CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2515 |
1.2569 |
0.0054 |
0.4% |
1.2510 |
| High |
1.2575 |
1.2569 |
-0.0006 |
0.0% |
1.2575 |
| Low |
1.2515 |
1.2486 |
-0.0029 |
-0.2% |
1.2458 |
| Close |
1.2561 |
1.2486 |
-0.0075 |
-0.6% |
1.2561 |
| Range |
0.0060 |
0.0083 |
0.0023 |
38.3% |
0.0117 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.3% |
0.0000 |
| Volume |
3 |
11 |
8 |
266.7% |
20 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2707 |
1.2532 |
|
| R3 |
1.2680 |
1.2624 |
1.2509 |
|
| R2 |
1.2597 |
1.2597 |
1.2501 |
|
| R1 |
1.2541 |
1.2541 |
1.2494 |
1.2528 |
| PP |
1.2514 |
1.2514 |
1.2514 |
1.2507 |
| S1 |
1.2458 |
1.2458 |
1.2478 |
1.2445 |
| S2 |
1.2431 |
1.2431 |
1.2471 |
|
| S3 |
1.2348 |
1.2375 |
1.2463 |
|
| S4 |
1.2265 |
1.2292 |
1.2440 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2882 |
1.2839 |
1.2625 |
|
| R3 |
1.2765 |
1.2722 |
1.2593 |
|
| R2 |
1.2648 |
1.2648 |
1.2582 |
|
| R1 |
1.2605 |
1.2605 |
1.2572 |
1.2627 |
| PP |
1.2531 |
1.2531 |
1.2531 |
1.2542 |
| S1 |
1.2488 |
1.2488 |
1.2550 |
1.2510 |
| S2 |
1.2414 |
1.2414 |
1.2540 |
|
| S3 |
1.2297 |
1.2371 |
1.2529 |
|
| S4 |
1.2180 |
1.2254 |
1.2497 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2922 |
|
2.618 |
1.2786 |
|
1.618 |
1.2703 |
|
1.000 |
1.2652 |
|
0.618 |
1.2620 |
|
HIGH |
1.2569 |
|
0.618 |
1.2537 |
|
0.500 |
1.2528 |
|
0.382 |
1.2518 |
|
LOW |
1.2486 |
|
0.618 |
1.2435 |
|
1.000 |
1.2403 |
|
1.618 |
1.2352 |
|
2.618 |
1.2269 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2528 |
1.2531 |
| PP |
1.2514 |
1.2516 |
| S1 |
1.2500 |
1.2501 |
|