CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2764 |
1.2800 |
0.0036 |
0.3% |
1.2634 |
| High |
1.2822 |
1.2845 |
0.0023 |
0.2% |
1.2893 |
| Low |
1.2736 |
1.2717 |
-0.0019 |
-0.1% |
1.2630 |
| Close |
1.2813 |
1.2730 |
-0.0083 |
-0.6% |
1.2778 |
| Range |
0.0086 |
0.0128 |
0.0042 |
48.8% |
0.0263 |
| ATR |
0.0111 |
0.0113 |
0.0001 |
1.1% |
0.0000 |
| Volume |
151,059 |
226,381 |
75,322 |
49.9% |
1,506,461 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3148 |
1.3067 |
1.2800 |
|
| R3 |
1.3020 |
1.2939 |
1.2765 |
|
| R2 |
1.2892 |
1.2892 |
1.2753 |
|
| R1 |
1.2811 |
1.2811 |
1.2742 |
1.2788 |
| PP |
1.2764 |
1.2764 |
1.2764 |
1.2752 |
| S1 |
1.2683 |
1.2683 |
1.2718 |
1.2660 |
| S2 |
1.2636 |
1.2636 |
1.2707 |
|
| S3 |
1.2508 |
1.2555 |
1.2695 |
|
| S4 |
1.2380 |
1.2427 |
1.2660 |
|
|
| 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% |
0.0142 |
1.1% |
38% |
False |
False |
297,818 |
| 10 |
1.2893 |
1.2611 |
0.0282 |
2.2% |
0.0132 |
1.0% |
42% |
False |
False |
277,680 |
| 20 |
1.2893 |
1.2506 |
0.0387 |
3.0% |
0.0117 |
0.9% |
58% |
False |
False |
272,127 |
| 40 |
1.3229 |
1.2506 |
0.0723 |
5.7% |
0.0098 |
0.8% |
31% |
False |
False |
197,319 |
| 60 |
1.3451 |
1.2506 |
0.0945 |
7.4% |
0.0082 |
0.6% |
24% |
False |
False |
132,140 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0071 |
0.6% |
19% |
False |
False |
99,308 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0068 |
0.5% |
19% |
False |
False |
79,507 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0064 |
0.5% |
15% |
False |
False |
66,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3389 |
|
2.618 |
1.3180 |
|
1.618 |
1.3052 |
|
1.000 |
1.2973 |
|
0.618 |
1.2924 |
|
HIGH |
1.2845 |
|
0.618 |
1.2796 |
|
0.500 |
1.2781 |
|
0.382 |
1.2766 |
|
LOW |
1.2717 |
|
0.618 |
1.2638 |
|
1.000 |
1.2589 |
|
1.618 |
1.2510 |
|
2.618 |
1.2382 |
|
4.250 |
1.2173 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2781 |
1.2781 |
| PP |
1.2764 |
1.2764 |
| S1 |
1.2747 |
1.2747 |
|