CME Euro FX (E) Future June 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0685 |
0.0043 |
0.4% |
1.0691 |
| High |
1.0702 |
1.0693 |
-0.0009 |
-0.1% |
1.0741 |
| Low |
1.0642 |
1.0601 |
-0.0041 |
-0.4% |
1.0605 |
| Close |
1.0696 |
1.0682 |
-0.0014 |
-0.1% |
1.0663 |
| Range |
0.0060 |
0.0092 |
0.0032 |
53.3% |
0.0136 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.1% |
0.0000 |
| Volume |
101 |
368 |
267 |
264.4% |
438 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0900 |
1.0733 |
|
| R3 |
1.0843 |
1.0808 |
1.0707 |
|
| R2 |
1.0751 |
1.0751 |
1.0699 |
|
| R1 |
1.0716 |
1.0716 |
1.0690 |
1.0688 |
| PP |
1.0659 |
1.0659 |
1.0659 |
1.0644 |
| S1 |
1.0624 |
1.0624 |
1.0674 |
1.0596 |
| S2 |
1.0567 |
1.0567 |
1.0665 |
|
| S3 |
1.0475 |
1.0532 |
1.0657 |
|
| S4 |
1.0383 |
1.0440 |
1.0631 |
|
|
| 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 |
1.1084 |
|
2.618 |
1.0934 |
|
1.618 |
1.0842 |
|
1.000 |
1.0785 |
|
0.618 |
1.0750 |
|
HIGH |
1.0693 |
|
0.618 |
1.0658 |
|
0.500 |
1.0647 |
|
0.382 |
1.0636 |
|
LOW |
1.0601 |
|
0.618 |
1.0544 |
|
1.000 |
1.0509 |
|
1.618 |
1.0452 |
|
2.618 |
1.0360 |
|
4.250 |
1.0210 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.0670 |
1.0672 |
| PP |
1.0659 |
1.0662 |
| S1 |
1.0647 |
1.0652 |
|