CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2175 |
1.2184 |
0.0009 |
0.1% |
1.2255 |
| High |
1.2217 |
1.2184 |
-0.0033 |
-0.3% |
1.2293 |
| Low |
1.2174 |
1.2129 |
-0.0045 |
-0.4% |
1.2207 |
| Close |
1.2190 |
1.2134 |
-0.0056 |
-0.5% |
1.2214 |
| Range |
0.0043 |
0.0055 |
0.0012 |
27.9% |
0.0086 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
39 |
70 |
31 |
79.5% |
48 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2314 |
1.2279 |
1.2164 |
|
| R3 |
1.2259 |
1.2224 |
1.2149 |
|
| R2 |
1.2204 |
1.2204 |
1.2144 |
|
| R1 |
1.2169 |
1.2169 |
1.2139 |
1.2159 |
| PP |
1.2149 |
1.2149 |
1.2149 |
1.2144 |
| S1 |
1.2114 |
1.2114 |
1.2129 |
1.2104 |
| S2 |
1.2094 |
1.2094 |
1.2124 |
|
| S3 |
1.2039 |
1.2059 |
1.2119 |
|
| S4 |
1.1984 |
1.2004 |
1.2104 |
|
|
| 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 |
1.2418 |
|
2.618 |
1.2328 |
|
1.618 |
1.2273 |
|
1.000 |
1.2239 |
|
0.618 |
1.2218 |
|
HIGH |
1.2184 |
|
0.618 |
1.2163 |
|
0.500 |
1.2157 |
|
0.382 |
1.2150 |
|
LOW |
1.2129 |
|
0.618 |
1.2095 |
|
1.000 |
1.2074 |
|
1.618 |
1.2040 |
|
2.618 |
1.1985 |
|
4.250 |
1.1895 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2157 |
1.2186 |
| PP |
1.2149 |
1.2169 |
| S1 |
1.2142 |
1.2151 |
|