CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2696 |
-0.0040 |
-0.3% |
1.2520 |
| High |
1.2797 |
1.2722 |
-0.0075 |
-0.6% |
1.2797 |
| Low |
1.2668 |
1.2611 |
-0.0057 |
-0.4% |
1.2514 |
| Close |
1.2693 |
1.2619 |
-0.0074 |
-0.6% |
1.2619 |
| Range |
0.0129 |
0.0111 |
-0.0018 |
-14.0% |
0.0283 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.1% |
0.0000 |
| Volume |
339,907 |
221,594 |
-118,313 |
-34.8% |
1,446,803 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2984 |
1.2912 |
1.2680 |
|
| R3 |
1.2873 |
1.2801 |
1.2650 |
|
| R2 |
1.2762 |
1.2762 |
1.2639 |
|
| R1 |
1.2690 |
1.2690 |
1.2629 |
1.2671 |
| PP |
1.2651 |
1.2651 |
1.2651 |
1.2641 |
| S1 |
1.2579 |
1.2579 |
1.2609 |
1.2560 |
| S2 |
1.2540 |
1.2540 |
1.2599 |
|
| S3 |
1.2429 |
1.2468 |
1.2588 |
|
| S4 |
1.2318 |
1.2357 |
1.2558 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3339 |
1.2775 |
|
| R3 |
1.3209 |
1.3056 |
1.2697 |
|
| R2 |
1.2926 |
1.2926 |
1.2671 |
|
| R1 |
1.2773 |
1.2773 |
1.2645 |
1.2850 |
| PP |
1.2643 |
1.2643 |
1.2643 |
1.2682 |
| S1 |
1.2490 |
1.2490 |
1.2593 |
1.2567 |
| S2 |
1.2360 |
1.2360 |
1.2567 |
|
| S3 |
1.2077 |
1.2207 |
1.2541 |
|
| S4 |
1.1794 |
1.1924 |
1.2463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2797 |
1.2514 |
0.0283 |
2.2% |
0.0127 |
1.0% |
37% |
False |
False |
289,360 |
| 10 |
1.2797 |
1.2506 |
0.0291 |
2.3% |
0.0113 |
0.9% |
39% |
False |
False |
285,950 |
| 20 |
1.3006 |
1.2506 |
0.0500 |
4.0% |
0.0098 |
0.8% |
23% |
False |
False |
252,617 |
| 40 |
1.3419 |
1.2506 |
0.0913 |
7.2% |
0.0083 |
0.7% |
12% |
False |
False |
150,618 |
| 60 |
1.3555 |
1.2506 |
0.1049 |
8.3% |
0.0070 |
0.6% |
11% |
False |
False |
100,873 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0064 |
0.5% |
9% |
False |
False |
75,789 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0062 |
0.5% |
9% |
False |
False |
60,727 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.7% |
0.0058 |
0.5% |
8% |
False |
False |
50,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3194 |
|
2.618 |
1.3013 |
|
1.618 |
1.2902 |
|
1.000 |
1.2833 |
|
0.618 |
1.2791 |
|
HIGH |
1.2722 |
|
0.618 |
1.2680 |
|
0.500 |
1.2667 |
|
0.382 |
1.2653 |
|
LOW |
1.2611 |
|
0.618 |
1.2542 |
|
1.000 |
1.2500 |
|
1.618 |
1.2431 |
|
2.618 |
1.2320 |
|
4.250 |
1.2139 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2667 |
1.2704 |
| PP |
1.2651 |
1.2676 |
| S1 |
1.2635 |
1.2647 |
|