CME Euro FX (E) Future September 2015
Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1.2000 |
1.1902 |
-0.0098 |
-0.8% |
1.2215 |
High |
1.2000 |
1.1918 |
-0.0082 |
-0.7% |
1.2243 |
Low |
1.1924 |
1.1843 |
-0.0081 |
-0.7% |
1.2042 |
Close |
1.1950 |
1.1886 |
-0.0064 |
-0.5% |
1.2042 |
Range |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0201 |
ATR |
0.0069 |
0.0071 |
0.0003 |
4.0% |
0.0000 |
Volume |
109 |
100 |
-9 |
-8.3% |
117 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2107 |
1.2072 |
1.1927 |
|
R3 |
1.2032 |
1.1997 |
1.1907 |
|
R2 |
1.1957 |
1.1957 |
1.1900 |
|
R1 |
1.1922 |
1.1922 |
1.1893 |
1.1902 |
PP |
1.1882 |
1.1882 |
1.1882 |
1.1873 |
S1 |
1.1847 |
1.1847 |
1.1879 |
1.1827 |
S2 |
1.1807 |
1.1807 |
1.1872 |
|
S3 |
1.1732 |
1.1772 |
1.1865 |
|
S4 |
1.1657 |
1.1697 |
1.1845 |
|
|
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 |
1.2237 |
2.618 |
1.2114 |
1.618 |
1.2039 |
1.000 |
1.1993 |
0.618 |
1.1964 |
HIGH |
1.1918 |
0.618 |
1.1889 |
0.500 |
1.1881 |
0.382 |
1.1872 |
LOW |
1.1843 |
0.618 |
1.1797 |
1.000 |
1.1768 |
1.618 |
1.1722 |
2.618 |
1.1647 |
4.250 |
1.1524 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1884 |
1.1923 |
PP |
1.1882 |
1.1911 |
S1 |
1.1881 |
1.1898 |
|