CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2886 |
1.2880 |
-0.0006 |
0.0% |
1.2977 |
| High |
1.2886 |
1.2903 |
0.0017 |
0.1% |
1.3029 |
| Low |
1.2855 |
1.2875 |
0.0020 |
0.2% |
1.2865 |
| Close |
1.2866 |
1.2886 |
0.0020 |
0.2% |
1.2868 |
| Range |
0.0031 |
0.0028 |
-0.0003 |
-9.7% |
0.0164 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
13 |
15 |
2 |
15.4% |
100 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2957 |
1.2901 |
|
| R3 |
1.2944 |
1.2929 |
1.2894 |
|
| R2 |
1.2916 |
1.2916 |
1.2891 |
|
| R1 |
1.2901 |
1.2901 |
1.2889 |
1.2909 |
| PP |
1.2888 |
1.2888 |
1.2888 |
1.2892 |
| S1 |
1.2873 |
1.2873 |
1.2883 |
1.2881 |
| S2 |
1.2860 |
1.2860 |
1.2881 |
|
| S3 |
1.2832 |
1.2845 |
1.2878 |
|
| S4 |
1.2804 |
1.2817 |
1.2871 |
|
|
| 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 |
1.3022 |
|
2.618 |
1.2976 |
|
1.618 |
1.2948 |
|
1.000 |
1.2931 |
|
0.618 |
1.2920 |
|
HIGH |
1.2903 |
|
0.618 |
1.2892 |
|
0.500 |
1.2889 |
|
0.382 |
1.2886 |
|
LOW |
1.2875 |
|
0.618 |
1.2858 |
|
1.000 |
1.2847 |
|
1.618 |
1.2830 |
|
2.618 |
1.2802 |
|
4.250 |
1.2756 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2889 |
1.2900 |
| PP |
1.2888 |
1.2895 |
| S1 |
1.2887 |
1.2891 |
|