CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2791 |
-0.0071 |
-0.6% |
1.2979 |
| High |
1.2878 |
1.2792 |
-0.0086 |
-0.7% |
1.3010 |
| Low |
1.2790 |
1.2716 |
-0.0074 |
-0.6% |
1.2848 |
| Close |
1.2796 |
1.2764 |
-0.0032 |
-0.3% |
1.2854 |
| Range |
0.0088 |
0.0076 |
-0.0012 |
-13.6% |
0.0162 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.7% |
0.0000 |
| Volume |
301 |
503 |
202 |
67.1% |
2,779 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2985 |
1.2951 |
1.2806 |
|
| R3 |
1.2909 |
1.2875 |
1.2785 |
|
| R2 |
1.2833 |
1.2833 |
1.2778 |
|
| R1 |
1.2799 |
1.2799 |
1.2771 |
1.2778 |
| PP |
1.2757 |
1.2757 |
1.2757 |
1.2747 |
| S1 |
1.2723 |
1.2723 |
1.2757 |
1.2702 |
| S2 |
1.2681 |
1.2681 |
1.2750 |
|
| S3 |
1.2605 |
1.2647 |
1.2743 |
|
| S4 |
1.2529 |
1.2571 |
1.2722 |
|
|
| 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 |
1.2940 |
1.2716 |
0.0224 |
1.8% |
0.0071 |
0.6% |
21% |
False |
True |
322 |
| 10 |
1.3010 |
1.2716 |
0.0294 |
2.3% |
0.0073 |
0.6% |
16% |
False |
True |
428 |
| 20 |
1.3201 |
1.2716 |
0.0485 |
3.8% |
0.0070 |
0.5% |
10% |
False |
True |
301 |
| 40 |
1.3446 |
1.2716 |
0.0730 |
5.7% |
0.0051 |
0.4% |
7% |
False |
True |
211 |
| 60 |
1.3696 |
1.2716 |
0.0980 |
7.7% |
0.0040 |
0.3% |
5% |
False |
True |
151 |
| 80 |
1.3710 |
1.2716 |
0.0994 |
7.8% |
0.0036 |
0.3% |
5% |
False |
True |
116 |
| 100 |
1.3989 |
1.2716 |
0.1273 |
10.0% |
0.0034 |
0.3% |
4% |
False |
True |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3115 |
|
2.618 |
1.2991 |
|
1.618 |
1.2915 |
|
1.000 |
1.2868 |
|
0.618 |
1.2839 |
|
HIGH |
1.2792 |
|
0.618 |
1.2763 |
|
0.500 |
1.2754 |
|
0.382 |
1.2745 |
|
LOW |
1.2716 |
|
0.618 |
1.2669 |
|
1.000 |
1.2640 |
|
1.618 |
1.2593 |
|
2.618 |
1.2517 |
|
4.250 |
1.2393 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2761 |
1.2816 |
| PP |
1.2757 |
1.2799 |
| S1 |
1.2754 |
1.2781 |
|