CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2515 |
0.0059 |
0.5% |
1.2304 |
| High |
1.2493 |
1.2564 |
0.0071 |
0.6% |
1.2490 |
| Low |
1.2456 |
1.2515 |
0.0059 |
0.5% |
1.2296 |
| Close |
1.2470 |
1.2520 |
0.0050 |
0.4% |
1.2484 |
| Range |
0.0037 |
0.0049 |
0.0012 |
32.4% |
0.0194 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.6% |
0.0000 |
| Volume |
22 |
11 |
-11 |
-50.0% |
14 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2680 |
1.2649 |
1.2547 |
|
| R3 |
1.2631 |
1.2600 |
1.2533 |
|
| R2 |
1.2582 |
1.2582 |
1.2529 |
|
| R1 |
1.2551 |
1.2551 |
1.2524 |
1.2567 |
| PP |
1.2533 |
1.2533 |
1.2533 |
1.2541 |
| S1 |
1.2502 |
1.2502 |
1.2516 |
1.2518 |
| S2 |
1.2484 |
1.2484 |
1.2511 |
|
| S3 |
1.2435 |
1.2453 |
1.2507 |
|
| S4 |
1.2386 |
1.2404 |
1.2493 |
|
|
| 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 |
1.2772 |
|
2.618 |
1.2692 |
|
1.618 |
1.2643 |
|
1.000 |
1.2613 |
|
0.618 |
1.2594 |
|
HIGH |
1.2564 |
|
0.618 |
1.2545 |
|
0.500 |
1.2540 |
|
0.382 |
1.2534 |
|
LOW |
1.2515 |
|
0.618 |
1.2485 |
|
1.000 |
1.2466 |
|
1.618 |
1.2436 |
|
2.618 |
1.2387 |
|
4.250 |
1.2307 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2540 |
1.2517 |
| PP |
1.2533 |
1.2513 |
| S1 |
1.2527 |
1.2510 |
|