CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2853 |
1.2868 |
0.0015 |
0.1% |
1.2979 |
| High |
1.2883 |
1.2916 |
0.0033 |
0.3% |
1.3010 |
| Low |
1.2838 |
1.2863 |
0.0025 |
0.2% |
1.2848 |
| Close |
1.2852 |
1.2873 |
0.0021 |
0.2% |
1.2854 |
| Range |
0.0045 |
0.0053 |
0.0008 |
17.8% |
0.0162 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
| Volume |
291 |
315 |
24 |
8.2% |
2,779 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3043 |
1.3011 |
1.2902 |
|
| R3 |
1.2990 |
1.2958 |
1.2888 |
|
| R2 |
1.2937 |
1.2937 |
1.2883 |
|
| R1 |
1.2905 |
1.2905 |
1.2878 |
1.2921 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2892 |
| S1 |
1.2852 |
1.2852 |
1.2868 |
1.2868 |
| S2 |
1.2831 |
1.2831 |
1.2863 |
|
| S3 |
1.2778 |
1.2799 |
1.2858 |
|
| S4 |
1.2725 |
1.2746 |
1.2844 |
|
|
| 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 |
1.2985 |
1.2838 |
0.0147 |
1.1% |
0.0078 |
0.6% |
24% |
False |
False |
596 |
| 10 |
1.3010 |
1.2838 |
0.0172 |
1.3% |
0.0068 |
0.5% |
20% |
False |
False |
385 |
| 20 |
1.3225 |
1.2838 |
0.0387 |
3.0% |
0.0066 |
0.5% |
9% |
False |
False |
263 |
| 40 |
1.3446 |
1.2838 |
0.0608 |
4.7% |
0.0048 |
0.4% |
6% |
False |
False |
191 |
| 60 |
1.3710 |
1.2838 |
0.0872 |
6.8% |
0.0037 |
0.3% |
4% |
False |
False |
138 |
| 80 |
1.3710 |
1.2838 |
0.0872 |
6.8% |
0.0034 |
0.3% |
4% |
False |
False |
106 |
| 100 |
1.3989 |
1.2838 |
0.1151 |
8.9% |
0.0033 |
0.3% |
3% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3141 |
|
2.618 |
1.3055 |
|
1.618 |
1.3002 |
|
1.000 |
1.2969 |
|
0.618 |
1.2949 |
|
HIGH |
1.2916 |
|
0.618 |
1.2896 |
|
0.500 |
1.2890 |
|
0.382 |
1.2883 |
|
LOW |
1.2863 |
|
0.618 |
1.2830 |
|
1.000 |
1.2810 |
|
1.618 |
1.2777 |
|
2.618 |
1.2724 |
|
4.250 |
1.2638 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2890 |
1.2889 |
| PP |
1.2884 |
1.2884 |
| S1 |
1.2879 |
1.2878 |
|