CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0702 |
-0.0026 |
-0.2% |
1.0788 |
| High |
1.0749 |
1.0751 |
0.0002 |
0.0% |
1.0886 |
| Low |
1.0695 |
1.0686 |
-0.0009 |
-0.1% |
1.0741 |
| Close |
1.0709 |
1.0708 |
-0.0001 |
0.0% |
1.0798 |
| Range |
0.0054 |
0.0065 |
0.0011 |
20.4% |
0.0145 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
89 |
219 |
130 |
146.1% |
947 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0874 |
1.0744 |
|
| R3 |
1.0845 |
1.0809 |
1.0726 |
|
| R2 |
1.0780 |
1.0780 |
1.0720 |
|
| R1 |
1.0744 |
1.0744 |
1.0714 |
1.0762 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0724 |
| S1 |
1.0679 |
1.0679 |
1.0702 |
1.0697 |
| S2 |
1.0650 |
1.0650 |
1.0696 |
|
| S3 |
1.0585 |
1.0614 |
1.0690 |
|
| S4 |
1.0520 |
1.0549 |
1.0672 |
|
|
| 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 |
1.1027 |
|
2.618 |
1.0921 |
|
1.618 |
1.0856 |
|
1.000 |
1.0816 |
|
0.618 |
1.0791 |
|
HIGH |
1.0751 |
|
0.618 |
1.0726 |
|
0.500 |
1.0719 |
|
0.382 |
1.0711 |
|
LOW |
1.0686 |
|
0.618 |
1.0646 |
|
1.000 |
1.0621 |
|
1.618 |
1.0581 |
|
2.618 |
1.0516 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0719 |
1.0752 |
| PP |
1.0715 |
1.0737 |
| S1 |
1.0712 |
1.0723 |
|