CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2491 |
1.2450 |
-0.0041 |
-0.3% |
1.2526 |
| High |
1.2499 |
1.2490 |
-0.0009 |
-0.1% |
1.2612 |
| Low |
1.2420 |
1.2421 |
0.0001 |
0.0% |
1.2420 |
| Close |
1.2425 |
1.2478 |
0.0053 |
0.4% |
1.2478 |
| Range |
0.0079 |
0.0069 |
-0.0010 |
-12.7% |
0.0192 |
| ATR |
|
|
|
|
|
| Volume |
9 |
9 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2670 |
1.2643 |
1.2516 |
|
| R3 |
1.2601 |
1.2574 |
1.2497 |
|
| R2 |
1.2532 |
1.2532 |
1.2491 |
|
| R1 |
1.2505 |
1.2505 |
1.2484 |
1.2519 |
| PP |
1.2463 |
1.2463 |
1.2463 |
1.2470 |
| S1 |
1.2436 |
1.2436 |
1.2472 |
1.2450 |
| S2 |
1.2394 |
1.2394 |
1.2465 |
|
| S3 |
1.2325 |
1.2367 |
1.2459 |
|
| S4 |
1.2256 |
1.2298 |
1.2440 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3079 |
1.2971 |
1.2584 |
|
| R3 |
1.2887 |
1.2779 |
1.2531 |
|
| R2 |
1.2695 |
1.2695 |
1.2513 |
|
| R1 |
1.2587 |
1.2587 |
1.2496 |
1.2545 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2483 |
| S1 |
1.2395 |
1.2395 |
1.2460 |
1.2353 |
| S2 |
1.2311 |
1.2311 |
1.2443 |
|
| S3 |
1.2119 |
1.2203 |
1.2425 |
|
| S4 |
1.1927 |
1.2011 |
1.2372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2783 |
|
2.618 |
1.2671 |
|
1.618 |
1.2602 |
|
1.000 |
1.2559 |
|
0.618 |
1.2533 |
|
HIGH |
1.2490 |
|
0.618 |
1.2464 |
|
0.500 |
1.2456 |
|
0.382 |
1.2447 |
|
LOW |
1.2421 |
|
0.618 |
1.2378 |
|
1.000 |
1.2352 |
|
1.618 |
1.2309 |
|
2.618 |
1.2240 |
|
4.250 |
1.2128 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2471 |
1.2516 |
| PP |
1.2463 |
1.2503 |
| S1 |
1.2456 |
1.2491 |
|