CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2500 |
0.0000 |
0.0% |
1.2526 |
| High |
1.2519 |
1.2524 |
0.0005 |
0.0% |
1.2612 |
| Low |
1.2469 |
1.2500 |
0.0031 |
0.2% |
1.2420 |
| Close |
1.2469 |
1.2524 |
0.0055 |
0.4% |
1.2478 |
| Range |
0.0050 |
0.0024 |
-0.0026 |
-52.0% |
0.0192 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
24 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2588 |
1.2580 |
1.2537 |
|
| R3 |
1.2564 |
1.2556 |
1.2531 |
|
| R2 |
1.2540 |
1.2540 |
1.2528 |
|
| R1 |
1.2532 |
1.2532 |
1.2526 |
1.2536 |
| PP |
1.2516 |
1.2516 |
1.2516 |
1.2518 |
| S1 |
1.2508 |
1.2508 |
1.2522 |
1.2512 |
| S2 |
1.2492 |
1.2492 |
1.2520 |
|
| S3 |
1.2468 |
1.2484 |
1.2517 |
|
| S4 |
1.2444 |
1.2460 |
1.2511 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3079 |
1.2971 |
1.2584 |
|
| R3 |
1.2887 |
1.2779 |
1.2531 |
|
| R2 |
1.2695 |
1.2695 |
1.2513 |
|
| R1 |
1.2587 |
1.2587 |
1.2496 |
1.2545 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2483 |
| S1 |
1.2395 |
1.2395 |
1.2460 |
1.2353 |
| S2 |
1.2311 |
1.2311 |
1.2443 |
|
| S3 |
1.2119 |
1.2203 |
1.2425 |
|
| S4 |
1.1927 |
1.2011 |
1.2372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2626 |
|
2.618 |
1.2587 |
|
1.618 |
1.2563 |
|
1.000 |
1.2548 |
|
0.618 |
1.2539 |
|
HIGH |
1.2524 |
|
0.618 |
1.2515 |
|
0.500 |
1.2512 |
|
0.382 |
1.2509 |
|
LOW |
1.2500 |
|
0.618 |
1.2485 |
|
1.000 |
1.2476 |
|
1.618 |
1.2461 |
|
2.618 |
1.2437 |
|
4.250 |
1.2398 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2520 |
1.2515 |
| PP |
1.2516 |
1.2506 |
| S1 |
1.2512 |
1.2497 |
|