CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2408 |
1.2431 |
0.0023 |
0.2% |
1.2538 |
| High |
1.2413 |
1.2474 |
0.0061 |
0.5% |
1.2538 |
| Low |
1.2408 |
1.2430 |
0.0022 |
0.2% |
1.2321 |
| Close |
1.2413 |
1.2474 |
0.0061 |
0.5% |
1.2324 |
| Range |
0.0005 |
0.0044 |
0.0039 |
780.0% |
0.0217 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
8 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2591 |
1.2577 |
1.2498 |
|
| R3 |
1.2547 |
1.2533 |
1.2486 |
|
| R2 |
1.2503 |
1.2503 |
1.2482 |
|
| R1 |
1.2489 |
1.2489 |
1.2478 |
1.2496 |
| PP |
1.2459 |
1.2459 |
1.2459 |
1.2463 |
| S1 |
1.2445 |
1.2445 |
1.2470 |
1.2452 |
| S2 |
1.2415 |
1.2415 |
1.2466 |
|
| S3 |
1.2371 |
1.2401 |
1.2462 |
|
| S4 |
1.2327 |
1.2357 |
1.2450 |
|
|
| 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 |
1.2661 |
|
2.618 |
1.2589 |
|
1.618 |
1.2545 |
|
1.000 |
1.2518 |
|
0.618 |
1.2501 |
|
HIGH |
1.2474 |
|
0.618 |
1.2457 |
|
0.500 |
1.2452 |
|
0.382 |
1.2447 |
|
LOW |
1.2430 |
|
0.618 |
1.2403 |
|
1.000 |
1.2386 |
|
1.618 |
1.2359 |
|
2.618 |
1.2315 |
|
4.250 |
1.2243 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2467 |
1.2444 |
| PP |
1.2459 |
1.2415 |
| S1 |
1.2452 |
1.2385 |
|