CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2810 |
1.2764 |
-0.0046 |
-0.4% |
1.2634 |
| High |
1.2842 |
1.2822 |
-0.0020 |
-0.2% |
1.2893 |
| Low |
1.2749 |
1.2736 |
-0.0013 |
-0.1% |
1.2630 |
| Close |
1.2778 |
1.2813 |
0.0035 |
0.3% |
1.2778 |
| Range |
0.0093 |
0.0086 |
-0.0007 |
-7.5% |
0.0263 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
175,499 |
151,059 |
-24,440 |
-13.9% |
1,506,461 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.3017 |
1.2860 |
|
| R3 |
1.2962 |
1.2931 |
1.2837 |
|
| R2 |
1.2876 |
1.2876 |
1.2829 |
|
| R1 |
1.2845 |
1.2845 |
1.2821 |
1.2861 |
| PP |
1.2790 |
1.2790 |
1.2790 |
1.2798 |
| S1 |
1.2759 |
1.2759 |
1.2805 |
1.2775 |
| S2 |
1.2704 |
1.2704 |
1.2797 |
|
| S3 |
1.2618 |
1.2673 |
1.2789 |
|
| S4 |
1.2532 |
1.2587 |
1.2766 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3430 |
1.2923 |
|
| R3 |
1.3293 |
1.3167 |
1.2850 |
|
| R2 |
1.3030 |
1.3030 |
1.2826 |
|
| R1 |
1.2904 |
1.2904 |
1.2802 |
1.2967 |
| PP |
1.2767 |
1.2767 |
1.2767 |
1.2799 |
| S1 |
1.2641 |
1.2641 |
1.2754 |
1.2704 |
| S2 |
1.2504 |
1.2504 |
1.2730 |
|
| S3 |
1.2241 |
1.2378 |
1.2706 |
|
| S4 |
1.1978 |
1.2115 |
1.2633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2893 |
1.2630 |
0.0263 |
2.1% |
0.0138 |
1.1% |
70% |
False |
False |
297,523 |
| 10 |
1.2893 |
1.2590 |
0.0303 |
2.4% |
0.0129 |
1.0% |
74% |
False |
False |
283,536 |
| 20 |
1.2908 |
1.2506 |
0.0402 |
3.1% |
0.0114 |
0.9% |
76% |
False |
False |
270,444 |
| 40 |
1.3229 |
1.2506 |
0.0723 |
5.6% |
0.0095 |
0.7% |
42% |
False |
False |
191,706 |
| 60 |
1.3451 |
1.2506 |
0.0945 |
7.4% |
0.0080 |
0.6% |
32% |
False |
False |
128,383 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0070 |
0.5% |
26% |
False |
False |
96,483 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0067 |
0.5% |
26% |
False |
False |
77,246 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.5% |
0.0063 |
0.5% |
21% |
False |
False |
64,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3188 |
|
2.618 |
1.3047 |
|
1.618 |
1.2961 |
|
1.000 |
1.2908 |
|
0.618 |
1.2875 |
|
HIGH |
1.2822 |
|
0.618 |
1.2789 |
|
0.500 |
1.2779 |
|
0.382 |
1.2769 |
|
LOW |
1.2736 |
|
0.618 |
1.2683 |
|
1.000 |
1.2650 |
|
1.618 |
1.2597 |
|
2.618 |
1.2511 |
|
4.250 |
1.2371 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2802 |
1.2802 |
| PP |
1.2790 |
1.2791 |
| S1 |
1.2779 |
1.2781 |
|