CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2702 |
1.2737 |
0.0035 |
0.3% |
1.2764 |
| High |
1.2769 |
1.2775 |
0.0006 |
0.0% |
1.2845 |
| Low |
1.2688 |
1.2633 |
-0.0055 |
-0.4% |
1.2617 |
| Close |
1.2739 |
1.2649 |
-0.0090 |
-0.7% |
1.2668 |
| Range |
0.0081 |
0.0142 |
0.0061 |
75.3% |
0.0228 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
3.0% |
0.0000 |
| Volume |
177,732 |
192,097 |
14,365 |
8.1% |
897,918 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3112 |
1.3022 |
1.2727 |
|
| R3 |
1.2970 |
1.2880 |
1.2688 |
|
| R2 |
1.2828 |
1.2828 |
1.2675 |
|
| R1 |
1.2738 |
1.2738 |
1.2662 |
1.2712 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2673 |
| S1 |
1.2596 |
1.2596 |
1.2636 |
1.2570 |
| S2 |
1.2544 |
1.2544 |
1.2623 |
|
| S3 |
1.2402 |
1.2454 |
1.2610 |
|
| S4 |
1.2260 |
1.2312 |
1.2571 |
|
|
| 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 |
1.2775 |
1.2617 |
0.0158 |
1.2% |
0.0081 |
0.6% |
20% |
True |
False |
165,522 |
| 10 |
1.2850 |
1.2617 |
0.0233 |
1.8% |
0.0096 |
0.8% |
14% |
False |
False |
195,960 |
| 20 |
1.2893 |
1.2506 |
0.0387 |
3.1% |
0.0118 |
0.9% |
37% |
False |
False |
250,128 |
| 40 |
1.3163 |
1.2506 |
0.0657 |
5.2% |
0.0103 |
0.8% |
22% |
False |
False |
222,195 |
| 60 |
1.3440 |
1.2506 |
0.0934 |
7.4% |
0.0086 |
0.7% |
15% |
False |
False |
149,156 |
| 80 |
1.3657 |
1.2506 |
0.1151 |
9.1% |
0.0075 |
0.6% |
12% |
False |
False |
112,157 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0069 |
0.5% |
12% |
False |
False |
89,830 |
| 120 |
1.3753 |
1.2506 |
0.1247 |
9.9% |
0.0065 |
0.5% |
11% |
False |
False |
74,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3147 |
|
1.618 |
1.3005 |
|
1.000 |
1.2917 |
|
0.618 |
1.2863 |
|
HIGH |
1.2775 |
|
0.618 |
1.2721 |
|
0.500 |
1.2704 |
|
0.382 |
1.2687 |
|
LOW |
1.2633 |
|
0.618 |
1.2545 |
|
1.000 |
1.2491 |
|
1.618 |
1.2403 |
|
2.618 |
1.2261 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2704 |
1.2704 |
| PP |
1.2686 |
1.2686 |
| S1 |
1.2667 |
1.2667 |
|