CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2326 |
1.2312 |
-0.0014 |
-0.1% |
1.2456 |
| High |
1.2360 |
1.2320 |
-0.0040 |
-0.3% |
1.2564 |
| Low |
1.2319 |
1.2258 |
-0.0061 |
-0.5% |
1.2258 |
| Close |
1.2319 |
1.2263 |
-0.0056 |
-0.5% |
1.2263 |
| Range |
0.0041 |
0.0062 |
0.0021 |
51.2% |
0.0306 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
19 |
32 |
13 |
68.4% |
114 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2427 |
1.2297 |
|
| R3 |
1.2404 |
1.2365 |
1.2280 |
|
| R2 |
1.2342 |
1.2342 |
1.2274 |
|
| R1 |
1.2303 |
1.2303 |
1.2269 |
1.2292 |
| PP |
1.2280 |
1.2280 |
1.2280 |
1.2275 |
| S1 |
1.2241 |
1.2241 |
1.2257 |
1.2230 |
| S2 |
1.2218 |
1.2218 |
1.2252 |
|
| S3 |
1.2156 |
1.2179 |
1.2246 |
|
| S4 |
1.2094 |
1.2117 |
1.2229 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3280 |
1.3077 |
1.2431 |
|
| R3 |
1.2974 |
1.2771 |
1.2347 |
|
| R2 |
1.2668 |
1.2668 |
1.2319 |
|
| R1 |
1.2465 |
1.2465 |
1.2291 |
1.2414 |
| PP |
1.2362 |
1.2362 |
1.2362 |
1.2336 |
| S1 |
1.2159 |
1.2159 |
1.2235 |
1.2108 |
| S2 |
1.2056 |
1.2056 |
1.2207 |
|
| S3 |
1.1750 |
1.1853 |
1.2179 |
|
| S4 |
1.1444 |
1.1547 |
1.2095 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2584 |
|
2.618 |
1.2482 |
|
1.618 |
1.2420 |
|
1.000 |
1.2382 |
|
0.618 |
1.2358 |
|
HIGH |
1.2320 |
|
0.618 |
1.2296 |
|
0.500 |
1.2289 |
|
0.382 |
1.2282 |
|
LOW |
1.2258 |
|
0.618 |
1.2220 |
|
1.000 |
1.2196 |
|
1.618 |
1.2158 |
|
2.618 |
1.2096 |
|
4.250 |
1.1995 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2289 |
1.2380 |
| PP |
1.2280 |
1.2341 |
| S1 |
1.2272 |
1.2302 |
|