CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2650 |
1.2650 |
0.0000 |
0.0% |
1.2764 |
| High |
1.2680 |
1.2700 |
0.0020 |
0.2% |
1.2845 |
| Low |
1.2617 |
1.2638 |
0.0021 |
0.2% |
1.2617 |
| Close |
1.2653 |
1.2668 |
0.0015 |
0.1% |
1.2668 |
| Range |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0228 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
169,435 |
145,116 |
-24,319 |
-14.4% |
897,918 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2855 |
1.2823 |
1.2702 |
|
| R3 |
1.2793 |
1.2761 |
1.2685 |
|
| R2 |
1.2731 |
1.2731 |
1.2679 |
|
| R1 |
1.2699 |
1.2699 |
1.2674 |
1.2715 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2677 |
| S1 |
1.2637 |
1.2637 |
1.2662 |
1.2653 |
| S2 |
1.2607 |
1.2607 |
1.2657 |
|
| S3 |
1.2545 |
1.2575 |
1.2651 |
|
| S4 |
1.2483 |
1.2513 |
1.2634 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3394 |
1.3259 |
1.2793 |
|
| R3 |
1.3166 |
1.3031 |
1.2731 |
|
| R2 |
1.2938 |
1.2938 |
1.2710 |
|
| R1 |
1.2803 |
1.2803 |
1.2689 |
1.2757 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2687 |
| S1 |
1.2575 |
1.2575 |
1.2647 |
1.2529 |
| S2 |
1.2482 |
1.2482 |
1.2626 |
|
| S3 |
1.2254 |
1.2347 |
1.2605 |
|
| S4 |
1.2026 |
1.2119 |
1.2543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2845 |
1.2617 |
0.0228 |
1.8% |
0.0088 |
0.7% |
22% |
False |
False |
179,583 |
| 10 |
1.2893 |
1.2617 |
0.0276 |
2.2% |
0.0118 |
0.9% |
18% |
False |
False |
240,437 |
| 20 |
1.2893 |
1.2506 |
0.0387 |
3.1% |
0.0116 |
0.9% |
42% |
False |
False |
263,194 |
| 40 |
1.3205 |
1.2506 |
0.0699 |
5.5% |
0.0099 |
0.8% |
23% |
False |
False |
210,019 |
| 60 |
1.3451 |
1.2506 |
0.0945 |
7.5% |
0.0084 |
0.7% |
17% |
False |
False |
140,692 |
| 80 |
1.3674 |
1.2506 |
0.1168 |
9.2% |
0.0073 |
0.6% |
14% |
False |
False |
105,795 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0069 |
0.5% |
13% |
False |
False |
84,710 |
| 120 |
1.3980 |
1.2506 |
0.1474 |
11.6% |
0.0065 |
0.5% |
11% |
False |
False |
70,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2964 |
|
2.618 |
1.2862 |
|
1.618 |
1.2800 |
|
1.000 |
1.2762 |
|
0.618 |
1.2738 |
|
HIGH |
1.2700 |
|
0.618 |
1.2676 |
|
0.500 |
1.2669 |
|
0.382 |
1.2662 |
|
LOW |
1.2638 |
|
0.618 |
1.2600 |
|
1.000 |
1.2576 |
|
1.618 |
1.2538 |
|
2.618 |
1.2476 |
|
4.250 |
1.2375 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2669 |
1.2681 |
| PP |
1.2669 |
1.2676 |
| S1 |
1.2668 |
1.2672 |
|