CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2867 |
1.2926 |
0.0059 |
0.5% |
1.2979 |
| High |
1.2942 |
1.2940 |
-0.0002 |
0.0% |
1.3010 |
| Low |
1.2856 |
1.2848 |
-0.0008 |
-0.1% |
1.2848 |
| Close |
1.2934 |
1.2854 |
-0.0080 |
-0.6% |
1.2854 |
| Range |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0162 |
| ATR |
0.0062 |
0.0065 |
0.0002 |
3.4% |
0.0000 |
| Volume |
1,215 |
204 |
-1,011 |
-83.2% |
2,779 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3157 |
1.3097 |
1.2905 |
|
| R3 |
1.3065 |
1.3005 |
1.2879 |
|
| R2 |
1.2973 |
1.2973 |
1.2871 |
|
| R1 |
1.2913 |
1.2913 |
1.2862 |
1.2897 |
| PP |
1.2881 |
1.2881 |
1.2881 |
1.2873 |
| S1 |
1.2821 |
1.2821 |
1.2846 |
1.2805 |
| S2 |
1.2789 |
1.2789 |
1.2837 |
|
| S3 |
1.2697 |
1.2729 |
1.2829 |
|
| S4 |
1.2605 |
1.2637 |
1.2803 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3390 |
1.3284 |
1.2943 |
|
| R3 |
1.3228 |
1.3122 |
1.2899 |
|
| R2 |
1.3066 |
1.3066 |
1.2884 |
|
| R1 |
1.2960 |
1.2960 |
1.2869 |
1.2932 |
| PP |
1.2904 |
1.2904 |
1.2904 |
1.2890 |
| S1 |
1.2798 |
1.2798 |
1.2839 |
1.2770 |
| S2 |
1.2742 |
1.2742 |
1.2824 |
|
| S3 |
1.2580 |
1.2636 |
1.2809 |
|
| S4 |
1.2418 |
1.2474 |
1.2765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3010 |
1.2848 |
0.0162 |
1.3% |
0.0081 |
0.6% |
4% |
False |
True |
555 |
| 10 |
1.3010 |
1.2848 |
0.0162 |
1.3% |
0.0074 |
0.6% |
4% |
False |
True |
383 |
| 20 |
1.3276 |
1.2848 |
0.0428 |
3.3% |
0.0063 |
0.5% |
1% |
False |
True |
237 |
| 40 |
1.3458 |
1.2848 |
0.0610 |
4.7% |
0.0046 |
0.4% |
1% |
False |
True |
177 |
| 60 |
1.3710 |
1.2848 |
0.0862 |
6.7% |
0.0036 |
0.3% |
1% |
False |
True |
128 |
| 80 |
1.3710 |
1.2848 |
0.0862 |
6.7% |
0.0033 |
0.3% |
1% |
False |
True |
98 |
| 100 |
1.3989 |
1.2848 |
0.1141 |
8.9% |
0.0033 |
0.3% |
1% |
False |
True |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3331 |
|
2.618 |
1.3181 |
|
1.618 |
1.3089 |
|
1.000 |
1.3032 |
|
0.618 |
1.2997 |
|
HIGH |
1.2940 |
|
0.618 |
1.2905 |
|
0.500 |
1.2894 |
|
0.382 |
1.2883 |
|
LOW |
1.2848 |
|
0.618 |
1.2791 |
|
1.000 |
1.2756 |
|
1.618 |
1.2699 |
|
2.618 |
1.2607 |
|
4.250 |
1.2457 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2894 |
1.2917 |
| PP |
1.2881 |
1.2896 |
| S1 |
1.2867 |
1.2875 |
|