CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0693 |
1.0722 |
0.0029 |
0.3% |
1.0761 |
| High |
1.0730 |
1.0741 |
0.0011 |
0.1% |
1.0823 |
| Low |
1.0691 |
1.0635 |
-0.0056 |
-0.5% |
1.0686 |
| Close |
1.0719 |
1.0678 |
-0.0041 |
-0.4% |
1.0715 |
| Range |
0.0039 |
0.0106 |
0.0067 |
171.8% |
0.0137 |
| ATR |
0.0086 |
0.0088 |
0.0001 |
1.6% |
0.0000 |
| Volume |
29 |
113 |
84 |
289.7% |
1,334 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0946 |
1.0736 |
|
| R3 |
1.0897 |
1.0840 |
1.0707 |
|
| R2 |
1.0791 |
1.0791 |
1.0697 |
|
| R1 |
1.0734 |
1.0734 |
1.0688 |
1.0710 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0672 |
| S1 |
1.0628 |
1.0628 |
1.0668 |
1.0604 |
| S2 |
1.0579 |
1.0579 |
1.0659 |
|
| S3 |
1.0473 |
1.0522 |
1.0649 |
|
| S4 |
1.0367 |
1.0416 |
1.0620 |
|
|
| 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 |
1.1192 |
|
2.618 |
1.1019 |
|
1.618 |
1.0913 |
|
1.000 |
1.0847 |
|
0.618 |
1.0807 |
|
HIGH |
1.0741 |
|
0.618 |
1.0701 |
|
0.500 |
1.0688 |
|
0.382 |
1.0675 |
|
LOW |
1.0635 |
|
0.618 |
1.0569 |
|
1.000 |
1.0529 |
|
1.618 |
1.0463 |
|
2.618 |
1.0357 |
|
4.250 |
1.0185 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0688 |
| PP |
1.0685 |
1.0685 |
| S1 |
1.0681 |
1.0681 |
|