CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2717 |
-0.0083 |
-0.6% |
1.2634 |
| High |
1.2845 |
1.2744 |
-0.0101 |
-0.8% |
1.2893 |
| Low |
1.2717 |
1.2641 |
-0.0076 |
-0.6% |
1.2630 |
| Close |
1.2730 |
1.2648 |
-0.0082 |
-0.6% |
1.2778 |
| Range |
0.0128 |
0.0103 |
-0.0025 |
-19.5% |
0.0263 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
226,381 |
205,927 |
-20,454 |
-9.0% |
1,506,461 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2920 |
1.2705 |
|
| R3 |
1.2884 |
1.2817 |
1.2676 |
|
| R2 |
1.2781 |
1.2781 |
1.2667 |
|
| R1 |
1.2714 |
1.2714 |
1.2657 |
1.2696 |
| PP |
1.2678 |
1.2678 |
1.2678 |
1.2669 |
| S1 |
1.2611 |
1.2611 |
1.2639 |
1.2593 |
| S2 |
1.2575 |
1.2575 |
1.2629 |
|
| S3 |
1.2472 |
1.2508 |
1.2620 |
|
| S4 |
1.2369 |
1.2405 |
1.2591 |
|
|
| 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 |
1.2850 |
1.2641 |
0.0209 |
1.7% |
0.0110 |
0.9% |
3% |
False |
True |
226,398 |
| 10 |
1.2893 |
1.2611 |
0.0282 |
2.2% |
0.0130 |
1.0% |
13% |
False |
False |
265,132 |
| 20 |
1.2893 |
1.2506 |
0.0387 |
3.1% |
0.0118 |
0.9% |
37% |
False |
False |
272,232 |
| 40 |
1.3229 |
1.2506 |
0.0723 |
5.7% |
0.0099 |
0.8% |
20% |
False |
False |
202,340 |
| 60 |
1.3451 |
1.2506 |
0.0945 |
7.5% |
0.0083 |
0.7% |
15% |
False |
False |
135,562 |
| 80 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0072 |
0.6% |
12% |
False |
False |
101,879 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0069 |
0.5% |
12% |
False |
False |
81,566 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.7% |
0.0064 |
0.5% |
10% |
False |
False |
68,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3182 |
|
2.618 |
1.3014 |
|
1.618 |
1.2911 |
|
1.000 |
1.2847 |
|
0.618 |
1.2808 |
|
HIGH |
1.2744 |
|
0.618 |
1.2705 |
|
0.500 |
1.2693 |
|
0.382 |
1.2680 |
|
LOW |
1.2641 |
|
0.618 |
1.2577 |
|
1.000 |
1.2538 |
|
1.618 |
1.2474 |
|
2.618 |
1.2371 |
|
4.250 |
1.2203 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2693 |
1.2743 |
| PP |
1.2678 |
1.2711 |
| S1 |
1.2663 |
1.2680 |
|