CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2688 |
1.2695 |
0.0007 |
0.1% |
1.2834 |
| High |
1.2722 |
1.2710 |
-0.0012 |
-0.1% |
1.2908 |
| Low |
1.2670 |
1.2578 |
-0.0092 |
-0.7% |
1.2683 |
| Close |
1.2700 |
1.2635 |
-0.0065 |
-0.5% |
1.2689 |
| Range |
0.0052 |
0.0132 |
0.0080 |
153.8% |
0.0225 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.5% |
0.0000 |
| Volume |
181,938 |
327,820 |
145,882 |
80.2% |
1,076,682 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3037 |
1.2968 |
1.2708 |
|
| R3 |
1.2905 |
1.2836 |
1.2671 |
|
| R2 |
1.2773 |
1.2773 |
1.2659 |
|
| R1 |
1.2704 |
1.2704 |
1.2647 |
1.2673 |
| PP |
1.2641 |
1.2641 |
1.2641 |
1.2625 |
| S1 |
1.2572 |
1.2572 |
1.2623 |
1.2541 |
| S2 |
1.2509 |
1.2509 |
1.2611 |
|
| S3 |
1.2377 |
1.2440 |
1.2599 |
|
| S4 |
1.2245 |
1.2308 |
1.2562 |
|
|
| 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 |
1.2871 |
1.2578 |
0.0293 |
2.3% |
0.0089 |
0.7% |
19% |
False |
True |
241,779 |
| 10 |
1.2993 |
1.2578 |
0.0415 |
3.3% |
0.0088 |
0.7% |
14% |
False |
True |
233,232 |
| 20 |
1.3170 |
1.2578 |
0.0592 |
4.7% |
0.0087 |
0.7% |
10% |
False |
True |
181,490 |
| 40 |
1.3440 |
1.2578 |
0.0862 |
6.8% |
0.0070 |
0.6% |
7% |
False |
True |
92,060 |
| 60 |
1.3657 |
1.2578 |
0.1079 |
8.5% |
0.0060 |
0.5% |
5% |
False |
True |
61,768 |
| 80 |
1.3709 |
1.2578 |
0.1131 |
9.0% |
0.0057 |
0.5% |
5% |
False |
True |
46,449 |
| 100 |
1.3833 |
1.2578 |
0.1255 |
9.9% |
0.0055 |
0.4% |
5% |
False |
True |
37,235 |
| 120 |
1.3980 |
1.2578 |
0.1402 |
11.1% |
0.0051 |
0.4% |
4% |
False |
True |
31,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3271 |
|
2.618 |
1.3056 |
|
1.618 |
1.2924 |
|
1.000 |
1.2842 |
|
0.618 |
1.2792 |
|
HIGH |
1.2710 |
|
0.618 |
1.2660 |
|
0.500 |
1.2644 |
|
0.382 |
1.2628 |
|
LOW |
1.2578 |
|
0.618 |
1.2496 |
|
1.000 |
1.2446 |
|
1.618 |
1.2364 |
|
2.618 |
1.2232 |
|
4.250 |
1.2017 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2644 |
1.2673 |
| PP |
1.2641 |
1.2660 |
| S1 |
1.2638 |
1.2648 |
|