CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1811 |
1.1777 |
-0.0034 |
-0.3% |
1.1960 |
| High |
1.1877 |
1.1777 |
-0.0100 |
-0.8% |
1.2003 |
| Low |
1.1778 |
1.1632 |
-0.0146 |
-1.2% |
1.1800 |
| Close |
1.1809 |
1.1651 |
-0.0158 |
-1.3% |
1.1876 |
| Range |
0.0099 |
0.0145 |
0.0046 |
46.5% |
0.0203 |
| ATR |
0.0074 |
0.0082 |
0.0007 |
9.9% |
0.0000 |
| Volume |
68 |
49 |
-19 |
-27.9% |
426 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2122 |
1.2031 |
1.1731 |
|
| R3 |
1.1977 |
1.1886 |
1.1691 |
|
| R2 |
1.1832 |
1.1832 |
1.1678 |
|
| R1 |
1.1741 |
1.1741 |
1.1664 |
1.1714 |
| PP |
1.1687 |
1.1687 |
1.1687 |
1.1673 |
| S1 |
1.1596 |
1.1596 |
1.1638 |
1.1569 |
| S2 |
1.1542 |
1.1542 |
1.1624 |
|
| S3 |
1.1397 |
1.1451 |
1.1611 |
|
| S4 |
1.1252 |
1.1306 |
1.1571 |
|
|
| 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 |
1.2393 |
|
2.618 |
1.2157 |
|
1.618 |
1.2012 |
|
1.000 |
1.1922 |
|
0.618 |
1.1867 |
|
HIGH |
1.1777 |
|
0.618 |
1.1722 |
|
0.500 |
1.1705 |
|
0.382 |
1.1687 |
|
LOW |
1.1632 |
|
0.618 |
1.1542 |
|
1.000 |
1.1487 |
|
1.618 |
1.1397 |
|
2.618 |
1.1252 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1705 |
1.1755 |
| PP |
1.1687 |
1.1720 |
| S1 |
1.1669 |
1.1686 |
|