CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2515 |
0.0015 |
0.1% |
1.2510 |
| High |
1.2524 |
1.2575 |
0.0051 |
0.4% |
1.2575 |
| Low |
1.2500 |
1.2515 |
0.0015 |
0.1% |
1.2458 |
| Close |
1.2524 |
1.2561 |
0.0037 |
0.3% |
1.2561 |
| Range |
0.0024 |
0.0060 |
0.0036 |
150.0% |
0.0117 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
20 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2730 |
1.2706 |
1.2594 |
|
| R3 |
1.2670 |
1.2646 |
1.2578 |
|
| R2 |
1.2610 |
1.2610 |
1.2572 |
|
| R1 |
1.2586 |
1.2586 |
1.2567 |
1.2598 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2557 |
| S1 |
1.2526 |
1.2526 |
1.2556 |
1.2538 |
| S2 |
1.2490 |
1.2490 |
1.2550 |
|
| S3 |
1.2430 |
1.2466 |
1.2545 |
|
| S4 |
1.2370 |
1.2406 |
1.2528 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2882 |
1.2839 |
1.2625 |
|
| R3 |
1.2765 |
1.2722 |
1.2593 |
|
| R2 |
1.2648 |
1.2648 |
1.2582 |
|
| R1 |
1.2605 |
1.2605 |
1.2572 |
1.2627 |
| PP |
1.2531 |
1.2531 |
1.2531 |
1.2542 |
| S1 |
1.2488 |
1.2488 |
1.2550 |
1.2510 |
| S2 |
1.2414 |
1.2414 |
1.2540 |
|
| S3 |
1.2297 |
1.2371 |
1.2529 |
|
| S4 |
1.2180 |
1.2254 |
1.2497 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2830 |
|
2.618 |
1.2732 |
|
1.618 |
1.2672 |
|
1.000 |
1.2635 |
|
0.618 |
1.2612 |
|
HIGH |
1.2575 |
|
0.618 |
1.2552 |
|
0.500 |
1.2545 |
|
0.382 |
1.2538 |
|
LOW |
1.2515 |
|
0.618 |
1.2478 |
|
1.000 |
1.2455 |
|
1.618 |
1.2418 |
|
2.618 |
1.2358 |
|
4.250 |
1.2260 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2556 |
1.2548 |
| PP |
1.2550 |
1.2535 |
| S1 |
1.2545 |
1.2522 |
|