CME Euro FX (E) Future September 2015
Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1.2312 |
1.2255 |
-0.0057 |
-0.5% |
1.2456 |
High |
1.2320 |
1.2293 |
-0.0027 |
-0.2% |
1.2564 |
Low |
1.2258 |
1.2255 |
-0.0003 |
0.0% |
1.2258 |
Close |
1.2263 |
1.2258 |
-0.0005 |
0.0% |
1.2263 |
Range |
0.0062 |
0.0038 |
-0.0024 |
-38.7% |
0.0306 |
ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
32 |
14 |
-18 |
-56.3% |
114 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2383 |
1.2358 |
1.2279 |
|
R3 |
1.2345 |
1.2320 |
1.2268 |
|
R2 |
1.2307 |
1.2307 |
1.2265 |
|
R1 |
1.2282 |
1.2282 |
1.2261 |
1.2295 |
PP |
1.2269 |
1.2269 |
1.2269 |
1.2275 |
S1 |
1.2244 |
1.2244 |
1.2255 |
1.2257 |
S2 |
1.2231 |
1.2231 |
1.2251 |
|
S3 |
1.2193 |
1.2206 |
1.2248 |
|
S4 |
1.2155 |
1.2168 |
1.2237 |
|
|
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 |
1.2455 |
2.618 |
1.2392 |
1.618 |
1.2354 |
1.000 |
1.2331 |
0.618 |
1.2316 |
HIGH |
1.2293 |
0.618 |
1.2278 |
0.500 |
1.2274 |
0.382 |
1.2270 |
LOW |
1.2255 |
0.618 |
1.2232 |
1.000 |
1.2217 |
1.618 |
1.2194 |
2.618 |
1.2156 |
4.250 |
1.2094 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1.2274 |
1.2308 |
PP |
1.2269 |
1.2291 |
S1 |
1.2263 |
1.2275 |
|