CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1837 |
-0.0039 |
-0.3% |
1.1960 |
| High |
1.1876 |
1.1876 |
0.0000 |
0.0% |
1.2003 |
| Low |
1.1800 |
1.1819 |
0.0019 |
0.2% |
1.1800 |
| Close |
1.1819 |
1.1876 |
0.0057 |
0.5% |
1.1876 |
| Range |
0.0076 |
0.0057 |
-0.0019 |
-25.0% |
0.0203 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
44 |
123 |
79 |
179.5% |
426 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.2009 |
1.1907 |
|
| R3 |
1.1971 |
1.1952 |
1.1892 |
|
| R2 |
1.1914 |
1.1914 |
1.1886 |
|
| R1 |
1.1895 |
1.1895 |
1.1881 |
1.1905 |
| PP |
1.1857 |
1.1857 |
1.1857 |
1.1862 |
| S1 |
1.1838 |
1.1838 |
1.1871 |
1.1848 |
| S2 |
1.1800 |
1.1800 |
1.1866 |
|
| S3 |
1.1743 |
1.1781 |
1.1860 |
|
| S4 |
1.1686 |
1.1724 |
1.1845 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2502 |
1.2392 |
1.1988 |
|
| R3 |
1.2299 |
1.2189 |
1.1932 |
|
| R2 |
1.2096 |
1.2096 |
1.1913 |
|
| R1 |
1.1986 |
1.1986 |
1.1895 |
1.1940 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1870 |
| S1 |
1.1783 |
1.1783 |
1.1857 |
1.1737 |
| S2 |
1.1690 |
1.1690 |
1.1839 |
|
| S3 |
1.1487 |
1.1580 |
1.1820 |
|
| S4 |
1.1284 |
1.1377 |
1.1764 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2118 |
|
2.618 |
1.2025 |
|
1.618 |
1.1968 |
|
1.000 |
1.1933 |
|
0.618 |
1.1911 |
|
HIGH |
1.1876 |
|
0.618 |
1.1854 |
|
0.500 |
1.1848 |
|
0.382 |
1.1841 |
|
LOW |
1.1819 |
|
0.618 |
1.1784 |
|
1.000 |
1.1762 |
|
1.618 |
1.1727 |
|
2.618 |
1.1670 |
|
4.250 |
1.1577 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1867 |
1.1870 |
| PP |
1.1857 |
1.1865 |
| S1 |
1.1848 |
1.1859 |
|