CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2957 |
1.2962 |
0.0005 |
0.0% |
1.2990 |
| High |
1.2983 |
1.3010 |
0.0027 |
0.2% |
1.3010 |
| Low |
1.2952 |
1.2951 |
-0.0001 |
0.0% |
1.2906 |
| Close |
1.2961 |
1.2984 |
0.0023 |
0.2% |
1.2984 |
| Range |
0.0031 |
0.0059 |
0.0028 |
90.3% |
0.0104 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.6% |
0.0000 |
| Volume |
18 |
16 |
-2 |
-11.1% |
79 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3159 |
1.3130 |
1.3016 |
|
| R3 |
1.3100 |
1.3071 |
1.3000 |
|
| R2 |
1.3041 |
1.3041 |
1.2995 |
|
| R1 |
1.3012 |
1.3012 |
1.2989 |
1.3027 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2989 |
| S1 |
1.2953 |
1.2953 |
1.2979 |
1.2968 |
| S2 |
1.2923 |
1.2923 |
1.2973 |
|
| S3 |
1.2864 |
1.2894 |
1.2968 |
|
| S4 |
1.2805 |
1.2835 |
1.2952 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3279 |
1.3235 |
1.3041 |
|
| R3 |
1.3175 |
1.3131 |
1.3013 |
|
| R2 |
1.3071 |
1.3071 |
1.3003 |
|
| R1 |
1.3027 |
1.3027 |
1.2994 |
1.2997 |
| PP |
1.2967 |
1.2967 |
1.2967 |
1.2952 |
| S1 |
1.2923 |
1.2923 |
1.2974 |
1.2893 |
| S2 |
1.2863 |
1.2863 |
1.2965 |
|
| S3 |
1.2759 |
1.2819 |
1.2955 |
|
| S4 |
1.2655 |
1.2715 |
1.2927 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3261 |
|
2.618 |
1.3164 |
|
1.618 |
1.3105 |
|
1.000 |
1.3069 |
|
0.618 |
1.3046 |
|
HIGH |
1.3010 |
|
0.618 |
1.2987 |
|
0.500 |
1.2981 |
|
0.382 |
1.2974 |
|
LOW |
1.2951 |
|
0.618 |
1.2915 |
|
1.000 |
1.2892 |
|
1.618 |
1.2856 |
|
2.618 |
1.2797 |
|
4.250 |
1.2700 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2983 |
1.2978 |
| PP |
1.2982 |
1.2971 |
| S1 |
1.2981 |
1.2965 |
|