CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.2995 |
0.0005 |
0.0% |
1.2990 |
| High |
1.3029 |
1.3010 |
-0.0019 |
-0.1% |
1.3010 |
| Low |
1.2990 |
1.2910 |
-0.0080 |
-0.6% |
1.2906 |
| Close |
1.2994 |
1.2950 |
-0.0044 |
-0.3% |
1.2984 |
| Range |
0.0039 |
0.0100 |
0.0061 |
156.4% |
0.0104 |
| ATR |
0.0048 |
0.0052 |
0.0004 |
7.8% |
0.0000 |
| Volume |
5 |
7 |
2 |
40.0% |
79 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3257 |
1.3203 |
1.3005 |
|
| R3 |
1.3157 |
1.3103 |
1.2978 |
|
| R2 |
1.3057 |
1.3057 |
1.2968 |
|
| R1 |
1.3003 |
1.3003 |
1.2959 |
1.2980 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2945 |
| S1 |
1.2903 |
1.2903 |
1.2941 |
1.2880 |
| S2 |
1.2857 |
1.2857 |
1.2932 |
|
| S3 |
1.2757 |
1.2803 |
1.2923 |
|
| S4 |
1.2657 |
1.2703 |
1.2895 |
|
|
| 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 |
1.3435 |
|
2.618 |
1.3272 |
|
1.618 |
1.3172 |
|
1.000 |
1.3110 |
|
0.618 |
1.3072 |
|
HIGH |
1.3010 |
|
0.618 |
1.2972 |
|
0.500 |
1.2960 |
|
0.382 |
1.2948 |
|
LOW |
1.2910 |
|
0.618 |
1.2848 |
|
1.000 |
1.2810 |
|
1.618 |
1.2748 |
|
2.618 |
1.2648 |
|
4.250 |
1.2485 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2960 |
1.2970 |
| PP |
1.2957 |
1.2963 |
| S1 |
1.2953 |
1.2957 |
|