CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2712 |
1.2641 |
-0.0071 |
-0.6% |
1.2886 |
| High |
1.2712 |
1.2666 |
-0.0046 |
-0.4% |
1.2903 |
| Low |
1.2605 |
1.2607 |
0.0002 |
0.0% |
1.2711 |
| Close |
1.2658 |
1.2636 |
-0.0022 |
-0.2% |
1.2711 |
| Range |
0.0107 |
0.0059 |
-0.0048 |
-44.9% |
0.0192 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
49 |
139 |
90 |
183.7% |
192 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2813 |
1.2784 |
1.2668 |
|
| R3 |
1.2754 |
1.2725 |
1.2652 |
|
| R2 |
1.2695 |
1.2695 |
1.2647 |
|
| R1 |
1.2666 |
1.2666 |
1.2641 |
1.2651 |
| PP |
1.2636 |
1.2636 |
1.2636 |
1.2629 |
| S1 |
1.2607 |
1.2607 |
1.2631 |
1.2592 |
| S2 |
1.2577 |
1.2577 |
1.2625 |
|
| S3 |
1.2518 |
1.2548 |
1.2620 |
|
| S4 |
1.2459 |
1.2489 |
1.2604 |
|
|
| 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 |
1.2917 |
|
2.618 |
1.2820 |
|
1.618 |
1.2761 |
|
1.000 |
1.2725 |
|
0.618 |
1.2702 |
|
HIGH |
1.2666 |
|
0.618 |
1.2643 |
|
0.500 |
1.2637 |
|
0.382 |
1.2630 |
|
LOW |
1.2607 |
|
0.618 |
1.2571 |
|
1.000 |
1.2548 |
|
1.618 |
1.2512 |
|
2.618 |
1.2453 |
|
4.250 |
1.2356 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2637 |
1.2670 |
| PP |
1.2636 |
1.2659 |
| S1 |
1.2636 |
1.2647 |
|