CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2990 |
0.0013 |
0.1% |
1.2990 |
| High |
1.2977 |
1.3029 |
0.0052 |
0.4% |
1.3010 |
| Low |
1.2960 |
1.2990 |
0.0030 |
0.2% |
1.2906 |
| Close |
1.2971 |
1.2994 |
0.0023 |
0.2% |
1.2984 |
| Range |
0.0017 |
0.0039 |
0.0022 |
129.4% |
0.0104 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.7% |
0.0000 |
| Volume |
28 |
5 |
-23 |
-82.1% |
79 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3121 |
1.3097 |
1.3015 |
|
| R3 |
1.3082 |
1.3058 |
1.3005 |
|
| R2 |
1.3043 |
1.3043 |
1.3001 |
|
| R1 |
1.3019 |
1.3019 |
1.2998 |
1.3031 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.3011 |
| S1 |
1.2980 |
1.2980 |
1.2990 |
1.2992 |
| S2 |
1.2965 |
1.2965 |
1.2987 |
|
| S3 |
1.2926 |
1.2941 |
1.2983 |
|
| S4 |
1.2887 |
1.2902 |
1.2973 |
|
|
| 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 |
1.3195 |
|
2.618 |
1.3131 |
|
1.618 |
1.3092 |
|
1.000 |
1.3068 |
|
0.618 |
1.3053 |
|
HIGH |
1.3029 |
|
0.618 |
1.3014 |
|
0.500 |
1.3010 |
|
0.382 |
1.3005 |
|
LOW |
1.2990 |
|
0.618 |
1.2966 |
|
1.000 |
1.2951 |
|
1.618 |
1.2927 |
|
2.618 |
1.2888 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.2993 |
| PP |
1.3004 |
1.2991 |
| S1 |
1.2999 |
1.2990 |
|