CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1900 |
0.0063 |
0.5% |
1.1960 |
| High |
1.1876 |
1.1900 |
0.0024 |
0.2% |
1.2003 |
| Low |
1.1819 |
1.1820 |
0.0001 |
0.0% |
1.1800 |
| Close |
1.1876 |
1.1874 |
-0.0002 |
0.0% |
1.1876 |
| Range |
0.0057 |
0.0080 |
0.0023 |
40.4% |
0.0203 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
123 |
158 |
35 |
28.5% |
426 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2069 |
1.1918 |
|
| R3 |
1.2025 |
1.1989 |
1.1896 |
|
| R2 |
1.1945 |
1.1945 |
1.1889 |
|
| R1 |
1.1909 |
1.1909 |
1.1881 |
1.1887 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1854 |
| S1 |
1.1829 |
1.1829 |
1.1867 |
1.1807 |
| S2 |
1.1785 |
1.1785 |
1.1859 |
|
| S3 |
1.1705 |
1.1749 |
1.1852 |
|
| S4 |
1.1625 |
1.1669 |
1.1830 |
|
|
| 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 |
1.2240 |
|
2.618 |
1.2109 |
|
1.618 |
1.2029 |
|
1.000 |
1.1980 |
|
0.618 |
1.1949 |
|
HIGH |
1.1900 |
|
0.618 |
1.1869 |
|
0.500 |
1.1860 |
|
0.382 |
1.1851 |
|
LOW |
1.1820 |
|
0.618 |
1.1771 |
|
1.000 |
1.1740 |
|
1.618 |
1.1691 |
|
2.618 |
1.1611 |
|
4.250 |
1.1480 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1869 |
1.1866 |
| PP |
1.1865 |
1.1858 |
| S1 |
1.1860 |
1.1850 |
|