CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2684 |
1.2528 |
-0.0156 |
-1.2% |
1.2693 |
| High |
1.2684 |
1.2689 |
0.0005 |
0.0% |
1.2730 |
| Low |
1.2516 |
1.2525 |
0.0009 |
0.1% |
1.2516 |
| Close |
1.2524 |
1.2642 |
0.0118 |
0.9% |
1.2524 |
| Range |
0.0168 |
0.0164 |
-0.0004 |
-2.4% |
0.0214 |
| ATR |
0.0078 |
0.0084 |
0.0006 |
8.0% |
0.0000 |
| Volume |
1,102 |
872 |
-230 |
-20.9% |
3,470 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3111 |
1.3040 |
1.2732 |
|
| R3 |
1.2947 |
1.2876 |
1.2687 |
|
| R2 |
1.2783 |
1.2783 |
1.2672 |
|
| R1 |
1.2712 |
1.2712 |
1.2657 |
1.2748 |
| PP |
1.2619 |
1.2619 |
1.2619 |
1.2636 |
| S1 |
1.2548 |
1.2548 |
1.2627 |
1.2584 |
| S2 |
1.2455 |
1.2455 |
1.2612 |
|
| S3 |
1.2291 |
1.2384 |
1.2597 |
|
| S4 |
1.2127 |
1.2220 |
1.2552 |
|
|
| 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 |
1.2715 |
1.2516 |
0.0199 |
1.6% |
0.0119 |
0.9% |
63% |
False |
False |
775 |
| 10 |
1.2916 |
1.2516 |
0.0400 |
3.2% |
0.0094 |
0.7% |
32% |
False |
False |
602 |
| 20 |
1.3010 |
1.2516 |
0.0494 |
3.9% |
0.0083 |
0.7% |
26% |
False |
False |
489 |
| 40 |
1.3420 |
1.2516 |
0.0904 |
7.2% |
0.0063 |
0.5% |
14% |
False |
False |
319 |
| 60 |
1.3637 |
1.2516 |
0.1121 |
8.9% |
0.0049 |
0.4% |
11% |
False |
False |
228 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0041 |
0.3% |
11% |
False |
False |
177 |
| 100 |
1.3735 |
1.2516 |
0.1219 |
9.6% |
0.0038 |
0.3% |
10% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3386 |
|
2.618 |
1.3118 |
|
1.618 |
1.2954 |
|
1.000 |
1.2853 |
|
0.618 |
1.2790 |
|
HIGH |
1.2689 |
|
0.618 |
1.2626 |
|
0.500 |
1.2607 |
|
0.382 |
1.2588 |
|
LOW |
1.2525 |
|
0.618 |
1.2424 |
|
1.000 |
1.2361 |
|
1.618 |
1.2260 |
|
2.618 |
1.2096 |
|
4.250 |
1.1828 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2630 |
1.2633 |
| PP |
1.2619 |
1.2623 |
| S1 |
1.2607 |
1.2614 |
|