CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2787 |
1.2757 |
-0.0030 |
-0.2% |
1.2834 |
| High |
1.2790 |
1.2768 |
-0.0022 |
-0.2% |
1.2908 |
| Low |
1.2703 |
1.2683 |
-0.0020 |
-0.2% |
1.2683 |
| Close |
1.2755 |
1.2689 |
-0.0066 |
-0.5% |
1.2689 |
| Range |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0225 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.9% |
0.0000 |
| Volume |
279,428 |
215,880 |
-63,548 |
-22.7% |
1,076,682 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2968 |
1.2914 |
1.2736 |
|
| R3 |
1.2883 |
1.2829 |
1.2712 |
|
| R2 |
1.2798 |
1.2798 |
1.2705 |
|
| R1 |
1.2744 |
1.2744 |
1.2697 |
1.2729 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2706 |
| S1 |
1.2659 |
1.2659 |
1.2681 |
1.2644 |
| S2 |
1.2628 |
1.2628 |
1.2673 |
|
| S3 |
1.2543 |
1.2574 |
1.2666 |
|
| S4 |
1.2458 |
1.2489 |
1.2642 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3435 |
1.3287 |
1.2813 |
|
| R3 |
1.3210 |
1.3062 |
1.2751 |
|
| R2 |
1.2985 |
1.2985 |
1.2730 |
|
| R1 |
1.2837 |
1.2837 |
1.2710 |
1.2799 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2741 |
| S1 |
1.2612 |
1.2612 |
1.2668 |
1.2574 |
| S2 |
1.2535 |
1.2535 |
1.2648 |
|
| S3 |
1.2310 |
1.2387 |
1.2627 |
|
| S4 |
1.2085 |
1.2162 |
1.2565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2908 |
1.2683 |
0.0225 |
1.8% |
0.0074 |
0.6% |
3% |
False |
True |
215,336 |
| 10 |
1.3006 |
1.2683 |
0.0323 |
2.5% |
0.0084 |
0.7% |
2% |
False |
True |
219,284 |
| 20 |
1.3205 |
1.2683 |
0.0522 |
4.1% |
0.0083 |
0.7% |
1% |
False |
True |
156,844 |
| 40 |
1.3451 |
1.2683 |
0.0768 |
6.1% |
0.0068 |
0.5% |
1% |
False |
True |
79,440 |
| 60 |
1.3674 |
1.2683 |
0.0991 |
7.8% |
0.0059 |
0.5% |
1% |
False |
True |
53,328 |
| 80 |
1.3709 |
1.2683 |
0.1026 |
8.1% |
0.0058 |
0.5% |
1% |
False |
True |
40,090 |
| 100 |
1.3980 |
1.2683 |
0.1297 |
10.2% |
0.0055 |
0.4% |
0% |
False |
True |
32,138 |
| 120 |
1.3980 |
1.2683 |
0.1297 |
10.2% |
0.0051 |
0.4% |
0% |
False |
True |
26,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3129 |
|
2.618 |
1.2991 |
|
1.618 |
1.2906 |
|
1.000 |
1.2853 |
|
0.618 |
1.2821 |
|
HIGH |
1.2768 |
|
0.618 |
1.2736 |
|
0.500 |
1.2726 |
|
0.382 |
1.2715 |
|
LOW |
1.2683 |
|
0.618 |
1.2630 |
|
1.000 |
1.2598 |
|
1.618 |
1.2545 |
|
2.618 |
1.2460 |
|
4.250 |
1.2322 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2726 |
1.2777 |
| PP |
1.2713 |
1.2748 |
| S1 |
1.2701 |
1.2718 |
|