CME Euro FX (E) Future September 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1.2480 |
1.2326 |
-0.0154 |
-1.2% |
1.2304 |
High |
1.2501 |
1.2360 |
-0.0141 |
-1.1% |
1.2490 |
Low |
1.2362 |
1.2319 |
-0.0043 |
-0.3% |
1.2296 |
Close |
1.2362 |
1.2319 |
-0.0043 |
-0.3% |
1.2484 |
Range |
0.0139 |
0.0041 |
-0.0098 |
-70.5% |
0.0194 |
ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
30 |
19 |
-11 |
-36.7% |
14 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2456 |
1.2428 |
1.2342 |
|
R3 |
1.2415 |
1.2387 |
1.2330 |
|
R2 |
1.2374 |
1.2374 |
1.2327 |
|
R1 |
1.2346 |
1.2346 |
1.2323 |
1.2340 |
PP |
1.2333 |
1.2333 |
1.2333 |
1.2329 |
S1 |
1.2305 |
1.2305 |
1.2315 |
1.2299 |
S2 |
1.2292 |
1.2292 |
1.2311 |
|
S3 |
1.2251 |
1.2264 |
1.2308 |
|
S4 |
1.2210 |
1.2223 |
1.2296 |
|
|
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 |
1.2534 |
2.618 |
1.2467 |
1.618 |
1.2426 |
1.000 |
1.2401 |
0.618 |
1.2385 |
HIGH |
1.2360 |
0.618 |
1.2344 |
0.500 |
1.2340 |
0.382 |
1.2335 |
LOW |
1.2319 |
0.618 |
1.2294 |
1.000 |
1.2278 |
1.618 |
1.2253 |
2.618 |
1.2212 |
4.250 |
1.2145 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1.2340 |
1.2442 |
PP |
1.2333 |
1.2401 |
S1 |
1.2326 |
1.2360 |
|