CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2224 |
1.2251 |
0.0027 |
0.2% |
1.2255 |
| High |
1.2250 |
1.2251 |
0.0001 |
0.0% |
1.2293 |
| Low |
1.2224 |
1.2214 |
-0.0010 |
-0.1% |
1.2207 |
| Close |
1.2227 |
1.2214 |
-0.0013 |
-0.1% |
1.2214 |
| Range |
0.0026 |
0.0037 |
0.0011 |
42.3% |
0.0086 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
3 |
14 |
11 |
366.7% |
48 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2337 |
1.2313 |
1.2234 |
|
| R3 |
1.2300 |
1.2276 |
1.2224 |
|
| R2 |
1.2263 |
1.2263 |
1.2221 |
|
| R1 |
1.2239 |
1.2239 |
1.2217 |
1.2233 |
| PP |
1.2226 |
1.2226 |
1.2226 |
1.2223 |
| S1 |
1.2202 |
1.2202 |
1.2211 |
1.2196 |
| S2 |
1.2189 |
1.2189 |
1.2207 |
|
| S3 |
1.2152 |
1.2165 |
1.2204 |
|
| S4 |
1.2115 |
1.2128 |
1.2194 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2496 |
1.2441 |
1.2261 |
|
| R3 |
1.2410 |
1.2355 |
1.2238 |
|
| R2 |
1.2324 |
1.2324 |
1.2230 |
|
| R1 |
1.2269 |
1.2269 |
1.2222 |
1.2254 |
| PP |
1.2238 |
1.2238 |
1.2238 |
1.2230 |
| S1 |
1.2183 |
1.2183 |
1.2206 |
1.2168 |
| S2 |
1.2152 |
1.2152 |
1.2198 |
|
| S3 |
1.2066 |
1.2097 |
1.2190 |
|
| S4 |
1.1980 |
1.2011 |
1.2167 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2408 |
|
2.618 |
1.2348 |
|
1.618 |
1.2311 |
|
1.000 |
1.2288 |
|
0.618 |
1.2274 |
|
HIGH |
1.2251 |
|
0.618 |
1.2237 |
|
0.500 |
1.2233 |
|
0.382 |
1.2228 |
|
LOW |
1.2214 |
|
0.618 |
1.2191 |
|
1.000 |
1.2177 |
|
1.618 |
1.2154 |
|
2.618 |
1.2117 |
|
4.250 |
1.2057 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2233 |
1.2229 |
| PP |
1.2226 |
1.2224 |
| S1 |
1.2220 |
1.2219 |
|