CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1902 |
1.1876 |
-0.0026 |
-0.2% |
1.2215 |
| High |
1.1918 |
1.1876 |
-0.0042 |
-0.4% |
1.2243 |
| Low |
1.1843 |
1.1800 |
-0.0043 |
-0.4% |
1.2042 |
| Close |
1.1886 |
1.1819 |
-0.0067 |
-0.6% |
1.2042 |
| Range |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0201 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.5% |
0.0000 |
| Volume |
100 |
44 |
-56 |
-56.0% |
117 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2060 |
1.2015 |
1.1861 |
|
| R3 |
1.1984 |
1.1939 |
1.1840 |
|
| R2 |
1.1908 |
1.1908 |
1.1833 |
|
| R1 |
1.1863 |
1.1863 |
1.1826 |
1.1848 |
| PP |
1.1832 |
1.1832 |
1.1832 |
1.1824 |
| S1 |
1.1787 |
1.1787 |
1.1812 |
1.1772 |
| S2 |
1.1756 |
1.1756 |
1.1805 |
|
| S3 |
1.1680 |
1.1711 |
1.1798 |
|
| S4 |
1.1604 |
1.1635 |
1.1777 |
|
|
| 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 |
1.2199 |
|
2.618 |
1.2075 |
|
1.618 |
1.1999 |
|
1.000 |
1.1952 |
|
0.618 |
1.1923 |
|
HIGH |
1.1876 |
|
0.618 |
1.1847 |
|
0.500 |
1.1838 |
|
0.382 |
1.1829 |
|
LOW |
1.1800 |
|
0.618 |
1.1753 |
|
1.000 |
1.1724 |
|
1.618 |
1.1677 |
|
2.618 |
1.1601 |
|
4.250 |
1.1477 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1838 |
1.1900 |
| PP |
1.1832 |
1.1873 |
| S1 |
1.1825 |
1.1846 |
|