CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3215 |
1.3237 |
0.0022 |
0.2% |
1.3386 |
| High |
1.3226 |
1.3240 |
0.0014 |
0.1% |
1.3386 |
| Low |
1.3198 |
1.3200 |
0.0002 |
0.0% |
1.3260 |
| Close |
1.3225 |
1.3214 |
-0.0011 |
-0.1% |
1.3267 |
| Range |
0.0028 |
0.0040 |
0.0012 |
42.9% |
0.0126 |
| ATR |
0.0031 |
0.0031 |
0.0001 |
2.2% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
43 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3338 |
1.3316 |
1.3236 |
|
| R3 |
1.3298 |
1.3276 |
1.3225 |
|
| R2 |
1.3258 |
1.3258 |
1.3221 |
|
| R1 |
1.3236 |
1.3236 |
1.3218 |
1.3227 |
| PP |
1.3218 |
1.3218 |
1.3218 |
1.3214 |
| S1 |
1.3196 |
1.3196 |
1.3210 |
1.3187 |
| S2 |
1.3178 |
1.3178 |
1.3207 |
|
| S3 |
1.3138 |
1.3156 |
1.3203 |
|
| S4 |
1.3098 |
1.3116 |
1.3192 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3682 |
1.3601 |
1.3336 |
|
| R3 |
1.3556 |
1.3475 |
1.3302 |
|
| R2 |
1.3430 |
1.3430 |
1.3290 |
|
| R1 |
1.3349 |
1.3349 |
1.3279 |
1.3327 |
| PP |
1.3304 |
1.3304 |
1.3304 |
1.3293 |
| S1 |
1.3223 |
1.3223 |
1.3255 |
1.3201 |
| S2 |
1.3178 |
1.3178 |
1.3244 |
|
| S3 |
1.3052 |
1.3097 |
1.3232 |
|
| S4 |
1.2926 |
1.2971 |
1.3198 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3410 |
|
2.618 |
1.3345 |
|
1.618 |
1.3305 |
|
1.000 |
1.3280 |
|
0.618 |
1.3265 |
|
HIGH |
1.3240 |
|
0.618 |
1.3225 |
|
0.500 |
1.3220 |
|
0.382 |
1.3215 |
|
LOW |
1.3200 |
|
0.618 |
1.3175 |
|
1.000 |
1.3160 |
|
1.618 |
1.3135 |
|
2.618 |
1.3095 |
|
4.250 |
1.3030 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3220 |
1.3219 |
| PP |
1.3218 |
1.3217 |
| S1 |
1.3216 |
1.3216 |
|