CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2584 |
1.2519 |
-0.0065 |
-0.5% |
1.2569 |
| High |
1.2584 |
1.2519 |
-0.0065 |
-0.5% |
1.2610 |
| Low |
1.2584 |
1.2422 |
-0.0162 |
-1.3% |
1.2422 |
| Close |
1.2584 |
1.2422 |
-0.0162 |
-1.3% |
1.2422 |
| Range |
0.0000 |
0.0097 |
0.0097 |
|
0.0188 |
| ATR |
0.0060 |
0.0067 |
0.0007 |
12.1% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
27 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2745 |
1.2681 |
1.2475 |
|
| R3 |
1.2648 |
1.2584 |
1.2449 |
|
| R2 |
1.2551 |
1.2551 |
1.2440 |
|
| R1 |
1.2487 |
1.2487 |
1.2431 |
1.2471 |
| PP |
1.2454 |
1.2454 |
1.2454 |
1.2446 |
| S1 |
1.2390 |
1.2390 |
1.2413 |
1.2374 |
| S2 |
1.2357 |
1.2357 |
1.2404 |
|
| S3 |
1.2260 |
1.2293 |
1.2395 |
|
| S4 |
1.2163 |
1.2196 |
1.2369 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3049 |
1.2923 |
1.2525 |
|
| R3 |
1.2861 |
1.2735 |
1.2474 |
|
| R2 |
1.2673 |
1.2673 |
1.2456 |
|
| R1 |
1.2547 |
1.2547 |
1.2439 |
1.2516 |
| PP |
1.2485 |
1.2485 |
1.2485 |
1.2469 |
| S1 |
1.2359 |
1.2359 |
1.2405 |
1.2328 |
| S2 |
1.2297 |
1.2297 |
1.2388 |
|
| S3 |
1.2109 |
1.2171 |
1.2370 |
|
| S4 |
1.1921 |
1.1983 |
1.2319 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2931 |
|
2.618 |
1.2773 |
|
1.618 |
1.2676 |
|
1.000 |
1.2616 |
|
0.618 |
1.2579 |
|
HIGH |
1.2519 |
|
0.618 |
1.2482 |
|
0.500 |
1.2471 |
|
0.382 |
1.2459 |
|
LOW |
1.2422 |
|
0.618 |
1.2362 |
|
1.000 |
1.2325 |
|
1.618 |
1.2265 |
|
2.618 |
1.2168 |
|
4.250 |
1.2010 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2471 |
1.2516 |
| PP |
1.2454 |
1.2485 |
| S1 |
1.2438 |
1.2453 |
|