CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2321 |
1.2304 |
-0.0017 |
-0.1% |
1.2538 |
| High |
1.2337 |
1.2363 |
0.0026 |
0.2% |
1.2538 |
| Low |
1.2321 |
1.2296 |
-0.0025 |
-0.2% |
1.2321 |
| Close |
1.2324 |
1.2363 |
0.0039 |
0.3% |
1.2324 |
| Range |
0.0016 |
0.0067 |
0.0051 |
318.8% |
0.0217 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
8 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2542 |
1.2519 |
1.2400 |
|
| R3 |
1.2475 |
1.2452 |
1.2381 |
|
| R2 |
1.2408 |
1.2408 |
1.2375 |
|
| R1 |
1.2385 |
1.2385 |
1.2369 |
1.2397 |
| PP |
1.2341 |
1.2341 |
1.2341 |
1.2346 |
| S1 |
1.2318 |
1.2318 |
1.2357 |
1.2330 |
| S2 |
1.2274 |
1.2274 |
1.2351 |
|
| S3 |
1.2207 |
1.2251 |
1.2345 |
|
| S4 |
1.2140 |
1.2184 |
1.2326 |
|
|
| 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 |
1.2648 |
|
2.618 |
1.2538 |
|
1.618 |
1.2471 |
|
1.000 |
1.2430 |
|
0.618 |
1.2404 |
|
HIGH |
1.2363 |
|
0.618 |
1.2337 |
|
0.500 |
1.2330 |
|
0.382 |
1.2322 |
|
LOW |
1.2296 |
|
0.618 |
1.2255 |
|
1.000 |
1.2229 |
|
1.618 |
1.2188 |
|
2.618 |
1.2121 |
|
4.250 |
1.2011 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2352 |
1.2398 |
| PP |
1.2341 |
1.2386 |
| S1 |
1.2330 |
1.2375 |
|