CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2346 |
1.2354 |
0.0008 |
0.1% |
1.2469 |
| High |
1.2346 |
1.2500 |
0.0154 |
1.2% |
1.2549 |
| Low |
1.2346 |
1.2354 |
0.0008 |
0.1% |
1.2447 |
| Close |
1.2346 |
1.2401 |
0.0055 |
0.4% |
1.2469 |
| Range |
0.0000 |
0.0146 |
0.0146 |
|
0.0102 |
| ATR |
0.0068 |
0.0074 |
0.0006 |
9.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2856 |
1.2775 |
1.2481 |
|
| R3 |
1.2710 |
1.2629 |
1.2441 |
|
| R2 |
1.2564 |
1.2564 |
1.2428 |
|
| R1 |
1.2483 |
1.2483 |
1.2414 |
1.2524 |
| PP |
1.2418 |
1.2418 |
1.2418 |
1.2439 |
| S1 |
1.2337 |
1.2337 |
1.2388 |
1.2378 |
| S2 |
1.2272 |
1.2272 |
1.2374 |
|
| S3 |
1.2126 |
1.2191 |
1.2361 |
|
| S4 |
1.1980 |
1.2045 |
1.2321 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2734 |
1.2525 |
|
| R3 |
1.2692 |
1.2632 |
1.2497 |
|
| R2 |
1.2590 |
1.2590 |
1.2488 |
|
| R1 |
1.2530 |
1.2530 |
1.2478 |
1.2520 |
| PP |
1.2488 |
1.2488 |
1.2488 |
1.2484 |
| S1 |
1.2428 |
1.2428 |
1.2460 |
1.2418 |
| S2 |
1.2386 |
1.2386 |
1.2450 |
|
| S3 |
1.2284 |
1.2326 |
1.2441 |
|
| S4 |
1.2182 |
1.2224 |
1.2413 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3121 |
|
2.618 |
1.2882 |
|
1.618 |
1.2736 |
|
1.000 |
1.2646 |
|
0.618 |
1.2590 |
|
HIGH |
1.2500 |
|
0.618 |
1.2444 |
|
0.500 |
1.2427 |
|
0.382 |
1.2410 |
|
LOW |
1.2354 |
|
0.618 |
1.2264 |
|
1.000 |
1.2208 |
|
1.618 |
1.2118 |
|
2.618 |
1.1972 |
|
4.250 |
1.1734 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2427 |
1.2423 |
| PP |
1.2418 |
1.2416 |
| S1 |
1.2410 |
1.2408 |
|