CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2697 |
1.2712 |
0.0015 |
0.1% |
1.2886 |
| High |
1.2735 |
1.2712 |
-0.0023 |
-0.2% |
1.2903 |
| Low |
1.2697 |
1.2605 |
-0.0092 |
-0.7% |
1.2711 |
| Close |
1.2723 |
1.2658 |
-0.0065 |
-0.5% |
1.2711 |
| Range |
0.0038 |
0.0107 |
0.0069 |
181.6% |
0.0192 |
| ATR |
0.0055 |
0.0060 |
0.0004 |
8.1% |
0.0000 |
| Volume |
62 |
49 |
-13 |
-21.0% |
192 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2979 |
1.2926 |
1.2717 |
|
| R3 |
1.2872 |
1.2819 |
1.2687 |
|
| R2 |
1.2765 |
1.2765 |
1.2678 |
|
| R1 |
1.2712 |
1.2712 |
1.2668 |
1.2685 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2645 |
| S1 |
1.2605 |
1.2605 |
1.2648 |
1.2578 |
| S2 |
1.2551 |
1.2551 |
1.2638 |
|
| S3 |
1.2444 |
1.2498 |
1.2629 |
|
| S4 |
1.2337 |
1.2391 |
1.2599 |
|
|
| 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 |
1.3167 |
|
2.618 |
1.2992 |
|
1.618 |
1.2885 |
|
1.000 |
1.2819 |
|
0.618 |
1.2778 |
|
HIGH |
1.2712 |
|
0.618 |
1.2671 |
|
0.500 |
1.2659 |
|
0.382 |
1.2646 |
|
LOW |
1.2605 |
|
0.618 |
1.2539 |
|
1.000 |
1.2498 |
|
1.618 |
1.2432 |
|
2.618 |
1.2325 |
|
4.250 |
1.2150 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2659 |
1.2692 |
| PP |
1.2658 |
1.2680 |
| S1 |
1.2658 |
1.2669 |
|