CME Euro FX (E) Future September 2015
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1.2354 |
1.2321 |
-0.0033 |
-0.3% |
1.2538 |
High |
1.2500 |
1.2337 |
-0.0163 |
-1.3% |
1.2538 |
Low |
1.2354 |
1.2321 |
-0.0033 |
-0.3% |
1.2321 |
Close |
1.2401 |
1.2324 |
-0.0077 |
-0.6% |
1.2324 |
Range |
0.0146 |
0.0016 |
-0.0130 |
-89.0% |
0.0217 |
ATR |
0.0074 |
0.0075 |
0.0000 |
0.6% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
8 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2375 |
1.2366 |
1.2333 |
|
R3 |
1.2359 |
1.2350 |
1.2328 |
|
R2 |
1.2343 |
1.2343 |
1.2327 |
|
R1 |
1.2334 |
1.2334 |
1.2325 |
1.2339 |
PP |
1.2327 |
1.2327 |
1.2327 |
1.2330 |
S1 |
1.2318 |
1.2318 |
1.2323 |
1.2323 |
S2 |
1.2311 |
1.2311 |
1.2321 |
|
S3 |
1.2295 |
1.2302 |
1.2320 |
|
S4 |
1.2279 |
1.2286 |
1.2315 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3045 |
1.2902 |
1.2443 |
|
R3 |
1.2828 |
1.2685 |
1.2384 |
|
R2 |
1.2611 |
1.2611 |
1.2364 |
|
R1 |
1.2468 |
1.2468 |
1.2344 |
1.2431 |
PP |
1.2394 |
1.2394 |
1.2394 |
1.2376 |
S1 |
1.2251 |
1.2251 |
1.2304 |
1.2214 |
S2 |
1.2177 |
1.2177 |
1.2284 |
|
S3 |
1.1960 |
1.2034 |
1.2264 |
|
S4 |
1.1743 |
1.1817 |
1.2205 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2405 |
2.618 |
1.2379 |
1.618 |
1.2363 |
1.000 |
1.2353 |
0.618 |
1.2347 |
HIGH |
1.2337 |
0.618 |
1.2331 |
0.500 |
1.2329 |
0.382 |
1.2327 |
LOW |
1.2321 |
0.618 |
1.2311 |
1.000 |
1.2305 |
1.618 |
1.2295 |
2.618 |
1.2279 |
4.250 |
1.2253 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1.2329 |
1.2411 |
PP |
1.2327 |
1.2382 |
S1 |
1.2326 |
1.2353 |
|