CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2871 |
1.2801 |
-0.0070 |
-0.5% |
1.2977 |
| High |
1.2871 |
1.2801 |
-0.0070 |
-0.5% |
1.3029 |
| Low |
1.2806 |
1.2738 |
-0.0068 |
-0.5% |
1.2865 |
| Close |
1.2809 |
1.2777 |
-0.0032 |
-0.2% |
1.2868 |
| Range |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0164 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.1% |
0.0000 |
| Volume |
21 |
72 |
51 |
242.9% |
100 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2961 |
1.2932 |
1.2812 |
|
| R3 |
1.2898 |
1.2869 |
1.2794 |
|
| R2 |
1.2835 |
1.2835 |
1.2789 |
|
| R1 |
1.2806 |
1.2806 |
1.2783 |
1.2789 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2764 |
| S1 |
1.2743 |
1.2743 |
1.2771 |
1.2726 |
| S2 |
1.2709 |
1.2709 |
1.2765 |
|
| S3 |
1.2646 |
1.2680 |
1.2760 |
|
| S4 |
1.2583 |
1.2617 |
1.2742 |
|
|
| 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 |
1.3069 |
|
2.618 |
1.2966 |
|
1.618 |
1.2903 |
|
1.000 |
1.2864 |
|
0.618 |
1.2840 |
|
HIGH |
1.2801 |
|
0.618 |
1.2777 |
|
0.500 |
1.2770 |
|
0.382 |
1.2762 |
|
LOW |
1.2738 |
|
0.618 |
1.2699 |
|
1.000 |
1.2675 |
|
1.618 |
1.2636 |
|
2.618 |
1.2573 |
|
4.250 |
1.2470 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2775 |
1.2821 |
| PP |
1.2772 |
1.2806 |
| S1 |
1.2770 |
1.2792 |
|