CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2456 |
-0.0019 |
-0.2% |
1.2304 |
| High |
1.2490 |
1.2493 |
0.0003 |
0.0% |
1.2490 |
| Low |
1.2475 |
1.2456 |
-0.0019 |
-0.2% |
1.2296 |
| Close |
1.2484 |
1.2470 |
-0.0014 |
-0.1% |
1.2484 |
| Range |
0.0015 |
0.0037 |
0.0022 |
146.7% |
0.0194 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
2 |
22 |
20 |
1,000.0% |
14 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2584 |
1.2564 |
1.2490 |
|
| R3 |
1.2547 |
1.2527 |
1.2480 |
|
| R2 |
1.2510 |
1.2510 |
1.2477 |
|
| R1 |
1.2490 |
1.2490 |
1.2473 |
1.2500 |
| PP |
1.2473 |
1.2473 |
1.2473 |
1.2478 |
| S1 |
1.2453 |
1.2453 |
1.2467 |
1.2463 |
| S2 |
1.2436 |
1.2436 |
1.2463 |
|
| S3 |
1.2399 |
1.2416 |
1.2460 |
|
| S4 |
1.2362 |
1.2379 |
1.2450 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3005 |
1.2939 |
1.2591 |
|
| R3 |
1.2811 |
1.2745 |
1.2537 |
|
| R2 |
1.2617 |
1.2617 |
1.2520 |
|
| R1 |
1.2551 |
1.2551 |
1.2502 |
1.2584 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2440 |
| S1 |
1.2357 |
1.2357 |
1.2466 |
1.2390 |
| S2 |
1.2229 |
1.2229 |
1.2448 |
|
| S3 |
1.2035 |
1.2163 |
1.2431 |
|
| S4 |
1.1841 |
1.1969 |
1.2377 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2650 |
|
2.618 |
1.2590 |
|
1.618 |
1.2553 |
|
1.000 |
1.2530 |
|
0.618 |
1.2516 |
|
HIGH |
1.2493 |
|
0.618 |
1.2479 |
|
0.500 |
1.2475 |
|
0.382 |
1.2470 |
|
LOW |
1.2456 |
|
0.618 |
1.2433 |
|
1.000 |
1.2419 |
|
1.618 |
1.2396 |
|
2.618 |
1.2359 |
|
4.250 |
1.2299 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2475 |
1.2465 |
| PP |
1.2473 |
1.2460 |
| S1 |
1.2472 |
1.2456 |
|