CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3163 |
1.3155 |
-0.0008 |
-0.1% |
1.3212 |
| High |
1.3189 |
1.3155 |
-0.0034 |
-0.3% |
1.3240 |
| Low |
1.3163 |
1.2974 |
-0.0189 |
-1.4% |
1.3165 |
| Close |
1.3176 |
1.2974 |
-0.0202 |
-1.5% |
1.3165 |
| Range |
0.0026 |
0.0181 |
0.0155 |
596.2% |
0.0075 |
| ATR |
0.0032 |
0.0044 |
0.0012 |
38.3% |
0.0000 |
| Volume |
3 |
9 |
6 |
200.0% |
54 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3457 |
1.3074 |
|
| R3 |
1.3396 |
1.3276 |
1.3024 |
|
| R2 |
1.3215 |
1.3215 |
1.3007 |
|
| R1 |
1.3095 |
1.3095 |
1.2991 |
1.3065 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3019 |
| S1 |
1.2914 |
1.2914 |
1.2957 |
1.2884 |
| S2 |
1.2853 |
1.2853 |
1.2941 |
|
| S3 |
1.2672 |
1.2733 |
1.2924 |
|
| S4 |
1.2491 |
1.2552 |
1.2874 |
|
|
| 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 |
1.3924 |
|
2.618 |
1.3629 |
|
1.618 |
1.3448 |
|
1.000 |
1.3336 |
|
0.618 |
1.3267 |
|
HIGH |
1.3155 |
|
0.618 |
1.3086 |
|
0.500 |
1.3065 |
|
0.382 |
1.3043 |
|
LOW |
1.2974 |
|
0.618 |
1.2862 |
|
1.000 |
1.2793 |
|
1.618 |
1.2681 |
|
2.618 |
1.2500 |
|
4.250 |
1.2205 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3065 |
1.3082 |
| PP |
1.3034 |
1.3046 |
| S1 |
1.3004 |
1.3010 |
|