CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2450 |
1.2510 |
0.0060 |
0.5% |
1.2526 |
| High |
1.2490 |
1.2530 |
0.0040 |
0.3% |
1.2612 |
| Low |
1.2421 |
1.2458 |
0.0037 |
0.3% |
1.2420 |
| Close |
1.2478 |
1.2458 |
-0.0020 |
-0.2% |
1.2478 |
| Range |
0.0069 |
0.0072 |
0.0003 |
4.3% |
0.0192 |
| ATR |
|
|
|
|
|
| Volume |
9 |
7 |
-2 |
-22.2% |
24 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2698 |
1.2650 |
1.2498 |
|
| R3 |
1.2626 |
1.2578 |
1.2478 |
|
| R2 |
1.2554 |
1.2554 |
1.2471 |
|
| R1 |
1.2506 |
1.2506 |
1.2465 |
1.2494 |
| PP |
1.2482 |
1.2482 |
1.2482 |
1.2476 |
| S1 |
1.2434 |
1.2434 |
1.2451 |
1.2422 |
| S2 |
1.2410 |
1.2410 |
1.2445 |
|
| S3 |
1.2338 |
1.2362 |
1.2438 |
|
| S4 |
1.2266 |
1.2290 |
1.2418 |
|
|
| 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 |
1.2836 |
|
2.618 |
1.2718 |
|
1.618 |
1.2646 |
|
1.000 |
1.2602 |
|
0.618 |
1.2574 |
|
HIGH |
1.2530 |
|
0.618 |
1.2502 |
|
0.500 |
1.2494 |
|
0.382 |
1.2486 |
|
LOW |
1.2458 |
|
0.618 |
1.2414 |
|
1.000 |
1.2386 |
|
1.618 |
1.2342 |
|
2.618 |
1.2270 |
|
4.250 |
1.2152 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2494 |
1.2475 |
| PP |
1.2482 |
1.2469 |
| S1 |
1.2470 |
1.2464 |
|