CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2515 |
1.2480 |
-0.0035 |
-0.3% |
1.2304 |
| High |
1.2564 |
1.2501 |
-0.0063 |
-0.5% |
1.2490 |
| Low |
1.2515 |
1.2362 |
-0.0153 |
-1.2% |
1.2296 |
| Close |
1.2520 |
1.2362 |
-0.0158 |
-1.3% |
1.2484 |
| Range |
0.0049 |
0.0139 |
0.0090 |
183.7% |
0.0194 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
8.8% |
0.0000 |
| Volume |
11 |
30 |
19 |
172.7% |
14 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2825 |
1.2733 |
1.2438 |
|
| R3 |
1.2686 |
1.2594 |
1.2400 |
|
| R2 |
1.2547 |
1.2547 |
1.2387 |
|
| R1 |
1.2455 |
1.2455 |
1.2375 |
1.2432 |
| PP |
1.2408 |
1.2408 |
1.2408 |
1.2397 |
| S1 |
1.2316 |
1.2316 |
1.2349 |
1.2293 |
| S2 |
1.2269 |
1.2269 |
1.2337 |
|
| S3 |
1.2130 |
1.2177 |
1.2324 |
|
| S4 |
1.1991 |
1.2038 |
1.2286 |
|
|
| 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 |
1.3092 |
|
2.618 |
1.2865 |
|
1.618 |
1.2726 |
|
1.000 |
1.2640 |
|
0.618 |
1.2587 |
|
HIGH |
1.2501 |
|
0.618 |
1.2448 |
|
0.500 |
1.2432 |
|
0.382 |
1.2415 |
|
LOW |
1.2362 |
|
0.618 |
1.2276 |
|
1.000 |
1.2223 |
|
1.618 |
1.2137 |
|
2.618 |
1.1998 |
|
4.250 |
1.1771 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2432 |
1.2463 |
| PP |
1.2408 |
1.2429 |
| S1 |
1.2385 |
1.2396 |
|