CME Euro FX (E) Future September 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1.1900 |
1.1850 |
-0.0050 |
-0.4% |
1.1960 |
High |
1.1900 |
1.1850 |
-0.0050 |
-0.4% |
1.2003 |
Low |
1.1820 |
1.1794 |
-0.0026 |
-0.2% |
1.1800 |
Close |
1.1874 |
1.1798 |
-0.0076 |
-0.6% |
1.1876 |
Range |
0.0080 |
0.0056 |
-0.0024 |
-30.0% |
0.0203 |
ATR |
0.0072 |
0.0072 |
0.0001 |
0.8% |
0.0000 |
Volume |
158 |
24 |
-134 |
-84.8% |
426 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1982 |
1.1946 |
1.1829 |
|
R3 |
1.1926 |
1.1890 |
1.1813 |
|
R2 |
1.1870 |
1.1870 |
1.1808 |
|
R1 |
1.1834 |
1.1834 |
1.1803 |
1.1824 |
PP |
1.1814 |
1.1814 |
1.1814 |
1.1809 |
S1 |
1.1778 |
1.1778 |
1.1793 |
1.1768 |
S2 |
1.1758 |
1.1758 |
1.1788 |
|
S3 |
1.1702 |
1.1722 |
1.1783 |
|
S4 |
1.1646 |
1.1666 |
1.1767 |
|
|
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 |
1.2088 |
2.618 |
1.1997 |
1.618 |
1.1941 |
1.000 |
1.1906 |
0.618 |
1.1885 |
HIGH |
1.1850 |
0.618 |
1.1829 |
0.500 |
1.1822 |
0.382 |
1.1815 |
LOW |
1.1794 |
0.618 |
1.1759 |
1.000 |
1.1738 |
1.618 |
1.1703 |
2.618 |
1.1647 |
4.250 |
1.1556 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1.1822 |
1.1847 |
PP |
1.1814 |
1.1831 |
S1 |
1.1806 |
1.1814 |
|