CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.2906 |
-0.0084 |
-0.6% |
1.3153 |
| High |
1.2990 |
1.2988 |
-0.0002 |
0.0% |
1.3189 |
| Low |
1.2944 |
1.2906 |
-0.0038 |
-0.3% |
1.2965 |
| Close |
1.2944 |
1.2955 |
0.0011 |
0.1% |
1.2996 |
| Range |
0.0046 |
0.0082 |
0.0036 |
78.3% |
0.0224 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
5.8% |
0.0000 |
| Volume |
13 |
9 |
-4 |
-30.8% |
25 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3157 |
1.3000 |
|
| R3 |
1.3114 |
1.3075 |
1.2978 |
|
| R2 |
1.3032 |
1.3032 |
1.2970 |
|
| R1 |
1.2993 |
1.2993 |
1.2963 |
1.3013 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2959 |
| S1 |
1.2911 |
1.2911 |
1.2947 |
1.2931 |
| S2 |
1.2868 |
1.2868 |
1.2940 |
|
| S3 |
1.2786 |
1.2829 |
1.2932 |
|
| S4 |
1.2704 |
1.2747 |
1.2910 |
|
|
| 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 |
1.3337 |
|
2.618 |
1.3203 |
|
1.618 |
1.3121 |
|
1.000 |
1.3070 |
|
0.618 |
1.3039 |
|
HIGH |
1.2988 |
|
0.618 |
1.2957 |
|
0.500 |
1.2947 |
|
0.382 |
1.2937 |
|
LOW |
1.2906 |
|
0.618 |
1.2855 |
|
1.000 |
1.2824 |
|
1.618 |
1.2773 |
|
2.618 |
1.2691 |
|
4.250 |
1.2558 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2952 |
1.2963 |
| PP |
1.2950 |
1.2960 |
| S1 |
1.2947 |
1.2958 |
|