CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2747 |
1.2662 |
-0.0085 |
-0.7% |
1.2520 |
| High |
1.2754 |
1.2893 |
0.0139 |
1.1% |
1.2797 |
| Low |
1.2645 |
1.2630 |
-0.0015 |
-0.1% |
1.2514 |
| Close |
1.2654 |
1.2781 |
0.0127 |
1.0% |
1.2619 |
| Range |
0.0109 |
0.0263 |
0.0154 |
141.3% |
0.0283 |
| ATR |
0.0102 |
0.0113 |
0.0012 |
11.3% |
0.0000 |
| Volume |
224,906 |
563,026 |
338,120 |
150.3% |
1,446,803 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3432 |
1.2926 |
|
| R3 |
1.3294 |
1.3169 |
1.2853 |
|
| R2 |
1.3031 |
1.3031 |
1.2829 |
|
| R1 |
1.2906 |
1.2906 |
1.2805 |
1.2969 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2799 |
| S1 |
1.2643 |
1.2643 |
1.2757 |
1.2706 |
| S2 |
1.2505 |
1.2505 |
1.2733 |
|
| S3 |
1.2242 |
1.2380 |
1.2709 |
|
| S4 |
1.1979 |
1.2117 |
1.2636 |
|
|
| 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 |
1.2893 |
1.2611 |
0.0282 |
2.2% |
0.0149 |
1.2% |
60% |
True |
False |
303,867 |
| 10 |
1.2893 |
1.2506 |
0.0387 |
3.0% |
0.0140 |
1.1% |
71% |
True |
False |
304,297 |
| 20 |
1.2939 |
1.2506 |
0.0433 |
3.4% |
0.0110 |
0.9% |
64% |
False |
False |
267,068 |
| 40 |
1.3330 |
1.2506 |
0.0824 |
6.4% |
0.0092 |
0.7% |
33% |
False |
False |
174,377 |
| 60 |
1.3490 |
1.2506 |
0.0984 |
7.7% |
0.0077 |
0.6% |
28% |
False |
False |
116,821 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0068 |
0.5% |
23% |
False |
False |
87,748 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0065 |
0.5% |
23% |
False |
False |
70,264 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.5% |
0.0062 |
0.5% |
19% |
False |
False |
58,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4011 |
|
2.618 |
1.3582 |
|
1.618 |
1.3319 |
|
1.000 |
1.3156 |
|
0.618 |
1.3056 |
|
HIGH |
1.2893 |
|
0.618 |
1.2793 |
|
0.500 |
1.2762 |
|
0.382 |
1.2730 |
|
LOW |
1.2630 |
|
0.618 |
1.2467 |
|
1.000 |
1.2367 |
|
1.618 |
1.2204 |
|
2.618 |
1.1941 |
|
4.250 |
1.1512 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2775 |
1.2775 |
| PP |
1.2768 |
1.2768 |
| S1 |
1.2762 |
1.2762 |
|