CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2979 |
1.2949 |
-0.0030 |
-0.2% |
1.2976 |
| High |
1.2980 |
1.3010 |
0.0030 |
0.2% |
1.2996 |
| Low |
1.2930 |
1.2946 |
0.0016 |
0.1% |
1.2885 |
| Close |
1.2956 |
1.2979 |
0.0023 |
0.2% |
1.2969 |
| Range |
0.0050 |
0.0064 |
0.0014 |
28.0% |
0.0111 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.0% |
0.0000 |
| Volume |
195 |
206 |
11 |
5.6% |
1,052 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3170 |
1.3139 |
1.3014 |
|
| R3 |
1.3106 |
1.3075 |
1.2997 |
|
| R2 |
1.3042 |
1.3042 |
1.2991 |
|
| R1 |
1.3011 |
1.3011 |
1.2985 |
1.3027 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2986 |
| S1 |
1.2947 |
1.2947 |
1.2973 |
1.2963 |
| S2 |
1.2914 |
1.2914 |
1.2967 |
|
| S3 |
1.2850 |
1.2883 |
1.2961 |
|
| S4 |
1.2786 |
1.2819 |
1.2944 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3283 |
1.3237 |
1.3030 |
|
| R3 |
1.3172 |
1.3126 |
1.3000 |
|
| R2 |
1.3061 |
1.3061 |
1.2989 |
|
| R1 |
1.3015 |
1.3015 |
1.2979 |
1.2983 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2934 |
| S1 |
1.2904 |
1.2904 |
1.2959 |
1.2872 |
| S2 |
1.2839 |
1.2839 |
1.2949 |
|
| S3 |
1.2728 |
1.2793 |
1.2938 |
|
| S4 |
1.2617 |
1.2682 |
1.2908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3010 |
1.2910 |
0.0100 |
0.8% |
0.0059 |
0.5% |
69% |
True |
False |
173 |
| 10 |
1.3175 |
1.2885 |
0.0290 |
2.2% |
0.0076 |
0.6% |
32% |
False |
False |
210 |
| 20 |
1.3365 |
1.2885 |
0.0480 |
3.7% |
0.0054 |
0.4% |
20% |
False |
False |
124 |
| 40 |
1.3479 |
1.2885 |
0.0594 |
4.6% |
0.0039 |
0.3% |
16% |
False |
False |
121 |
| 60 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0032 |
0.2% |
11% |
False |
False |
88 |
| 80 |
1.3710 |
1.2885 |
0.0825 |
6.4% |
0.0030 |
0.2% |
11% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3282 |
|
2.618 |
1.3178 |
|
1.618 |
1.3114 |
|
1.000 |
1.3074 |
|
0.618 |
1.3050 |
|
HIGH |
1.3010 |
|
0.618 |
1.2986 |
|
0.500 |
1.2978 |
|
0.382 |
1.2970 |
|
LOW |
1.2946 |
|
0.618 |
1.2906 |
|
1.000 |
1.2882 |
|
1.618 |
1.2842 |
|
2.618 |
1.2778 |
|
4.250 |
1.2674 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2979 |
1.2976 |
| PP |
1.2978 |
1.2973 |
| S1 |
1.2978 |
1.2970 |
|