CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2640 |
1.2684 |
0.0044 |
0.3% |
1.2693 |
| High |
1.2712 |
1.2684 |
-0.0028 |
-0.2% |
1.2730 |
| Low |
1.2630 |
1.2516 |
-0.0114 |
-0.9% |
1.2516 |
| Close |
1.2690 |
1.2524 |
-0.0166 |
-1.3% |
1.2524 |
| Range |
0.0082 |
0.0168 |
0.0086 |
104.9% |
0.0214 |
| ATR |
0.0070 |
0.0078 |
0.0007 |
10.6% |
0.0000 |
| Volume |
757 |
1,102 |
345 |
45.6% |
3,470 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3079 |
1.2969 |
1.2616 |
|
| R3 |
1.2911 |
1.2801 |
1.2570 |
|
| R2 |
1.2743 |
1.2743 |
1.2555 |
|
| R1 |
1.2633 |
1.2633 |
1.2539 |
1.2604 |
| PP |
1.2575 |
1.2575 |
1.2575 |
1.2560 |
| S1 |
1.2465 |
1.2465 |
1.2509 |
1.2436 |
| S2 |
1.2407 |
1.2407 |
1.2493 |
|
| S3 |
1.2239 |
1.2297 |
1.2478 |
|
| S4 |
1.2071 |
1.2129 |
1.2432 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3232 |
1.3092 |
1.2642 |
|
| R3 |
1.3018 |
1.2878 |
1.2583 |
|
| R2 |
1.2804 |
1.2804 |
1.2563 |
|
| R1 |
1.2664 |
1.2664 |
1.2544 |
1.2627 |
| PP |
1.2590 |
1.2590 |
1.2590 |
1.2572 |
| S1 |
1.2450 |
1.2450 |
1.2504 |
1.2413 |
| S2 |
1.2376 |
1.2376 |
1.2485 |
|
| S3 |
1.2162 |
1.2236 |
1.2465 |
|
| S4 |
1.1948 |
1.2022 |
1.2406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2730 |
1.2516 |
0.0214 |
1.7% |
0.0096 |
0.8% |
4% |
False |
True |
694 |
| 10 |
1.2916 |
1.2516 |
0.0400 |
3.2% |
0.0082 |
0.7% |
2% |
False |
True |
544 |
| 20 |
1.3010 |
1.2516 |
0.0494 |
3.9% |
0.0078 |
0.6% |
2% |
False |
True |
463 |
| 40 |
1.3436 |
1.2516 |
0.0920 |
7.3% |
0.0061 |
0.5% |
1% |
False |
True |
298 |
| 60 |
1.3637 |
1.2516 |
0.1121 |
9.0% |
0.0046 |
0.4% |
1% |
False |
True |
214 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.5% |
0.0039 |
0.3% |
1% |
False |
True |
166 |
| 100 |
1.3735 |
1.2516 |
0.1219 |
9.7% |
0.0036 |
0.3% |
1% |
False |
True |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3124 |
|
1.618 |
1.2956 |
|
1.000 |
1.2852 |
|
0.618 |
1.2788 |
|
HIGH |
1.2684 |
|
0.618 |
1.2620 |
|
0.500 |
1.2600 |
|
0.382 |
1.2580 |
|
LOW |
1.2516 |
|
0.618 |
1.2412 |
|
1.000 |
1.2348 |
|
1.618 |
1.2244 |
|
2.618 |
1.2076 |
|
4.250 |
1.1802 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2600 |
1.2614 |
| PP |
1.2575 |
1.2584 |
| S1 |
1.2549 |
1.2554 |
|