CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1674 |
1.1603 |
-0.0071 |
-0.6% |
1.1900 |
| High |
1.1677 |
1.1672 |
-0.0005 |
0.0% |
1.1900 |
| Low |
1.1500 |
1.1580 |
0.0080 |
0.7% |
1.1500 |
| Close |
1.1619 |
1.1584 |
-0.0035 |
-0.3% |
1.1619 |
| Range |
0.0177 |
0.0092 |
-0.0085 |
-48.0% |
0.0400 |
| ATR |
0.0088 |
0.0089 |
0.0000 |
0.3% |
0.0000 |
| Volume |
158 |
205 |
47 |
29.7% |
457 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1828 |
1.1635 |
|
| R3 |
1.1796 |
1.1736 |
1.1609 |
|
| R2 |
1.1704 |
1.1704 |
1.1601 |
|
| R1 |
1.1644 |
1.1644 |
1.1592 |
1.1628 |
| PP |
1.1612 |
1.1612 |
1.1612 |
1.1604 |
| S1 |
1.1552 |
1.1552 |
1.1576 |
1.1536 |
| S2 |
1.1520 |
1.1520 |
1.1567 |
|
| S3 |
1.1428 |
1.1460 |
1.1559 |
|
| S4 |
1.1336 |
1.1368 |
1.1533 |
|
|
| 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 |
1.2063 |
|
2.618 |
1.1913 |
|
1.618 |
1.1821 |
|
1.000 |
1.1764 |
|
0.618 |
1.1729 |
|
HIGH |
1.1672 |
|
0.618 |
1.1637 |
|
0.500 |
1.1626 |
|
0.382 |
1.1615 |
|
LOW |
1.1580 |
|
0.618 |
1.1523 |
|
1.000 |
1.1488 |
|
1.618 |
1.1431 |
|
2.618 |
1.1339 |
|
4.250 |
1.1189 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1626 |
1.1639 |
| PP |
1.1612 |
1.1620 |
| S1 |
1.1598 |
1.1602 |
|