CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.2184 |
1.2092 |
-0.0092 |
-0.8% |
1.2215 |
| High |
1.2184 |
1.2099 |
-0.0085 |
-0.7% |
1.2243 |
| Low |
1.2129 |
1.2042 |
-0.0087 |
-0.7% |
1.2042 |
| Close |
1.2134 |
1.2042 |
-0.0092 |
-0.8% |
1.2042 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0201 |
| ATR |
0.0062 |
0.0065 |
0.0002 |
3.4% |
0.0000 |
| Volume |
70 |
5 |
-65 |
-92.9% |
117 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2232 |
1.2194 |
1.2073 |
|
| R3 |
1.2175 |
1.2137 |
1.2058 |
|
| R2 |
1.2118 |
1.2118 |
1.2052 |
|
| R1 |
1.2080 |
1.2080 |
1.2047 |
1.2071 |
| PP |
1.2061 |
1.2061 |
1.2061 |
1.2056 |
| S1 |
1.2023 |
1.2023 |
1.2037 |
1.2014 |
| S2 |
1.2004 |
1.2004 |
1.2032 |
|
| S3 |
1.1947 |
1.1966 |
1.2026 |
|
| S4 |
1.1890 |
1.1909 |
1.2011 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2712 |
1.2578 |
1.2153 |
|
| R3 |
1.2511 |
1.2377 |
1.2097 |
|
| R2 |
1.2310 |
1.2310 |
1.2079 |
|
| R1 |
1.2176 |
1.2176 |
1.2060 |
1.2143 |
| PP |
1.2109 |
1.2109 |
1.2109 |
1.2092 |
| S1 |
1.1975 |
1.1975 |
1.2024 |
1.1942 |
| S2 |
1.1908 |
1.1908 |
1.2005 |
|
| S3 |
1.1707 |
1.1774 |
1.1987 |
|
| S4 |
1.1506 |
1.1573 |
1.1931 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2341 |
|
2.618 |
1.2248 |
|
1.618 |
1.2191 |
|
1.000 |
1.2156 |
|
0.618 |
1.2134 |
|
HIGH |
1.2099 |
|
0.618 |
1.2077 |
|
0.500 |
1.2071 |
|
0.382 |
1.2064 |
|
LOW |
1.2042 |
|
0.618 |
1.2007 |
|
1.000 |
1.1985 |
|
1.618 |
1.1950 |
|
2.618 |
1.1893 |
|
4.250 |
1.1800 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.2071 |
1.2130 |
| PP |
1.2061 |
1.2100 |
| S1 |
1.2052 |
1.2071 |
|