CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0736 |
1.0782 |
0.0046 |
0.4% |
1.0761 |
| High |
1.0823 |
1.0782 |
-0.0041 |
-0.4% |
1.0823 |
| Low |
1.0732 |
1.0706 |
-0.0026 |
-0.2% |
1.0686 |
| Close |
1.0794 |
1.0715 |
-0.0079 |
-0.7% |
1.0715 |
| Range |
0.0091 |
0.0076 |
-0.0015 |
-16.5% |
0.0137 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
449 |
339 |
-110 |
-24.5% |
1,334 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0915 |
1.0757 |
|
| R3 |
1.0886 |
1.0839 |
1.0736 |
|
| R2 |
1.0810 |
1.0810 |
1.0729 |
|
| R1 |
1.0763 |
1.0763 |
1.0722 |
1.0749 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0727 |
| S1 |
1.0687 |
1.0687 |
1.0708 |
1.0673 |
| S2 |
1.0658 |
1.0658 |
1.0701 |
|
| S3 |
1.0582 |
1.0611 |
1.0694 |
|
| S4 |
1.0506 |
1.0535 |
1.0673 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1071 |
1.0790 |
|
| R3 |
1.1015 |
1.0934 |
1.0753 |
|
| R2 |
1.0878 |
1.0878 |
1.0740 |
|
| R1 |
1.0797 |
1.0797 |
1.0728 |
1.0769 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0728 |
| S1 |
1.0660 |
1.0660 |
1.0702 |
1.0632 |
| S2 |
1.0604 |
1.0604 |
1.0690 |
|
| S3 |
1.0467 |
1.0523 |
1.0677 |
|
| S4 |
1.0330 |
1.0386 |
1.0640 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.0981 |
|
1.618 |
1.0905 |
|
1.000 |
1.0858 |
|
0.618 |
1.0829 |
|
HIGH |
1.0782 |
|
0.618 |
1.0753 |
|
0.500 |
1.0744 |
|
0.382 |
1.0735 |
|
LOW |
1.0706 |
|
0.618 |
1.0659 |
|
1.000 |
1.0630 |
|
1.618 |
1.0583 |
|
2.618 |
1.0507 |
|
4.250 |
1.0383 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0755 |
| PP |
1.0734 |
1.0741 |
| S1 |
1.0725 |
1.0728 |
|