CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2520 |
1.2662 |
0.0142 |
1.1% |
1.2688 |
| High |
1.2682 |
1.2688 |
0.0006 |
0.0% |
1.2722 |
| Low |
1.2514 |
1.2590 |
0.0076 |
0.6% |
1.2506 |
| Close |
1.2633 |
1.2670 |
0.0037 |
0.3% |
1.2515 |
| Range |
0.0168 |
0.0098 |
-0.0070 |
-41.7% |
0.0216 |
| ATR |
0.0091 |
0.0091 |
0.0001 |
0.6% |
0.0000 |
| Volume |
268,954 |
284,945 |
15,991 |
5.9% |
1,412,704 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2943 |
1.2905 |
1.2724 |
|
| R3 |
1.2845 |
1.2807 |
1.2697 |
|
| R2 |
1.2747 |
1.2747 |
1.2688 |
|
| R1 |
1.2709 |
1.2709 |
1.2679 |
1.2728 |
| PP |
1.2649 |
1.2649 |
1.2649 |
1.2659 |
| S1 |
1.2611 |
1.2611 |
1.2661 |
1.2630 |
| S2 |
1.2551 |
1.2551 |
1.2652 |
|
| S3 |
1.2453 |
1.2513 |
1.2643 |
|
| S4 |
1.2355 |
1.2415 |
1.2616 |
|
|
| 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 |
1.2705 |
1.2506 |
0.0199 |
1.6% |
0.0116 |
0.9% |
82% |
False |
False |
291,369 |
| 10 |
1.2871 |
1.2506 |
0.0365 |
2.9% |
0.0103 |
0.8% |
45% |
False |
False |
266,574 |
| 20 |
1.3006 |
1.2506 |
0.0500 |
3.9% |
0.0090 |
0.7% |
33% |
False |
False |
240,136 |
| 40 |
1.3420 |
1.2506 |
0.0914 |
7.2% |
0.0078 |
0.6% |
18% |
False |
False |
128,356 |
| 60 |
1.3634 |
1.2506 |
0.1128 |
8.9% |
0.0066 |
0.5% |
15% |
False |
False |
86,017 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0061 |
0.5% |
14% |
False |
False |
64,635 |
| 100 |
1.3735 |
1.2506 |
0.1229 |
9.7% |
0.0059 |
0.5% |
13% |
False |
False |
51,800 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0056 |
0.4% |
11% |
False |
False |
43,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3105 |
|
2.618 |
1.2945 |
|
1.618 |
1.2847 |
|
1.000 |
1.2786 |
|
0.618 |
1.2749 |
|
HIGH |
1.2688 |
|
0.618 |
1.2651 |
|
0.500 |
1.2639 |
|
0.382 |
1.2627 |
|
LOW |
1.2590 |
|
0.618 |
1.2529 |
|
1.000 |
1.2492 |
|
1.618 |
1.2431 |
|
2.618 |
1.2333 |
|
4.250 |
1.2174 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2660 |
1.2646 |
| PP |
1.2649 |
1.2621 |
| S1 |
1.2639 |
1.2597 |
|