CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2965 |
1.2990 |
0.0025 |
0.2% |
1.3153 |
| High |
1.3019 |
1.2990 |
-0.0029 |
-0.2% |
1.3189 |
| Low |
1.2965 |
1.2944 |
-0.0021 |
-0.2% |
1.2965 |
| Close |
1.2996 |
1.2944 |
-0.0052 |
-0.4% |
1.2996 |
| Range |
0.0054 |
0.0046 |
-0.0008 |
-14.8% |
0.0224 |
| ATR |
0.0045 |
0.0045 |
0.0001 |
1.2% |
0.0000 |
| Volume |
10 |
13 |
3 |
30.0% |
25 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3097 |
1.3067 |
1.2969 |
|
| R3 |
1.3051 |
1.3021 |
1.2957 |
|
| R2 |
1.3005 |
1.3005 |
1.2952 |
|
| R1 |
1.2975 |
1.2975 |
1.2948 |
1.2967 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2956 |
| S1 |
1.2929 |
1.2929 |
1.2940 |
1.2921 |
| S2 |
1.2913 |
1.2913 |
1.2936 |
|
| S3 |
1.2867 |
1.2883 |
1.2931 |
|
| S4 |
1.2821 |
1.2837 |
1.2919 |
|
|
| 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 |
1.3186 |
|
2.618 |
1.3110 |
|
1.618 |
1.3064 |
|
1.000 |
1.3036 |
|
0.618 |
1.3018 |
|
HIGH |
1.2990 |
|
0.618 |
1.2972 |
|
0.500 |
1.2967 |
|
0.382 |
1.2962 |
|
LOW |
1.2944 |
|
0.618 |
1.2916 |
|
1.000 |
1.2898 |
|
1.618 |
1.2870 |
|
2.618 |
1.2824 |
|
4.250 |
1.2749 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2967 |
1.3050 |
| PP |
1.2959 |
1.3014 |
| S1 |
1.2952 |
1.2979 |
|