CME Euro FX (E) Future June 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1.0691 |
1.0693 |
0.0002 |
0.0% |
1.0761 |
High |
1.0701 |
1.0730 |
0.0029 |
0.3% |
1.0823 |
Low |
1.0664 |
1.0691 |
0.0027 |
0.3% |
1.0686 |
Close |
1.0688 |
1.0719 |
0.0031 |
0.3% |
1.0715 |
Range |
0.0037 |
0.0039 |
0.0002 |
5.4% |
0.0137 |
ATR |
0.0090 |
0.0086 |
-0.0003 |
-3.8% |
0.0000 |
Volume |
149 |
29 |
-120 |
-80.5% |
1,334 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0830 |
1.0814 |
1.0740 |
|
R3 |
1.0791 |
1.0775 |
1.0730 |
|
R2 |
1.0752 |
1.0752 |
1.0726 |
|
R1 |
1.0736 |
1.0736 |
1.0723 |
1.0744 |
PP |
1.0713 |
1.0713 |
1.0713 |
1.0718 |
S1 |
1.0697 |
1.0697 |
1.0715 |
1.0705 |
S2 |
1.0674 |
1.0674 |
1.0712 |
|
S3 |
1.0635 |
1.0658 |
1.0708 |
|
S4 |
1.0596 |
1.0619 |
1.0698 |
|
|
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 |
1.0896 |
2.618 |
1.0832 |
1.618 |
1.0793 |
1.000 |
1.0769 |
0.618 |
1.0754 |
HIGH |
1.0730 |
0.618 |
1.0715 |
0.500 |
1.0711 |
0.382 |
1.0706 |
LOW |
1.0691 |
0.618 |
1.0667 |
1.000 |
1.0652 |
1.618 |
1.0628 |
2.618 |
1.0589 |
4.250 |
1.0525 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1.0716 |
1.0723 |
PP |
1.0713 |
1.0722 |
S1 |
1.0711 |
1.0720 |
|