CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0728 |
-0.0033 |
-0.3% |
1.0788 |
| High |
1.0817 |
1.0749 |
-0.0068 |
-0.6% |
1.0886 |
| Low |
1.0737 |
1.0695 |
-0.0042 |
-0.4% |
1.0741 |
| Close |
1.0737 |
1.0709 |
-0.0028 |
-0.3% |
1.0798 |
| Range |
0.0080 |
0.0054 |
-0.0026 |
-32.5% |
0.0145 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
238 |
89 |
-149 |
-62.6% |
947 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0848 |
1.0739 |
|
| R3 |
1.0826 |
1.0794 |
1.0724 |
|
| R2 |
1.0772 |
1.0772 |
1.0719 |
|
| R1 |
1.0740 |
1.0740 |
1.0714 |
1.0729 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0712 |
| S1 |
1.0686 |
1.0686 |
1.0704 |
1.0675 |
| S2 |
1.0664 |
1.0664 |
1.0699 |
|
| S3 |
1.0610 |
1.0632 |
1.0694 |
|
| S4 |
1.0556 |
1.0578 |
1.0679 |
|
|
| 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 |
1.0979 |
|
2.618 |
1.0890 |
|
1.618 |
1.0836 |
|
1.000 |
1.0803 |
|
0.618 |
1.0782 |
|
HIGH |
1.0749 |
|
0.618 |
1.0728 |
|
0.500 |
1.0722 |
|
0.382 |
1.0716 |
|
LOW |
1.0695 |
|
0.618 |
1.0662 |
|
1.000 |
1.0641 |
|
1.618 |
1.0608 |
|
2.618 |
1.0554 |
|
4.250 |
1.0466 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0722 |
1.0786 |
| PP |
1.0718 |
1.0760 |
| S1 |
1.0713 |
1.0735 |
|