CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1960 |
1.2000 |
0.0040 |
0.3% |
1.2215 |
| High |
1.2003 |
1.2000 |
-0.0003 |
0.0% |
1.2243 |
| Low |
1.1930 |
1.1924 |
-0.0006 |
-0.1% |
1.2042 |
| Close |
1.1976 |
1.1950 |
-0.0026 |
-0.2% |
1.2042 |
| Range |
0.0073 |
0.0076 |
0.0003 |
4.1% |
0.0201 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
0.8% |
0.0000 |
| Volume |
50 |
109 |
59 |
118.0% |
117 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2186 |
1.2144 |
1.1992 |
|
| R3 |
1.2110 |
1.2068 |
1.1971 |
|
| R2 |
1.2034 |
1.2034 |
1.1964 |
|
| R1 |
1.1992 |
1.1992 |
1.1957 |
1.1975 |
| PP |
1.1958 |
1.1958 |
1.1958 |
1.1950 |
| S1 |
1.1916 |
1.1916 |
1.1943 |
1.1899 |
| S2 |
1.1882 |
1.1882 |
1.1936 |
|
| S3 |
1.1806 |
1.1840 |
1.1929 |
|
| S4 |
1.1730 |
1.1764 |
1.1908 |
|
|
| 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 |
1.2323 |
|
2.618 |
1.2199 |
|
1.618 |
1.2123 |
|
1.000 |
1.2076 |
|
0.618 |
1.2047 |
|
HIGH |
1.2000 |
|
0.618 |
1.1971 |
|
0.500 |
1.1962 |
|
0.382 |
1.1953 |
|
LOW |
1.1924 |
|
0.618 |
1.1877 |
|
1.000 |
1.1848 |
|
1.618 |
1.1801 |
|
2.618 |
1.1725 |
|
4.250 |
1.1601 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1962 |
1.2012 |
| PP |
1.1958 |
1.1991 |
| S1 |
1.1954 |
1.1971 |
|