CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2737 |
1.2639 |
-0.0098 |
-0.8% |
1.2764 |
| High |
1.2775 |
1.2643 |
-0.0132 |
-1.0% |
1.2845 |
| Low |
1.2633 |
1.2548 |
-0.0085 |
-0.7% |
1.2617 |
| Close |
1.2649 |
1.2616 |
-0.0033 |
-0.3% |
1.2668 |
| Range |
0.0142 |
0.0095 |
-0.0047 |
-33.1% |
0.0228 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
192,097 |
249,335 |
57,238 |
29.8% |
897,918 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2887 |
1.2847 |
1.2668 |
|
| R3 |
1.2792 |
1.2752 |
1.2642 |
|
| R2 |
1.2697 |
1.2697 |
1.2633 |
|
| R1 |
1.2657 |
1.2657 |
1.2625 |
1.2630 |
| PP |
1.2602 |
1.2602 |
1.2602 |
1.2589 |
| S1 |
1.2562 |
1.2562 |
1.2607 |
1.2535 |
| S2 |
1.2507 |
1.2507 |
1.2599 |
|
| S3 |
1.2412 |
1.2467 |
1.2590 |
|
| S4 |
1.2317 |
1.2372 |
1.2564 |
|
|
| 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 |
1.2548 |
0.0227 |
1.8% |
0.0088 |
0.7% |
30% |
False |
True |
181,502 |
| 10 |
1.2845 |
1.2548 |
0.0297 |
2.4% |
0.0091 |
0.7% |
23% |
False |
True |
183,581 |
| 20 |
1.2893 |
1.2506 |
0.0387 |
3.1% |
0.0118 |
0.9% |
28% |
False |
False |
244,884 |
| 40 |
1.3006 |
1.2506 |
0.0500 |
4.0% |
0.0099 |
0.8% |
22% |
False |
False |
227,440 |
| 60 |
1.3440 |
1.2506 |
0.0934 |
7.4% |
0.0087 |
0.7% |
12% |
False |
False |
153,282 |
| 80 |
1.3656 |
1.2506 |
0.1150 |
9.1% |
0.0076 |
0.6% |
10% |
False |
False |
115,268 |
| 100 |
1.3709 |
1.2506 |
0.1203 |
9.5% |
0.0070 |
0.6% |
9% |
False |
False |
92,320 |
| 120 |
1.3752 |
1.2506 |
0.1246 |
9.9% |
0.0066 |
0.5% |
9% |
False |
False |
76,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3047 |
|
2.618 |
1.2892 |
|
1.618 |
1.2797 |
|
1.000 |
1.2738 |
|
0.618 |
1.2702 |
|
HIGH |
1.2643 |
|
0.618 |
1.2607 |
|
0.500 |
1.2596 |
|
0.382 |
1.2584 |
|
LOW |
1.2548 |
|
0.618 |
1.2489 |
|
1.000 |
1.2453 |
|
1.618 |
1.2394 |
|
2.618 |
1.2299 |
|
4.250 |
1.2144 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2609 |
1.2662 |
| PP |
1.2602 |
1.2646 |
| S1 |
1.2596 |
1.2631 |
|