CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0691 |
-0.0091 |
-0.8% |
1.0761 |
| High |
1.0782 |
1.0701 |
-0.0081 |
-0.8% |
1.0823 |
| Low |
1.0706 |
1.0664 |
-0.0042 |
-0.4% |
1.0686 |
| Close |
1.0715 |
1.0688 |
-0.0027 |
-0.3% |
1.0715 |
| Range |
0.0076 |
0.0037 |
-0.0039 |
-51.3% |
0.0137 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
339 |
149 |
-190 |
-56.0% |
1,334 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0779 |
1.0708 |
|
| R3 |
1.0758 |
1.0742 |
1.0698 |
|
| R2 |
1.0721 |
1.0721 |
1.0695 |
|
| R1 |
1.0705 |
1.0705 |
1.0691 |
1.0695 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0679 |
| S1 |
1.0668 |
1.0668 |
1.0685 |
1.0658 |
| S2 |
1.0647 |
1.0647 |
1.0681 |
|
| S3 |
1.0610 |
1.0631 |
1.0678 |
|
| S4 |
1.0573 |
1.0594 |
1.0668 |
|
|
| 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 |
1.0858 |
|
2.618 |
1.0798 |
|
1.618 |
1.0761 |
|
1.000 |
1.0738 |
|
0.618 |
1.0724 |
|
HIGH |
1.0701 |
|
0.618 |
1.0687 |
|
0.500 |
1.0683 |
|
0.382 |
1.0678 |
|
LOW |
1.0664 |
|
0.618 |
1.0641 |
|
1.000 |
1.0627 |
|
1.618 |
1.0604 |
|
2.618 |
1.0567 |
|
4.250 |
1.0507 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0686 |
1.0744 |
| PP |
1.0684 |
1.0725 |
| S1 |
1.0683 |
1.0707 |
|