CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2801 |
1.2765 |
-0.0036 |
-0.3% |
1.2886 |
| High |
1.2801 |
1.2778 |
-0.0023 |
-0.2% |
1.2903 |
| Low |
1.2738 |
1.2711 |
-0.0027 |
-0.2% |
1.2711 |
| Close |
1.2777 |
1.2711 |
-0.0066 |
-0.5% |
1.2711 |
| Range |
0.0063 |
0.0067 |
0.0004 |
6.3% |
0.0192 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.4% |
0.0000 |
| Volume |
72 |
71 |
-1 |
-1.4% |
192 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2934 |
1.2890 |
1.2748 |
|
| R3 |
1.2867 |
1.2823 |
1.2729 |
|
| R2 |
1.2800 |
1.2800 |
1.2723 |
|
| R1 |
1.2756 |
1.2756 |
1.2717 |
1.2745 |
| PP |
1.2733 |
1.2733 |
1.2733 |
1.2728 |
| S1 |
1.2689 |
1.2689 |
1.2705 |
1.2678 |
| S2 |
1.2666 |
1.2666 |
1.2699 |
|
| S3 |
1.2599 |
1.2622 |
1.2693 |
|
| S4 |
1.2532 |
1.2555 |
1.2674 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3351 |
1.3223 |
1.2817 |
|
| R3 |
1.3159 |
1.3031 |
1.2764 |
|
| R2 |
1.2967 |
1.2967 |
1.2746 |
|
| R1 |
1.2839 |
1.2839 |
1.2729 |
1.2807 |
| PP |
1.2775 |
1.2775 |
1.2775 |
1.2759 |
| S1 |
1.2647 |
1.2647 |
1.2693 |
1.2615 |
| S2 |
1.2583 |
1.2583 |
1.2676 |
|
| S3 |
1.2391 |
1.2455 |
1.2658 |
|
| S4 |
1.2199 |
1.2263 |
1.2605 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3063 |
|
2.618 |
1.2953 |
|
1.618 |
1.2886 |
|
1.000 |
1.2845 |
|
0.618 |
1.2819 |
|
HIGH |
1.2778 |
|
0.618 |
1.2752 |
|
0.500 |
1.2745 |
|
0.382 |
1.2737 |
|
LOW |
1.2711 |
|
0.618 |
1.2670 |
|
1.000 |
1.2644 |
|
1.618 |
1.2603 |
|
2.618 |
1.2536 |
|
4.250 |
1.2426 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2745 |
1.2791 |
| PP |
1.2733 |
1.2764 |
| S1 |
1.2722 |
1.2738 |
|