CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0702 |
1.0736 |
0.0034 |
0.3% |
1.0788 |
| High |
1.0751 |
1.0823 |
0.0072 |
0.7% |
1.0886 |
| Low |
1.0686 |
1.0732 |
0.0046 |
0.4% |
1.0741 |
| Close |
1.0708 |
1.0794 |
0.0086 |
0.8% |
1.0798 |
| Range |
0.0065 |
0.0091 |
0.0026 |
40.0% |
0.0145 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
1.9% |
0.0000 |
| Volume |
219 |
449 |
230 |
105.0% |
947 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1016 |
1.0844 |
|
| R3 |
1.0965 |
1.0925 |
1.0819 |
|
| R2 |
1.0874 |
1.0874 |
1.0811 |
|
| R1 |
1.0834 |
1.0834 |
1.0802 |
1.0854 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0793 |
| S1 |
1.0743 |
1.0743 |
1.0786 |
1.0763 |
| S2 |
1.0692 |
1.0692 |
1.0777 |
|
| S3 |
1.0601 |
1.0652 |
1.0769 |
|
| S4 |
1.0510 |
1.0561 |
1.0744 |
|
|
| 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 |
1.1210 |
|
2.618 |
1.1061 |
|
1.618 |
1.0970 |
|
1.000 |
1.0914 |
|
0.618 |
1.0879 |
|
HIGH |
1.0823 |
|
0.618 |
1.0788 |
|
0.500 |
1.0778 |
|
0.382 |
1.0767 |
|
LOW |
1.0732 |
|
0.618 |
1.0676 |
|
1.000 |
1.0641 |
|
1.618 |
1.0585 |
|
2.618 |
1.0494 |
|
4.250 |
1.0345 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0789 |
1.0781 |
| PP |
1.0783 |
1.0768 |
| S1 |
1.0778 |
1.0755 |
|