CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2995 |
1.2873 |
-0.0122 |
-0.9% |
1.2990 |
| High |
1.3010 |
1.2952 |
-0.0058 |
-0.4% |
1.3010 |
| Low |
1.2910 |
1.2870 |
-0.0040 |
-0.3% |
1.2906 |
| Close |
1.2950 |
1.2948 |
-0.0002 |
0.0% |
1.2984 |
| Range |
0.0100 |
0.0082 |
-0.0018 |
-18.0% |
0.0104 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
4.2% |
0.0000 |
| Volume |
7 |
33 |
26 |
371.4% |
79 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3141 |
1.2993 |
|
| R3 |
1.3087 |
1.3059 |
1.2971 |
|
| R2 |
1.3005 |
1.3005 |
1.2963 |
|
| R1 |
1.2977 |
1.2977 |
1.2956 |
1.2991 |
| PP |
1.2923 |
1.2923 |
1.2923 |
1.2931 |
| S1 |
1.2895 |
1.2895 |
1.2940 |
1.2909 |
| S2 |
1.2841 |
1.2841 |
1.2933 |
|
| S3 |
1.2759 |
1.2813 |
1.2925 |
|
| S4 |
1.2677 |
1.2731 |
1.2903 |
|
|
| 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 |
1.3301 |
|
2.618 |
1.3167 |
|
1.618 |
1.3085 |
|
1.000 |
1.3034 |
|
0.618 |
1.3003 |
|
HIGH |
1.2952 |
|
0.618 |
1.2921 |
|
0.500 |
1.2911 |
|
0.382 |
1.2901 |
|
LOW |
1.2870 |
|
0.618 |
1.2819 |
|
1.000 |
1.2788 |
|
1.618 |
1.2737 |
|
2.618 |
1.2655 |
|
4.250 |
1.2522 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2936 |
1.2950 |
| PP |
1.2923 |
1.2949 |
| S1 |
1.2911 |
1.2949 |
|