CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0652 |
1.0642 |
-0.0010 |
-0.1% |
1.0691 |
| High |
1.0652 |
1.0702 |
0.0050 |
0.5% |
1.0741 |
| Low |
1.0625 |
1.0642 |
0.0017 |
0.2% |
1.0605 |
| Close |
1.0638 |
1.0696 |
0.0058 |
0.5% |
1.0663 |
| Range |
0.0027 |
0.0060 |
0.0033 |
122.2% |
0.0136 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
83 |
101 |
18 |
21.7% |
438 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0860 |
1.0838 |
1.0729 |
|
| R3 |
1.0800 |
1.0778 |
1.0713 |
|
| R2 |
1.0740 |
1.0740 |
1.0707 |
|
| R1 |
1.0718 |
1.0718 |
1.0702 |
1.0729 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0686 |
| S1 |
1.0658 |
1.0658 |
1.0691 |
1.0669 |
| S2 |
1.0620 |
1.0620 |
1.0685 |
|
| S3 |
1.0560 |
1.0598 |
1.0680 |
|
| S4 |
1.0500 |
1.0538 |
1.0663 |
|
|
| 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 |
1.0957 |
|
2.618 |
1.0859 |
|
1.618 |
1.0799 |
|
1.000 |
1.0762 |
|
0.618 |
1.0739 |
|
HIGH |
1.0702 |
|
0.618 |
1.0679 |
|
0.500 |
1.0672 |
|
0.382 |
1.0665 |
|
LOW |
1.0642 |
|
0.618 |
1.0605 |
|
1.000 |
1.0582 |
|
1.618 |
1.0545 |
|
2.618 |
1.0485 |
|
4.250 |
1.0387 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0682 |
| PP |
1.0680 |
1.0668 |
| S1 |
1.0672 |
1.0654 |
|