CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2880 |
1.2871 |
-0.0009 |
-0.1% |
1.2977 |
| High |
1.2903 |
1.2871 |
-0.0032 |
-0.2% |
1.3029 |
| Low |
1.2875 |
1.2806 |
-0.0069 |
-0.5% |
1.2865 |
| Close |
1.2886 |
1.2809 |
-0.0077 |
-0.6% |
1.2868 |
| Range |
0.0028 |
0.0065 |
0.0037 |
132.1% |
0.0164 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.7% |
0.0000 |
| Volume |
15 |
21 |
6 |
40.0% |
100 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3024 |
1.2981 |
1.2845 |
|
| R3 |
1.2959 |
1.2916 |
1.2827 |
|
| R2 |
1.2894 |
1.2894 |
1.2821 |
|
| R1 |
1.2851 |
1.2851 |
1.2815 |
1.2840 |
| PP |
1.2829 |
1.2829 |
1.2829 |
1.2823 |
| S1 |
1.2786 |
1.2786 |
1.2803 |
1.2775 |
| S2 |
1.2764 |
1.2764 |
1.2797 |
|
| S3 |
1.2699 |
1.2721 |
1.2791 |
|
| S4 |
1.2634 |
1.2656 |
1.2773 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3304 |
1.2958 |
|
| R3 |
1.3249 |
1.3140 |
1.2913 |
|
| R2 |
1.3085 |
1.3085 |
1.2898 |
|
| R1 |
1.2976 |
1.2976 |
1.2883 |
1.2949 |
| PP |
1.2921 |
1.2921 |
1.2921 |
1.2907 |
| S1 |
1.2812 |
1.2812 |
1.2853 |
1.2785 |
| S2 |
1.2757 |
1.2757 |
1.2838 |
|
| S3 |
1.2593 |
1.2648 |
1.2823 |
|
| S4 |
1.2429 |
1.2484 |
1.2778 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3147 |
|
2.618 |
1.3041 |
|
1.618 |
1.2976 |
|
1.000 |
1.2936 |
|
0.618 |
1.2911 |
|
HIGH |
1.2871 |
|
0.618 |
1.2846 |
|
0.500 |
1.2839 |
|
0.382 |
1.2831 |
|
LOW |
1.2806 |
|
0.618 |
1.2766 |
|
1.000 |
1.2741 |
|
1.618 |
1.2701 |
|
2.618 |
1.2636 |
|
4.250 |
1.2530 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2839 |
1.2855 |
| PP |
1.2829 |
1.2839 |
| S1 |
1.2819 |
1.2824 |
|