CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2569 |
1.2573 |
0.0004 |
0.0% |
1.2510 |
| High |
1.2569 |
1.2573 |
0.0004 |
0.0% |
1.2575 |
| Low |
1.2486 |
1.2569 |
0.0083 |
0.7% |
1.2458 |
| Close |
1.2486 |
1.2569 |
0.0083 |
0.7% |
1.2561 |
| Range |
0.0083 |
0.0004 |
-0.0079 |
-95.2% |
0.0117 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.5% |
0.0000 |
| Volume |
11 |
3 |
-8 |
-72.7% |
20 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2582 |
1.2580 |
1.2571 |
|
| R3 |
1.2578 |
1.2576 |
1.2570 |
|
| R2 |
1.2574 |
1.2574 |
1.2570 |
|
| R1 |
1.2572 |
1.2572 |
1.2569 |
1.2571 |
| PP |
1.2570 |
1.2570 |
1.2570 |
1.2570 |
| S1 |
1.2568 |
1.2568 |
1.2569 |
1.2567 |
| S2 |
1.2566 |
1.2566 |
1.2568 |
|
| S3 |
1.2562 |
1.2564 |
1.2568 |
|
| S4 |
1.2558 |
1.2560 |
1.2567 |
|
|
| 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 |
1.2590 |
|
2.618 |
1.2583 |
|
1.618 |
1.2579 |
|
1.000 |
1.2577 |
|
0.618 |
1.2575 |
|
HIGH |
1.2573 |
|
0.618 |
1.2571 |
|
0.500 |
1.2571 |
|
0.382 |
1.2571 |
|
LOW |
1.2569 |
|
0.618 |
1.2567 |
|
1.000 |
1.2565 |
|
1.618 |
1.2563 |
|
2.618 |
1.2559 |
|
4.250 |
1.2552 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2571 |
1.2556 |
| PP |
1.2570 |
1.2543 |
| S1 |
1.2570 |
1.2531 |
|