CME Euro FX (E) Future September 2015
Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
1.2251 |
1.2215 |
-0.0036 |
-0.3% |
1.2255 |
High |
1.2251 |
1.2243 |
-0.0008 |
-0.1% |
1.2293 |
Low |
1.2214 |
1.2192 |
-0.0022 |
-0.2% |
1.2207 |
Close |
1.2214 |
1.2193 |
-0.0021 |
-0.2% |
1.2214 |
Range |
0.0037 |
0.0051 |
0.0014 |
37.8% |
0.0086 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
14 |
3 |
-11 |
-78.6% |
48 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2362 |
1.2329 |
1.2221 |
|
R3 |
1.2311 |
1.2278 |
1.2207 |
|
R2 |
1.2260 |
1.2260 |
1.2202 |
|
R1 |
1.2227 |
1.2227 |
1.2198 |
1.2218 |
PP |
1.2209 |
1.2209 |
1.2209 |
1.2205 |
S1 |
1.2176 |
1.2176 |
1.2188 |
1.2167 |
S2 |
1.2158 |
1.2158 |
1.2184 |
|
S3 |
1.2107 |
1.2125 |
1.2179 |
|
S4 |
1.2056 |
1.2074 |
1.2165 |
|
|
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 |
1.2460 |
2.618 |
1.2377 |
1.618 |
1.2326 |
1.000 |
1.2294 |
0.618 |
1.2275 |
HIGH |
1.2243 |
0.618 |
1.2224 |
0.500 |
1.2218 |
0.382 |
1.2211 |
LOW |
1.2192 |
0.618 |
1.2160 |
1.000 |
1.2141 |
1.618 |
1.2109 |
2.618 |
1.2058 |
4.250 |
1.1975 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
1.2218 |
1.2222 |
PP |
1.2209 |
1.2212 |
S1 |
1.2201 |
1.2203 |
|