CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1850 |
1.1811 |
-0.0039 |
-0.3% |
1.1960 |
| High |
1.1850 |
1.1877 |
0.0027 |
0.2% |
1.2003 |
| Low |
1.1794 |
1.1778 |
-0.0016 |
-0.1% |
1.1800 |
| Close |
1.1798 |
1.1809 |
0.0011 |
0.1% |
1.1876 |
| Range |
0.0056 |
0.0099 |
0.0043 |
76.8% |
0.0203 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
24 |
68 |
44 |
183.3% |
426 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2118 |
1.2063 |
1.1863 |
|
| R3 |
1.2019 |
1.1964 |
1.1836 |
|
| R2 |
1.1920 |
1.1920 |
1.1827 |
|
| R1 |
1.1865 |
1.1865 |
1.1818 |
1.1843 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1811 |
| S1 |
1.1766 |
1.1766 |
1.1800 |
1.1744 |
| S2 |
1.1722 |
1.1722 |
1.1791 |
|
| S3 |
1.1623 |
1.1667 |
1.1782 |
|
| S4 |
1.1524 |
1.1568 |
1.1755 |
|
|
| 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 |
1.2298 |
|
2.618 |
1.2136 |
|
1.618 |
1.2037 |
|
1.000 |
1.1976 |
|
0.618 |
1.1938 |
|
HIGH |
1.1877 |
|
0.618 |
1.1839 |
|
0.500 |
1.1828 |
|
0.382 |
1.1816 |
|
LOW |
1.1778 |
|
0.618 |
1.1717 |
|
1.000 |
1.1679 |
|
1.618 |
1.1618 |
|
2.618 |
1.1519 |
|
4.250 |
1.1357 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1828 |
1.1839 |
| PP |
1.1821 |
1.1829 |
| S1 |
1.1815 |
1.1819 |
|