CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1777 |
1.1674 |
-0.0103 |
-0.9% |
1.1900 |
| High |
1.1777 |
1.1677 |
-0.0100 |
-0.8% |
1.1900 |
| Low |
1.1632 |
1.1500 |
-0.0132 |
-1.1% |
1.1500 |
| Close |
1.1651 |
1.1619 |
-0.0032 |
-0.3% |
1.1619 |
| Range |
0.0145 |
0.0177 |
0.0032 |
22.1% |
0.0400 |
| ATR |
0.0082 |
0.0088 |
0.0007 |
8.3% |
0.0000 |
| Volume |
49 |
158 |
109 |
222.4% |
457 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2130 |
1.2051 |
1.1716 |
|
| R3 |
1.1953 |
1.1874 |
1.1668 |
|
| R2 |
1.1776 |
1.1776 |
1.1651 |
|
| R1 |
1.1697 |
1.1697 |
1.1635 |
1.1648 |
| PP |
1.1599 |
1.1599 |
1.1599 |
1.1574 |
| S1 |
1.1520 |
1.1520 |
1.1603 |
1.1471 |
| S2 |
1.1422 |
1.1422 |
1.1587 |
|
| S3 |
1.1245 |
1.1343 |
1.1570 |
|
| S4 |
1.1068 |
1.1166 |
1.1522 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2873 |
1.2646 |
1.1839 |
|
| R3 |
1.2473 |
1.2246 |
1.1729 |
|
| R2 |
1.2073 |
1.2073 |
1.1692 |
|
| R1 |
1.1846 |
1.1846 |
1.1656 |
1.1760 |
| PP |
1.1673 |
1.1673 |
1.1673 |
1.1630 |
| S1 |
1.1446 |
1.1446 |
1.1582 |
1.1360 |
| S2 |
1.1273 |
1.1273 |
1.1546 |
|
| S3 |
1.0873 |
1.1046 |
1.1509 |
|
| S4 |
1.0473 |
1.0646 |
1.1399 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2429 |
|
2.618 |
1.2140 |
|
1.618 |
1.1963 |
|
1.000 |
1.1854 |
|
0.618 |
1.1786 |
|
HIGH |
1.1677 |
|
0.618 |
1.1609 |
|
0.500 |
1.1589 |
|
0.382 |
1.1568 |
|
LOW |
1.1500 |
|
0.618 |
1.1391 |
|
1.000 |
1.1323 |
|
1.618 |
1.1214 |
|
2.618 |
1.1037 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1609 |
1.1689 |
| PP |
1.1599 |
1.1665 |
| S1 |
1.1589 |
1.1642 |
|