CME Euro FX (E) Future September 2015
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1.2519 |
1.2469 |
-0.0050 |
-0.4% |
1.2569 |
High |
1.2519 |
1.2469 |
-0.0050 |
-0.4% |
1.2610 |
Low |
1.2422 |
1.2469 |
0.0047 |
0.4% |
1.2422 |
Close |
1.2422 |
1.2469 |
0.0047 |
0.4% |
1.2422 |
Range |
0.0097 |
0.0000 |
-0.0097 |
-100.0% |
0.0188 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
6 |
2 |
-4 |
-66.7% |
27 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2469 |
1.2469 |
1.2469 |
|
R3 |
1.2469 |
1.2469 |
1.2469 |
|
R2 |
1.2469 |
1.2469 |
1.2469 |
|
R1 |
1.2469 |
1.2469 |
1.2469 |
1.2469 |
PP |
1.2469 |
1.2469 |
1.2469 |
1.2469 |
S1 |
1.2469 |
1.2469 |
1.2469 |
1.2469 |
S2 |
1.2469 |
1.2469 |
1.2469 |
|
S3 |
1.2469 |
1.2469 |
1.2469 |
|
S4 |
1.2469 |
1.2469 |
1.2469 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3049 |
1.2923 |
1.2525 |
|
R3 |
1.2861 |
1.2735 |
1.2474 |
|
R2 |
1.2673 |
1.2673 |
1.2456 |
|
R1 |
1.2547 |
1.2547 |
1.2439 |
1.2516 |
PP |
1.2485 |
1.2485 |
1.2485 |
1.2469 |
S1 |
1.2359 |
1.2359 |
1.2405 |
1.2328 |
S2 |
1.2297 |
1.2297 |
1.2388 |
|
S3 |
1.2109 |
1.2171 |
1.2370 |
|
S4 |
1.1921 |
1.1983 |
1.2319 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2469 |
2.618 |
1.2469 |
1.618 |
1.2469 |
1.000 |
1.2469 |
0.618 |
1.2469 |
HIGH |
1.2469 |
0.618 |
1.2469 |
0.500 |
1.2469 |
0.382 |
1.2469 |
LOW |
1.2469 |
0.618 |
1.2469 |
1.000 |
1.2469 |
1.618 |
1.2469 |
2.618 |
1.2469 |
4.250 |
1.2469 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1.2469 |
1.2503 |
PP |
1.2469 |
1.2492 |
S1 |
1.2469 |
1.2480 |
|