CME Euro FX (E) Future September 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1.2255 |
1.2207 |
-0.0048 |
-0.4% |
1.2456 |
High |
1.2293 |
1.2213 |
-0.0080 |
-0.7% |
1.2564 |
Low |
1.2255 |
1.2207 |
-0.0048 |
-0.4% |
1.2258 |
Close |
1.2258 |
1.2213 |
-0.0045 |
-0.4% |
1.2263 |
Range |
0.0038 |
0.0006 |
-0.0032 |
-84.2% |
0.0306 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
14 |
17 |
3 |
21.4% |
114 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2229 |
1.2227 |
1.2216 |
|
R3 |
1.2223 |
1.2221 |
1.2215 |
|
R2 |
1.2217 |
1.2217 |
1.2214 |
|
R1 |
1.2215 |
1.2215 |
1.2214 |
1.2216 |
PP |
1.2211 |
1.2211 |
1.2211 |
1.2212 |
S1 |
1.2209 |
1.2209 |
1.2212 |
1.2210 |
S2 |
1.2205 |
1.2205 |
1.2212 |
|
S3 |
1.2199 |
1.2203 |
1.2211 |
|
S4 |
1.2193 |
1.2197 |
1.2210 |
|
|
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 |
1.2239 |
2.618 |
1.2229 |
1.618 |
1.2223 |
1.000 |
1.2219 |
0.618 |
1.2217 |
HIGH |
1.2213 |
0.618 |
1.2211 |
0.500 |
1.2210 |
0.382 |
1.2209 |
LOW |
1.2207 |
0.618 |
1.2203 |
1.000 |
1.2201 |
1.618 |
1.2197 |
2.618 |
1.2191 |
4.250 |
1.2182 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1.2212 |
1.2264 |
PP |
1.2211 |
1.2247 |
S1 |
1.2210 |
1.2230 |
|