CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.1603 |
1.1603 |
0.0000 |
0.0% |
1.1900 |
| High |
1.1672 |
1.1649 |
-0.0023 |
-0.2% |
1.1900 |
| Low |
1.1580 |
1.1602 |
0.0022 |
0.2% |
1.1500 |
| Close |
1.1584 |
1.1628 |
0.0044 |
0.4% |
1.1619 |
| Range |
0.0092 |
0.0047 |
-0.0045 |
-48.9% |
0.0400 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
205 |
213 |
8 |
3.9% |
457 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1767 |
1.1745 |
1.1654 |
|
| R3 |
1.1720 |
1.1698 |
1.1641 |
|
| R2 |
1.1673 |
1.1673 |
1.1637 |
|
| R1 |
1.1651 |
1.1651 |
1.1632 |
1.1662 |
| PP |
1.1626 |
1.1626 |
1.1626 |
1.1632 |
| S1 |
1.1604 |
1.1604 |
1.1624 |
1.1615 |
| S2 |
1.1579 |
1.1579 |
1.1619 |
|
| S3 |
1.1532 |
1.1557 |
1.1615 |
|
| S4 |
1.1485 |
1.1510 |
1.1602 |
|
|
| 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 |
1.1849 |
|
2.618 |
1.1772 |
|
1.618 |
1.1725 |
|
1.000 |
1.1696 |
|
0.618 |
1.1678 |
|
HIGH |
1.1649 |
|
0.618 |
1.1631 |
|
0.500 |
1.1626 |
|
0.382 |
1.1620 |
|
LOW |
1.1602 |
|
0.618 |
1.1573 |
|
1.000 |
1.1555 |
|
1.618 |
1.1526 |
|
2.618 |
1.1479 |
|
4.250 |
1.1402 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1627 |
1.1615 |
| PP |
1.1626 |
1.1602 |
| S1 |
1.1626 |
1.1589 |
|