CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2634 |
1.2747 |
0.0113 |
0.9% |
1.2520 |
| High |
1.2767 |
1.2754 |
-0.0013 |
-0.1% |
1.2797 |
| Low |
1.2632 |
1.2645 |
0.0013 |
0.1% |
1.2514 |
| Close |
1.2671 |
1.2654 |
-0.0017 |
-0.1% |
1.2619 |
| Range |
0.0135 |
0.0109 |
-0.0026 |
-19.3% |
0.0283 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.6% |
0.0000 |
| Volume |
169,902 |
224,906 |
55,004 |
32.4% |
1,446,803 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2942 |
1.2714 |
|
| R3 |
1.2902 |
1.2833 |
1.2684 |
|
| R2 |
1.2793 |
1.2793 |
1.2674 |
|
| R1 |
1.2724 |
1.2724 |
1.2664 |
1.2704 |
| PP |
1.2684 |
1.2684 |
1.2684 |
1.2675 |
| S1 |
1.2615 |
1.2615 |
1.2644 |
1.2595 |
| S2 |
1.2575 |
1.2575 |
1.2634 |
|
| S3 |
1.2466 |
1.2506 |
1.2624 |
|
| S4 |
1.2357 |
1.2397 |
1.2594 |
|
|
| 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 |
1.2611 |
0.0186 |
1.5% |
0.0122 |
1.0% |
23% |
False |
False |
257,542 |
| 10 |
1.2797 |
1.2506 |
0.0291 |
2.3% |
0.0119 |
0.9% |
51% |
False |
False |
274,455 |
| 20 |
1.2993 |
1.2506 |
0.0487 |
3.8% |
0.0104 |
0.8% |
30% |
False |
False |
253,843 |
| 40 |
1.3370 |
1.2506 |
0.0864 |
6.8% |
0.0086 |
0.7% |
17% |
False |
False |
160,410 |
| 60 |
1.3534 |
1.2506 |
0.1028 |
8.1% |
0.0073 |
0.6% |
14% |
False |
False |
107,439 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0065 |
0.5% |
12% |
False |
False |
80,714 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0063 |
0.5% |
12% |
False |
False |
64,654 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0060 |
0.5% |
10% |
False |
False |
53,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3217 |
|
2.618 |
1.3039 |
|
1.618 |
1.2930 |
|
1.000 |
1.2863 |
|
0.618 |
1.2821 |
|
HIGH |
1.2754 |
|
0.618 |
1.2712 |
|
0.500 |
1.2700 |
|
0.382 |
1.2687 |
|
LOW |
1.2645 |
|
0.618 |
1.2578 |
|
1.000 |
1.2536 |
|
1.618 |
1.2469 |
|
2.618 |
1.2360 |
|
4.250 |
1.2182 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2700 |
1.2689 |
| PP |
1.2684 |
1.2677 |
| S1 |
1.2669 |
1.2666 |
|