CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0722 |
1.0618 |
-0.0104 |
-1.0% |
1.0691 |
| High |
1.0741 |
1.0680 |
-0.0061 |
-0.6% |
1.0741 |
| Low |
1.0635 |
1.0605 |
-0.0030 |
-0.3% |
1.0605 |
| Close |
1.0678 |
1.0663 |
-0.0015 |
-0.1% |
1.0663 |
| Range |
0.0106 |
0.0075 |
-0.0031 |
-29.2% |
0.0136 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
113 |
147 |
34 |
30.1% |
438 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0844 |
1.0704 |
|
| R3 |
1.0799 |
1.0769 |
1.0684 |
|
| R2 |
1.0724 |
1.0724 |
1.0677 |
|
| R1 |
1.0694 |
1.0694 |
1.0670 |
1.0709 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0657 |
| S1 |
1.0619 |
1.0619 |
1.0656 |
1.0634 |
| S2 |
1.0574 |
1.0574 |
1.0649 |
|
| S3 |
1.0499 |
1.0544 |
1.0642 |
|
| S4 |
1.0424 |
1.0469 |
1.0622 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.1006 |
1.0738 |
|
| R3 |
1.0942 |
1.0870 |
1.0700 |
|
| R2 |
1.0806 |
1.0806 |
1.0688 |
|
| R1 |
1.0734 |
1.0734 |
1.0675 |
1.0702 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0654 |
| S1 |
1.0598 |
1.0598 |
1.0651 |
1.0566 |
| S2 |
1.0534 |
1.0534 |
1.0638 |
|
| S3 |
1.0398 |
1.0462 |
1.0626 |
|
| S4 |
1.0262 |
1.0326 |
1.0588 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0876 |
|
1.618 |
1.0801 |
|
1.000 |
1.0755 |
|
0.618 |
1.0726 |
|
HIGH |
1.0680 |
|
0.618 |
1.0651 |
|
0.500 |
1.0643 |
|
0.382 |
1.0634 |
|
LOW |
1.0605 |
|
0.618 |
1.0559 |
|
1.000 |
1.0530 |
|
1.618 |
1.0484 |
|
2.618 |
1.0409 |
|
4.250 |
1.0286 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0656 |
1.0673 |
| PP |
1.0649 |
1.0670 |
| S1 |
1.0643 |
1.0666 |
|