CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2469 |
1.2447 |
-0.0022 |
-0.2% |
1.2569 |
| High |
1.2469 |
1.2505 |
0.0036 |
0.3% |
1.2610 |
| Low |
1.2469 |
1.2447 |
-0.0022 |
-0.2% |
1.2422 |
| Close |
1.2469 |
1.2505 |
0.0036 |
0.3% |
1.2422 |
| Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0188 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
27 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2660 |
1.2640 |
1.2537 |
|
| R3 |
1.2602 |
1.2582 |
1.2521 |
|
| R2 |
1.2544 |
1.2544 |
1.2516 |
|
| R1 |
1.2524 |
1.2524 |
1.2510 |
1.2534 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2491 |
| S1 |
1.2466 |
1.2466 |
1.2500 |
1.2476 |
| S2 |
1.2428 |
1.2428 |
1.2494 |
|
| S3 |
1.2370 |
1.2408 |
1.2489 |
|
| S4 |
1.2312 |
1.2350 |
1.2473 |
|
|
| 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 |
1.2752 |
|
2.618 |
1.2657 |
|
1.618 |
1.2599 |
|
1.000 |
1.2563 |
|
0.618 |
1.2541 |
|
HIGH |
1.2505 |
|
0.618 |
1.2483 |
|
0.500 |
1.2476 |
|
0.382 |
1.2469 |
|
LOW |
1.2447 |
|
0.618 |
1.2411 |
|
1.000 |
1.2389 |
|
1.618 |
1.2353 |
|
2.618 |
1.2295 |
|
4.250 |
1.2201 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2495 |
1.2494 |
| PP |
1.2486 |
1.2482 |
| S1 |
1.2476 |
1.2471 |
|