CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2639 |
1.2616 |
-0.0023 |
-0.2% |
1.2677 |
| High |
1.2643 |
1.2619 |
-0.0024 |
-0.2% |
1.2775 |
| Low |
1.2548 |
1.2489 |
-0.0059 |
-0.5% |
1.2489 |
| Close |
1.2616 |
1.2530 |
-0.0086 |
-0.7% |
1.2530 |
| Range |
0.0095 |
0.0130 |
0.0035 |
36.8% |
0.0286 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.9% |
0.0000 |
| Volume |
249,335 |
356,853 |
107,518 |
43.1% |
1,119,249 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2863 |
1.2602 |
|
| R3 |
1.2806 |
1.2733 |
1.2566 |
|
| R2 |
1.2676 |
1.2676 |
1.2554 |
|
| R1 |
1.2603 |
1.2603 |
1.2542 |
1.2575 |
| PP |
1.2546 |
1.2546 |
1.2546 |
1.2532 |
| S1 |
1.2473 |
1.2473 |
1.2518 |
1.2445 |
| S2 |
1.2416 |
1.2416 |
1.2506 |
|
| S3 |
1.2286 |
1.2343 |
1.2494 |
|
| S4 |
1.2156 |
1.2213 |
1.2459 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3279 |
1.2687 |
|
| R3 |
1.3170 |
1.2993 |
1.2609 |
|
| R2 |
1.2884 |
1.2884 |
1.2582 |
|
| R1 |
1.2707 |
1.2707 |
1.2556 |
1.2653 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2571 |
| S1 |
1.2421 |
1.2421 |
1.2504 |
1.2367 |
| S2 |
1.2312 |
1.2312 |
1.2478 |
|
| S3 |
1.2026 |
1.2135 |
1.2451 |
|
| S4 |
1.1740 |
1.1849 |
1.2373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2775 |
1.2489 |
0.0286 |
2.3% |
0.0101 |
0.8% |
14% |
False |
True |
223,849 |
| 10 |
1.2845 |
1.2489 |
0.0356 |
2.8% |
0.0095 |
0.8% |
12% |
False |
True |
201,716 |
| 20 |
1.2893 |
1.2489 |
0.0404 |
3.2% |
0.0116 |
0.9% |
10% |
False |
True |
248,521 |
| 40 |
1.3006 |
1.2489 |
0.0517 |
4.1% |
0.0101 |
0.8% |
8% |
False |
True |
235,672 |
| 60 |
1.3440 |
1.2489 |
0.0951 |
7.6% |
0.0088 |
0.7% |
4% |
False |
True |
159,212 |
| 80 |
1.3648 |
1.2489 |
0.1159 |
9.2% |
0.0076 |
0.6% |
4% |
False |
True |
119,726 |
| 100 |
1.3709 |
1.2489 |
0.1220 |
9.7% |
0.0071 |
0.6% |
3% |
False |
True |
95,887 |
| 120 |
1.3735 |
1.2489 |
0.1246 |
9.9% |
0.0067 |
0.5% |
3% |
False |
True |
79,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3172 |
|
2.618 |
1.2959 |
|
1.618 |
1.2829 |
|
1.000 |
1.2749 |
|
0.618 |
1.2699 |
|
HIGH |
1.2619 |
|
0.618 |
1.2569 |
|
0.500 |
1.2554 |
|
0.382 |
1.2539 |
|
LOW |
1.2489 |
|
0.618 |
1.2409 |
|
1.000 |
1.2359 |
|
1.618 |
1.2279 |
|
2.618 |
1.2149 |
|
4.250 |
1.1937 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2554 |
1.2632 |
| PP |
1.2546 |
1.2598 |
| S1 |
1.2538 |
1.2564 |
|