CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2906 |
1.2980 |
0.0074 |
0.6% |
1.3153 |
| High |
1.2988 |
1.2980 |
-0.0008 |
-0.1% |
1.3189 |
| Low |
1.2906 |
1.2920 |
0.0014 |
0.1% |
1.2965 |
| Close |
1.2955 |
1.2942 |
-0.0013 |
-0.1% |
1.2996 |
| Range |
0.0082 |
0.0060 |
-0.0022 |
-26.8% |
0.0224 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.8% |
0.0000 |
| Volume |
9 |
23 |
14 |
155.6% |
25 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3127 |
1.3095 |
1.2975 |
|
| R3 |
1.3067 |
1.3035 |
1.2959 |
|
| R2 |
1.3007 |
1.3007 |
1.2953 |
|
| R1 |
1.2975 |
1.2975 |
1.2948 |
1.2961 |
| PP |
1.2947 |
1.2947 |
1.2947 |
1.2941 |
| S1 |
1.2915 |
1.2915 |
1.2937 |
1.2901 |
| S2 |
1.2887 |
1.2887 |
1.2931 |
|
| S3 |
1.2827 |
1.2855 |
1.2926 |
|
| S4 |
1.2767 |
1.2795 |
1.2909 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3722 |
1.3583 |
1.3119 |
|
| R3 |
1.3498 |
1.3359 |
1.3058 |
|
| R2 |
1.3274 |
1.3274 |
1.3037 |
|
| R1 |
1.3135 |
1.3135 |
1.3017 |
1.3093 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3029 |
| S1 |
1.2911 |
1.2911 |
1.2975 |
1.2869 |
| S2 |
1.2826 |
1.2826 |
1.2955 |
|
| S3 |
1.2602 |
1.2687 |
1.2934 |
|
| S4 |
1.2378 |
1.2463 |
1.2873 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3235 |
|
2.618 |
1.3137 |
|
1.618 |
1.3077 |
|
1.000 |
1.3040 |
|
0.618 |
1.3017 |
|
HIGH |
1.2980 |
|
0.618 |
1.2957 |
|
0.500 |
1.2950 |
|
0.382 |
1.2943 |
|
LOW |
1.2920 |
|
0.618 |
1.2883 |
|
1.000 |
1.2860 |
|
1.618 |
1.2823 |
|
2.618 |
1.2763 |
|
4.250 |
1.2665 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2950 |
1.2948 |
| PP |
1.2947 |
1.2946 |
| S1 |
1.2945 |
1.2944 |
|