CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2696 |
1.2634 |
-0.0062 |
-0.5% |
1.2520 |
| High |
1.2722 |
1.2767 |
0.0045 |
0.4% |
1.2797 |
| Low |
1.2611 |
1.2632 |
0.0021 |
0.2% |
1.2514 |
| Close |
1.2619 |
1.2671 |
0.0052 |
0.4% |
1.2619 |
| Range |
0.0111 |
0.0135 |
0.0024 |
21.6% |
0.0283 |
| ATR |
0.0097 |
0.0101 |
0.0004 |
3.7% |
0.0000 |
| Volume |
221,594 |
169,902 |
-51,692 |
-23.3% |
1,446,803 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.3018 |
1.2745 |
|
| R3 |
1.2960 |
1.2883 |
1.2708 |
|
| R2 |
1.2825 |
1.2825 |
1.2696 |
|
| R1 |
1.2748 |
1.2748 |
1.2683 |
1.2787 |
| PP |
1.2690 |
1.2690 |
1.2690 |
1.2709 |
| S1 |
1.2613 |
1.2613 |
1.2659 |
1.2652 |
| S2 |
1.2555 |
1.2555 |
1.2646 |
|
| S3 |
1.2420 |
1.2478 |
1.2634 |
|
| S4 |
1.2285 |
1.2343 |
1.2597 |
|
|
| 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 |
1.2590 |
0.0207 |
1.6% |
0.0120 |
0.9% |
39% |
False |
False |
269,550 |
| 10 |
1.2797 |
1.2506 |
0.0291 |
2.3% |
0.0121 |
1.0% |
57% |
False |
False |
284,747 |
| 20 |
1.3006 |
1.2506 |
0.0500 |
3.9% |
0.0102 |
0.8% |
33% |
False |
False |
253,257 |
| 40 |
1.3406 |
1.2506 |
0.0900 |
7.1% |
0.0085 |
0.7% |
18% |
False |
False |
154,807 |
| 60 |
1.3555 |
1.2506 |
0.1049 |
8.3% |
0.0072 |
0.6% |
16% |
False |
False |
103,700 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0065 |
0.5% |
14% |
False |
False |
77,907 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0062 |
0.5% |
14% |
False |
False |
62,406 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0059 |
0.5% |
11% |
False |
False |
52,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3341 |
|
2.618 |
1.3120 |
|
1.618 |
1.2985 |
|
1.000 |
1.2902 |
|
0.618 |
1.2850 |
|
HIGH |
1.2767 |
|
0.618 |
1.2715 |
|
0.500 |
1.2700 |
|
0.382 |
1.2684 |
|
LOW |
1.2632 |
|
0.618 |
1.2549 |
|
1.000 |
1.2497 |
|
1.618 |
1.2414 |
|
2.618 |
1.2279 |
|
4.250 |
1.2058 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2700 |
1.2704 |
| PP |
1.2690 |
1.2693 |
| S1 |
1.2681 |
1.2682 |
|