CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2625 |
1.2679 |
0.0054 |
0.4% |
1.2688 |
| High |
1.2705 |
1.2679 |
-0.0026 |
-0.2% |
1.2722 |
| Low |
1.2620 |
1.2506 |
-0.0114 |
-0.9% |
1.2506 |
| Close |
1.2681 |
1.2515 |
-0.0166 |
-1.3% |
1.2515 |
| Range |
0.0085 |
0.0173 |
0.0088 |
103.5% |
0.0216 |
| ATR |
0.0078 |
0.0085 |
0.0007 |
8.9% |
0.0000 |
| Volume |
354,219 |
284,116 |
-70,103 |
-19.8% |
1,412,704 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3086 |
1.2973 |
1.2610 |
|
| R3 |
1.2913 |
1.2800 |
1.2563 |
|
| R2 |
1.2740 |
1.2740 |
1.2547 |
|
| R1 |
1.2627 |
1.2627 |
1.2531 |
1.2597 |
| PP |
1.2567 |
1.2567 |
1.2567 |
1.2552 |
| S1 |
1.2454 |
1.2454 |
1.2499 |
1.2424 |
| S2 |
1.2394 |
1.2394 |
1.2483 |
|
| S3 |
1.2221 |
1.2281 |
1.2467 |
|
| S4 |
1.2048 |
1.2108 |
1.2420 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3229 |
1.3088 |
1.2634 |
|
| R3 |
1.3013 |
1.2872 |
1.2574 |
|
| R2 |
1.2797 |
1.2797 |
1.2555 |
|
| R1 |
1.2656 |
1.2656 |
1.2535 |
1.2619 |
| PP |
1.2581 |
1.2581 |
1.2581 |
1.2562 |
| S1 |
1.2440 |
1.2440 |
1.2495 |
1.2403 |
| S2 |
1.2365 |
1.2365 |
1.2475 |
|
| S3 |
1.2149 |
1.2224 |
1.2456 |
|
| S4 |
1.1933 |
1.2008 |
1.2396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2722 |
1.2506 |
0.0216 |
1.7% |
0.0100 |
0.8% |
4% |
False |
True |
282,540 |
| 10 |
1.2908 |
1.2506 |
0.0402 |
3.2% |
0.0087 |
0.7% |
2% |
False |
True |
248,938 |
| 20 |
1.3006 |
1.2506 |
0.0500 |
4.0% |
0.0086 |
0.7% |
2% |
False |
True |
222,823 |
| 40 |
1.3440 |
1.2506 |
0.0934 |
7.5% |
0.0074 |
0.6% |
1% |
False |
True |
114,557 |
| 60 |
1.3648 |
1.2506 |
0.1142 |
9.1% |
0.0063 |
0.5% |
1% |
False |
True |
76,794 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.6% |
0.0059 |
0.5% |
1% |
False |
True |
57,729 |
| 100 |
1.3735 |
1.2506 |
0.1229 |
9.8% |
0.0057 |
0.5% |
1% |
False |
True |
46,262 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.8% |
0.0054 |
0.4% |
1% |
False |
True |
38,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3414 |
|
2.618 |
1.3132 |
|
1.618 |
1.2959 |
|
1.000 |
1.2852 |
|
0.618 |
1.2786 |
|
HIGH |
1.2679 |
|
0.618 |
1.2613 |
|
0.500 |
1.2593 |
|
0.382 |
1.2572 |
|
LOW |
1.2506 |
|
0.618 |
1.2399 |
|
1.000 |
1.2333 |
|
1.618 |
1.2226 |
|
2.618 |
1.2053 |
|
4.250 |
1.1771 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2593 |
1.2606 |
| PP |
1.2567 |
1.2575 |
| S1 |
1.2541 |
1.2545 |
|