CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.2092 |
1.1960 |
-0.0132 |
-1.1% |
1.2215 |
| High |
1.2099 |
1.2003 |
-0.0096 |
-0.8% |
1.2243 |
| Low |
1.2042 |
1.1930 |
-0.0112 |
-0.9% |
1.2042 |
| Close |
1.2042 |
1.1976 |
-0.0066 |
-0.5% |
1.2042 |
| Range |
0.0057 |
0.0073 |
0.0016 |
28.1% |
0.0201 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
5.2% |
0.0000 |
| Volume |
5 |
50 |
45 |
900.0% |
117 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2189 |
1.2155 |
1.2016 |
|
| R3 |
1.2116 |
1.2082 |
1.1996 |
|
| R2 |
1.2043 |
1.2043 |
1.1989 |
|
| R1 |
1.2009 |
1.2009 |
1.1983 |
1.2026 |
| PP |
1.1970 |
1.1970 |
1.1970 |
1.1978 |
| S1 |
1.1936 |
1.1936 |
1.1969 |
1.1953 |
| S2 |
1.1897 |
1.1897 |
1.1963 |
|
| S3 |
1.1824 |
1.1863 |
1.1956 |
|
| S4 |
1.1751 |
1.1790 |
1.1936 |
|
|
| 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 |
1.2313 |
|
2.618 |
1.2194 |
|
1.618 |
1.2121 |
|
1.000 |
1.2076 |
|
0.618 |
1.2048 |
|
HIGH |
1.2003 |
|
0.618 |
1.1975 |
|
0.500 |
1.1967 |
|
0.382 |
1.1958 |
|
LOW |
1.1930 |
|
0.618 |
1.1885 |
|
1.000 |
1.1857 |
|
1.618 |
1.1812 |
|
2.618 |
1.1739 |
|
4.250 |
1.1620 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1973 |
1.2057 |
| PP |
1.1970 |
1.2030 |
| S1 |
1.1967 |
1.2003 |
|