CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2662 |
1.2825 |
0.0163 |
1.3% |
1.2520 |
| High |
1.2893 |
1.2850 |
-0.0043 |
-0.3% |
1.2797 |
| Low |
1.2630 |
1.2711 |
0.0081 |
0.6% |
1.2514 |
| Close |
1.2781 |
1.2805 |
0.0024 |
0.2% |
1.2619 |
| Range |
0.0263 |
0.0139 |
-0.0124 |
-47.1% |
0.0283 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.6% |
0.0000 |
| Volume |
563,026 |
373,128 |
-189,898 |
-33.7% |
1,446,803 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3206 |
1.3144 |
1.2881 |
|
| R3 |
1.3067 |
1.3005 |
1.2843 |
|
| R2 |
1.2928 |
1.2928 |
1.2830 |
|
| R1 |
1.2866 |
1.2866 |
1.2818 |
1.2828 |
| PP |
1.2789 |
1.2789 |
1.2789 |
1.2769 |
| S1 |
1.2727 |
1.2727 |
1.2792 |
1.2689 |
| S2 |
1.2650 |
1.2650 |
1.2780 |
|
| S3 |
1.2511 |
1.2588 |
1.2767 |
|
| S4 |
1.2372 |
1.2449 |
1.2729 |
|
|
| 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% |
0.0151 |
1.2% |
69% |
False |
False |
310,511 |
| 10 |
1.2893 |
1.2506 |
0.0387 |
3.0% |
0.0145 |
1.1% |
77% |
False |
False |
306,188 |
| 20 |
1.2937 |
1.2506 |
0.0431 |
3.4% |
0.0113 |
0.9% |
69% |
False |
False |
274,286 |
| 40 |
1.3304 |
1.2506 |
0.0798 |
6.2% |
0.0094 |
0.7% |
37% |
False |
False |
183,654 |
| 60 |
1.3490 |
1.2506 |
0.0984 |
7.7% |
0.0079 |
0.6% |
30% |
False |
False |
123,018 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0069 |
0.5% |
25% |
False |
False |
92,408 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0066 |
0.5% |
25% |
False |
False |
73,984 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.5% |
0.0063 |
0.5% |
20% |
False |
False |
61,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3214 |
|
1.618 |
1.3075 |
|
1.000 |
1.2989 |
|
0.618 |
1.2936 |
|
HIGH |
1.2850 |
|
0.618 |
1.2797 |
|
0.500 |
1.2781 |
|
0.382 |
1.2764 |
|
LOW |
1.2711 |
|
0.618 |
1.2625 |
|
1.000 |
1.2572 |
|
1.618 |
1.2486 |
|
2.618 |
1.2347 |
|
4.250 |
1.2120 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2797 |
1.2791 |
| PP |
1.2789 |
1.2776 |
| S1 |
1.2781 |
1.2762 |
|