CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2677 |
1.2702 |
0.0025 |
0.2% |
1.2764 |
| High |
1.2727 |
1.2769 |
0.0042 |
0.3% |
1.2845 |
| Low |
1.2669 |
1.2688 |
0.0019 |
0.1% |
1.2617 |
| Close |
1.2712 |
1.2739 |
0.0027 |
0.2% |
1.2668 |
| Range |
0.0058 |
0.0081 |
0.0023 |
39.7% |
0.0228 |
| ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
143,232 |
177,732 |
34,500 |
24.1% |
897,918 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2975 |
1.2938 |
1.2784 |
|
| R3 |
1.2894 |
1.2857 |
1.2761 |
|
| R2 |
1.2813 |
1.2813 |
1.2754 |
|
| R1 |
1.2776 |
1.2776 |
1.2746 |
1.2795 |
| PP |
1.2732 |
1.2732 |
1.2732 |
1.2741 |
| S1 |
1.2695 |
1.2695 |
1.2732 |
1.2714 |
| S2 |
1.2651 |
1.2651 |
1.2724 |
|
| S3 |
1.2570 |
1.2614 |
1.2717 |
|
| S4 |
1.2489 |
1.2533 |
1.2694 |
|
|
| 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 |
1.2769 |
1.2617 |
0.0152 |
1.2% |
0.0073 |
0.6% |
80% |
True |
False |
168,288 |
| 10 |
1.2893 |
1.2617 |
0.0276 |
2.2% |
0.0108 |
0.8% |
44% |
False |
False |
233,053 |
| 20 |
1.2893 |
1.2506 |
0.0387 |
3.0% |
0.0113 |
0.9% |
60% |
False |
False |
253,754 |
| 40 |
1.3170 |
1.2506 |
0.0664 |
5.2% |
0.0100 |
0.8% |
35% |
False |
False |
217,622 |
| 60 |
1.3440 |
1.2506 |
0.0934 |
7.3% |
0.0085 |
0.7% |
25% |
False |
False |
145,958 |
| 80 |
1.3657 |
1.2506 |
0.1151 |
9.0% |
0.0073 |
0.6% |
20% |
False |
False |
109,765 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.4% |
0.0069 |
0.5% |
19% |
False |
False |
87,910 |
| 120 |
1.3833 |
1.2506 |
0.1327 |
10.4% |
0.0065 |
0.5% |
18% |
False |
False |
73,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3113 |
|
2.618 |
1.2981 |
|
1.618 |
1.2900 |
|
1.000 |
1.2850 |
|
0.618 |
1.2819 |
|
HIGH |
1.2769 |
|
0.618 |
1.2738 |
|
0.500 |
1.2729 |
|
0.382 |
1.2719 |
|
LOW |
1.2688 |
|
0.618 |
1.2638 |
|
1.000 |
1.2607 |
|
1.618 |
1.2557 |
|
2.618 |
1.2476 |
|
4.250 |
1.2344 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2736 |
1.2727 |
| PP |
1.2732 |
1.2715 |
| S1 |
1.2729 |
1.2704 |
|