CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2662 |
1.2672 |
0.0010 |
0.1% |
1.2688 |
| High |
1.2688 |
1.2755 |
0.0067 |
0.5% |
1.2722 |
| Low |
1.2590 |
1.2628 |
0.0038 |
0.3% |
1.2506 |
| Close |
1.2670 |
1.2738 |
0.0068 |
0.5% |
1.2515 |
| Range |
0.0098 |
0.0127 |
0.0029 |
29.6% |
0.0216 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
2.8% |
0.0000 |
| Volume |
284,945 |
331,403 |
46,458 |
16.3% |
1,412,704 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3088 |
1.3040 |
1.2808 |
|
| R3 |
1.2961 |
1.2913 |
1.2773 |
|
| R2 |
1.2834 |
1.2834 |
1.2761 |
|
| R1 |
1.2786 |
1.2786 |
1.2750 |
1.2810 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2719 |
| S1 |
1.2659 |
1.2659 |
1.2726 |
1.2683 |
| S2 |
1.2580 |
1.2580 |
1.2715 |
|
| S3 |
1.2453 |
1.2532 |
1.2703 |
|
| S4 |
1.2326 |
1.2405 |
1.2668 |
|
|
| 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 |
1.2755 |
1.2506 |
0.0249 |
2.0% |
0.0130 |
1.0% |
93% |
True |
False |
304,727 |
| 10 |
1.2790 |
1.2506 |
0.0284 |
2.2% |
0.0106 |
0.8% |
82% |
False |
False |
279,331 |
| 20 |
1.3006 |
1.2506 |
0.0500 |
3.9% |
0.0093 |
0.7% |
46% |
False |
False |
247,292 |
| 40 |
1.3420 |
1.2506 |
0.0914 |
7.2% |
0.0080 |
0.6% |
25% |
False |
False |
136,631 |
| 60 |
1.3576 |
1.2506 |
0.1070 |
8.4% |
0.0068 |
0.5% |
22% |
False |
False |
91,535 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0062 |
0.5% |
19% |
False |
False |
68,773 |
| 100 |
1.3735 |
1.2506 |
0.1229 |
9.6% |
0.0060 |
0.5% |
19% |
False |
False |
55,113 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0056 |
0.4% |
16% |
False |
False |
45,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3295 |
|
2.618 |
1.3087 |
|
1.618 |
1.2960 |
|
1.000 |
1.2882 |
|
0.618 |
1.2833 |
|
HIGH |
1.2755 |
|
0.618 |
1.2706 |
|
0.500 |
1.2692 |
|
0.382 |
1.2677 |
|
LOW |
1.2628 |
|
0.618 |
1.2550 |
|
1.000 |
1.2501 |
|
1.618 |
1.2423 |
|
2.618 |
1.2296 |
|
4.250 |
1.2088 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2723 |
1.2704 |
| PP |
1.2707 |
1.2669 |
| S1 |
1.2692 |
1.2635 |
|