CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2929 |
1.2886 |
-0.0043 |
-0.3% |
1.2977 |
| High |
1.2944 |
1.2886 |
-0.0058 |
-0.4% |
1.3029 |
| Low |
1.2865 |
1.2855 |
-0.0010 |
-0.1% |
1.2865 |
| Close |
1.2868 |
1.2866 |
-0.0002 |
0.0% |
1.2868 |
| Range |
0.0079 |
0.0031 |
-0.0048 |
-60.8% |
0.0164 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
27 |
13 |
-14 |
-51.9% |
100 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2945 |
1.2883 |
|
| R3 |
1.2931 |
1.2914 |
1.2875 |
|
| R2 |
1.2900 |
1.2900 |
1.2872 |
|
| R1 |
1.2883 |
1.2883 |
1.2869 |
1.2876 |
| PP |
1.2869 |
1.2869 |
1.2869 |
1.2866 |
| S1 |
1.2852 |
1.2852 |
1.2863 |
1.2845 |
| S2 |
1.2838 |
1.2838 |
1.2860 |
|
| S3 |
1.2807 |
1.2821 |
1.2857 |
|
| S4 |
1.2776 |
1.2790 |
1.2849 |
|
|
| 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 |
1.3018 |
|
2.618 |
1.2967 |
|
1.618 |
1.2936 |
|
1.000 |
1.2917 |
|
0.618 |
1.2905 |
|
HIGH |
1.2886 |
|
0.618 |
1.2874 |
|
0.500 |
1.2871 |
|
0.382 |
1.2867 |
|
LOW |
1.2855 |
|
0.618 |
1.2836 |
|
1.000 |
1.2824 |
|
1.618 |
1.2805 |
|
2.618 |
1.2774 |
|
4.250 |
1.2723 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2871 |
1.2904 |
| PP |
1.2869 |
1.2891 |
| S1 |
1.2868 |
1.2879 |
|