CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0618 |
1.0652 |
0.0034 |
0.3% |
1.0691 |
| High |
1.0680 |
1.0652 |
-0.0028 |
-0.3% |
1.0741 |
| Low |
1.0605 |
1.0625 |
0.0020 |
0.2% |
1.0605 |
| Close |
1.0663 |
1.0638 |
-0.0025 |
-0.2% |
1.0663 |
| Range |
0.0075 |
0.0027 |
-0.0048 |
-64.0% |
0.0136 |
| ATR |
0.0087 |
0.0083 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
147 |
83 |
-64 |
-43.5% |
438 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0719 |
1.0706 |
1.0653 |
|
| R3 |
1.0692 |
1.0679 |
1.0645 |
|
| R2 |
1.0665 |
1.0665 |
1.0643 |
|
| R1 |
1.0652 |
1.0652 |
1.0640 |
1.0645 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0635 |
| S1 |
1.0625 |
1.0625 |
1.0636 |
1.0618 |
| S2 |
1.0611 |
1.0611 |
1.0633 |
|
| S3 |
1.0584 |
1.0598 |
1.0631 |
|
| S4 |
1.0557 |
1.0571 |
1.0623 |
|
|
| 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 |
1.0767 |
|
2.618 |
1.0723 |
|
1.618 |
1.0696 |
|
1.000 |
1.0679 |
|
0.618 |
1.0669 |
|
HIGH |
1.0652 |
|
0.618 |
1.0642 |
|
0.500 |
1.0639 |
|
0.382 |
1.0635 |
|
LOW |
1.0625 |
|
0.618 |
1.0608 |
|
1.000 |
1.0598 |
|
1.618 |
1.0581 |
|
2.618 |
1.0554 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0639 |
1.0673 |
| PP |
1.0638 |
1.0661 |
| S1 |
1.0638 |
1.0650 |
|