CME Euro FX (E) Future June 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
1.2962 |
1.2977 |
0.0015 |
0.1% |
1.2990 |
High |
1.3010 |
1.2977 |
-0.0033 |
-0.3% |
1.3010 |
Low |
1.2951 |
1.2960 |
0.0009 |
0.1% |
1.2906 |
Close |
1.2984 |
1.2971 |
-0.0013 |
-0.1% |
1.2984 |
Range |
0.0059 |
0.0017 |
-0.0042 |
-71.2% |
0.0104 |
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
16 |
28 |
12 |
75.0% |
79 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3020 |
1.3013 |
1.2980 |
|
R3 |
1.3003 |
1.2996 |
1.2976 |
|
R2 |
1.2986 |
1.2986 |
1.2974 |
|
R1 |
1.2979 |
1.2979 |
1.2973 |
1.2974 |
PP |
1.2969 |
1.2969 |
1.2969 |
1.2967 |
S1 |
1.2962 |
1.2962 |
1.2969 |
1.2957 |
S2 |
1.2952 |
1.2952 |
1.2968 |
|
S3 |
1.2935 |
1.2945 |
1.2966 |
|
S4 |
1.2918 |
1.2928 |
1.2962 |
|
|
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 |
1.3049 |
2.618 |
1.3022 |
1.618 |
1.3005 |
1.000 |
1.2994 |
0.618 |
1.2988 |
HIGH |
1.2977 |
0.618 |
1.2971 |
0.500 |
1.2969 |
0.382 |
1.2966 |
LOW |
1.2960 |
0.618 |
1.2949 |
1.000 |
1.2943 |
1.618 |
1.2932 |
2.618 |
1.2915 |
4.250 |
1.2888 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
1.2970 |
1.2981 |
PP |
1.2969 |
1.2977 |
S1 |
1.2969 |
1.2974 |
|