CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3155 |
1.2965 |
-0.0190 |
-1.4% |
1.3153 |
| High |
1.3155 |
1.3019 |
-0.0136 |
-1.0% |
1.3189 |
| Low |
1.2974 |
1.2965 |
-0.0009 |
-0.1% |
1.2965 |
| Close |
1.2974 |
1.2996 |
0.0022 |
0.2% |
1.2996 |
| Range |
0.0181 |
0.0054 |
-0.0127 |
-70.2% |
0.0224 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.6% |
0.0000 |
| Volume |
9 |
10 |
1 |
11.1% |
25 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3155 |
1.3130 |
1.3026 |
|
| R3 |
1.3101 |
1.3076 |
1.3011 |
|
| R2 |
1.3047 |
1.3047 |
1.3006 |
|
| R1 |
1.3022 |
1.3022 |
1.3001 |
1.3035 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.3000 |
| S1 |
1.2968 |
1.2968 |
1.2991 |
1.2981 |
| S2 |
1.2939 |
1.2939 |
1.2986 |
|
| S3 |
1.2885 |
1.2914 |
1.2981 |
|
| S4 |
1.2831 |
1.2860 |
1.2966 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3722 |
1.3583 |
1.3119 |
|
| R3 |
1.3498 |
1.3359 |
1.3058 |
|
| R2 |
1.3274 |
1.3274 |
1.3037 |
|
| R1 |
1.3135 |
1.3135 |
1.3017 |
1.3093 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3029 |
| S1 |
1.2911 |
1.2911 |
1.2975 |
1.2869 |
| S2 |
1.2826 |
1.2826 |
1.2955 |
|
| S3 |
1.2602 |
1.2687 |
1.2934 |
|
| S4 |
1.2378 |
1.2463 |
1.2873 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3249 |
|
2.618 |
1.3160 |
|
1.618 |
1.3106 |
|
1.000 |
1.3073 |
|
0.618 |
1.3052 |
|
HIGH |
1.3019 |
|
0.618 |
1.2998 |
|
0.500 |
1.2992 |
|
0.382 |
1.2986 |
|
LOW |
1.2965 |
|
0.618 |
1.2932 |
|
1.000 |
1.2911 |
|
1.618 |
1.2878 |
|
2.618 |
1.2824 |
|
4.250 |
1.2736 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2995 |
1.3077 |
| PP |
1.2993 |
1.3050 |
| S1 |
1.2992 |
1.3023 |
|