CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3220 |
1.3153 |
-0.0067 |
-0.5% |
1.3212 |
| High |
1.3220 |
1.3159 |
-0.0061 |
-0.5% |
1.3240 |
| Low |
1.3165 |
1.3149 |
-0.0016 |
-0.1% |
1.3165 |
| Close |
1.3165 |
1.3159 |
-0.0006 |
0.0% |
1.3165 |
| Range |
0.0055 |
0.0010 |
-0.0045 |
-81.8% |
0.0075 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
9 |
3 |
-6 |
-66.7% |
54 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3182 |
1.3165 |
|
| R3 |
1.3176 |
1.3172 |
1.3162 |
|
| R2 |
1.3166 |
1.3166 |
1.3161 |
|
| R1 |
1.3162 |
1.3162 |
1.3160 |
1.3164 |
| PP |
1.3156 |
1.3156 |
1.3156 |
1.3157 |
| S1 |
1.3152 |
1.3152 |
1.3158 |
1.3154 |
| S2 |
1.3146 |
1.3146 |
1.3157 |
|
| S3 |
1.3136 |
1.3142 |
1.3156 |
|
| S4 |
1.3126 |
1.3132 |
1.3154 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3415 |
1.3365 |
1.3206 |
|
| R3 |
1.3340 |
1.3290 |
1.3186 |
|
| R2 |
1.3265 |
1.3265 |
1.3179 |
|
| R1 |
1.3215 |
1.3215 |
1.3172 |
1.3203 |
| PP |
1.3190 |
1.3190 |
1.3190 |
1.3184 |
| S1 |
1.3140 |
1.3140 |
1.3158 |
1.3128 |
| S2 |
1.3115 |
1.3115 |
1.3151 |
|
| S3 |
1.3040 |
1.3065 |
1.3144 |
|
| S4 |
1.2965 |
1.2990 |
1.3124 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3202 |
|
2.618 |
1.3185 |
|
1.618 |
1.3175 |
|
1.000 |
1.3169 |
|
0.618 |
1.3165 |
|
HIGH |
1.3159 |
|
0.618 |
1.3155 |
|
0.500 |
1.3154 |
|
0.382 |
1.3153 |
|
LOW |
1.3149 |
|
0.618 |
1.3143 |
|
1.000 |
1.3139 |
|
1.618 |
1.3133 |
|
2.618 |
1.3123 |
|
4.250 |
1.3107 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3157 |
1.3195 |
| PP |
1.3156 |
1.3183 |
| S1 |
1.3154 |
1.3171 |
|