CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2873 |
1.2929 |
0.0056 |
0.4% |
1.2977 |
| High |
1.2952 |
1.2944 |
-0.0008 |
-0.1% |
1.3029 |
| Low |
1.2870 |
1.2865 |
-0.0005 |
0.0% |
1.2865 |
| Close |
1.2948 |
1.2868 |
-0.0080 |
-0.6% |
1.2868 |
| Range |
0.0082 |
0.0079 |
-0.0003 |
-3.7% |
0.0164 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.9% |
0.0000 |
| Volume |
33 |
27 |
-6 |
-18.2% |
100 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3129 |
1.3078 |
1.2911 |
|
| R3 |
1.3050 |
1.2999 |
1.2890 |
|
| R2 |
1.2971 |
1.2971 |
1.2882 |
|
| R1 |
1.2920 |
1.2920 |
1.2875 |
1.2906 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2886 |
| S1 |
1.2841 |
1.2841 |
1.2861 |
1.2827 |
| S2 |
1.2813 |
1.2813 |
1.2854 |
|
| S3 |
1.2734 |
1.2762 |
1.2846 |
|
| S4 |
1.2655 |
1.2683 |
1.2825 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3304 |
1.2958 |
|
| R3 |
1.3249 |
1.3140 |
1.2913 |
|
| R2 |
1.3085 |
1.3085 |
1.2898 |
|
| R1 |
1.2976 |
1.2976 |
1.2883 |
1.2949 |
| PP |
1.2921 |
1.2921 |
1.2921 |
1.2907 |
| S1 |
1.2812 |
1.2812 |
1.2853 |
1.2785 |
| S2 |
1.2757 |
1.2757 |
1.2838 |
|
| S3 |
1.2593 |
1.2648 |
1.2823 |
|
| S4 |
1.2429 |
1.2484 |
1.2778 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3151 |
|
1.618 |
1.3072 |
|
1.000 |
1.3023 |
|
0.618 |
1.2993 |
|
HIGH |
1.2944 |
|
0.618 |
1.2914 |
|
0.500 |
1.2905 |
|
0.382 |
1.2895 |
|
LOW |
1.2865 |
|
0.618 |
1.2816 |
|
1.000 |
1.2786 |
|
1.618 |
1.2737 |
|
2.618 |
1.2658 |
|
4.250 |
1.2529 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2905 |
1.2938 |
| PP |
1.2892 |
1.2914 |
| S1 |
1.2880 |
1.2891 |
|