CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2501 |
1.2500 |
-0.0001 |
0.0% |
1.2526 |
| High |
1.2519 |
1.2519 |
0.0000 |
0.0% |
1.2612 |
| Low |
1.2501 |
1.2469 |
-0.0032 |
-0.3% |
1.2420 |
| Close |
1.2501 |
1.2469 |
-0.0032 |
-0.3% |
1.2478 |
| Range |
0.0018 |
0.0050 |
0.0032 |
177.8% |
0.0192 |
| ATR |
0.0000 |
0.0064 |
0.0064 |
|
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
24 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2602 |
1.2497 |
|
| R3 |
1.2586 |
1.2552 |
1.2483 |
|
| R2 |
1.2536 |
1.2536 |
1.2478 |
|
| R1 |
1.2502 |
1.2502 |
1.2474 |
1.2494 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2482 |
| S1 |
1.2452 |
1.2452 |
1.2464 |
1.2444 |
| S2 |
1.2436 |
1.2436 |
1.2460 |
|
| S3 |
1.2386 |
1.2402 |
1.2455 |
|
| S4 |
1.2336 |
1.2352 |
1.2442 |
|
|
| 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 |
1.2732 |
|
2.618 |
1.2650 |
|
1.618 |
1.2600 |
|
1.000 |
1.2569 |
|
0.618 |
1.2550 |
|
HIGH |
1.2519 |
|
0.618 |
1.2500 |
|
0.500 |
1.2494 |
|
0.382 |
1.2488 |
|
LOW |
1.2469 |
|
0.618 |
1.2438 |
|
1.000 |
1.2419 |
|
1.618 |
1.2388 |
|
2.618 |
1.2338 |
|
4.250 |
1.2257 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2494 |
1.2494 |
| PP |
1.2486 |
1.2486 |
| S1 |
1.2477 |
1.2477 |
|