 |
-0.6% |
1.0798 |
| Range |
0.0103 |
0.0080 |
-0.0023 |
-22.3% |
0.0145 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
111 |
238 |
127 |
114.4% |
947 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1004 |
1.0950 |
1.0781 |
|
| R3 |
1.0924 |
1.0870 |
1.0759 |
|
| R2 |
1.0844 |
1.0844 |
1.0752 |
|
| R1 |
1.0790 |
1.0790 |
1.0744 |
1.0777 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0757 |
| S1 |
1.0710 |
1.0710 |
1.0730 |
1.0697 |
| S2 |
1.0684 |
1.0684 |
1.0722 |
|
| S3 |
1.0604 |
1.0630 |
1.0715 |
|
| S4 |
1.0524 |
1.0550 |
1.0693 |
|
|
| 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 |
1.1157 |
|
2.618 |
1.1026 |
|
1.618 |
1.0946 |
|
1.000 |
1.0897 |
|
0.618 |
1.0866 |
|
HIGH |
1.0817 |
|
0.618 |
1.0786 |
|
0.500 |
1.0777 |
|
0.382 |
1.0768 |
|
LOW |
1.0737 |
|
0.618 |
1.0688 |
|
1.000 |
1.0657 |
|
1.618 |
1.0608 |
|
2.618 |
1.0528 |
|
4.250 |
1.0397 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0812 |
| PP |
1.0764 |
1.0787 |
| S1 |
1.0750 |
1.0762 |
|