CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2980 |
1.2957 |
-0.0023 |
-0.2% |
1.3153 |
| High |
1.2980 |
1.2983 |
0.0003 |
0.0% |
1.3189 |
| Low |
1.2920 |
1.2952 |
0.0032 |
0.2% |
1.2965 |
| Close |
1.2942 |
1.2961 |
0.0019 |
0.1% |
1.2996 |
| Range |
0.0060 |
0.0031 |
-0.0029 |
-48.3% |
0.0224 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
23 |
18 |
-5 |
-21.7% |
25 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.3041 |
1.2978 |
|
| R3 |
1.3027 |
1.3010 |
1.2970 |
|
| R2 |
1.2996 |
1.2996 |
1.2967 |
|
| R1 |
1.2979 |
1.2979 |
1.2964 |
1.2988 |
| PP |
1.2965 |
1.2965 |
1.2965 |
1.2970 |
| S1 |
1.2948 |
1.2948 |
1.2958 |
1.2957 |
| S2 |
1.2934 |
1.2934 |
1.2955 |
|
| S3 |
1.2903 |
1.2917 |
1.2952 |
|
| S4 |
1.2872 |
1.2886 |
1.2944 |
|
|
| 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 |
1.3115 |
|
2.618 |
1.3064 |
|
1.618 |
1.3033 |
|
1.000 |
1.3014 |
|
0.618 |
1.3002 |
|
HIGH |
1.2983 |
|
0.618 |
1.2971 |
|
0.500 |
1.2968 |
|
0.382 |
1.2964 |
|
LOW |
1.2952 |
|
0.618 |
1.2933 |
|
1.000 |
1.2921 |
|
1.618 |
1.2902 |
|
2.618 |
1.2871 |
|
4.250 |
1.2820 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2968 |
1.2956 |
| PP |
1.2965 |
1.2952 |
| S1 |
1.2963 |
1.2947 |
|