CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2431 |
1.2485 |
0.0054 |
0.4% |
1.2538 |
| High |
1.2474 |
1.2485 |
0.0011 |
0.1% |
1.2538 |
| Low |
1.2430 |
1.2418 |
-0.0012 |
-0.1% |
1.2321 |
| Close |
1.2474 |
1.2418 |
-0.0056 |
-0.4% |
1.2324 |
| Range |
0.0044 |
0.0067 |
0.0023 |
52.3% |
0.0217 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
8 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2641 |
1.2597 |
1.2455 |
|
| R3 |
1.2574 |
1.2530 |
1.2436 |
|
| R2 |
1.2507 |
1.2507 |
1.2430 |
|
| R1 |
1.2463 |
1.2463 |
1.2424 |
1.2452 |
| PP |
1.2440 |
1.2440 |
1.2440 |
1.2435 |
| S1 |
1.2396 |
1.2396 |
1.2412 |
1.2385 |
| S2 |
1.2373 |
1.2373 |
1.2406 |
|
| S3 |
1.2306 |
1.2329 |
1.2400 |
|
| S4 |
1.2239 |
1.2262 |
1.2381 |
|
|
| 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 |
1.2770 |
|
2.618 |
1.2660 |
|
1.618 |
1.2593 |
|
1.000 |
1.2552 |
|
0.618 |
1.2526 |
|
HIGH |
1.2485 |
|
0.618 |
1.2459 |
|
0.500 |
1.2452 |
|
0.382 |
1.2444 |
|
LOW |
1.2418 |
|
0.618 |
1.2377 |
|
1.000 |
1.2351 |
|
1.618 |
1.2310 |
|
2.618 |
1.2243 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2452 |
1.2447 |
| PP |
1.2440 |
1.2437 |
| S1 |
1.2429 |
1.2428 |
|