CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2740 |
0.0061 |
0.5% |
1.2693 |
| High |
1.2760 |
1.2801 |
0.0041 |
0.3% |
1.2730 |
| Low |
1.2637 |
1.2678 |
0.0041 |
0.3% |
1.2516 |
| Close |
1.2747 |
1.2701 |
-0.0046 |
-0.4% |
1.2524 |
| Range |
0.0123 |
0.0123 |
0.0000 |
0.0% |
0.0214 |
| ATR |
0.0087 |
0.0090 |
0.0003 |
2.9% |
0.0000 |
| Volume |
1,188 |
910 |
-278 |
-23.4% |
3,470 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3096 |
1.3021 |
1.2769 |
|
| R3 |
1.2973 |
1.2898 |
1.2735 |
|
| R2 |
1.2850 |
1.2850 |
1.2724 |
|
| R1 |
1.2775 |
1.2775 |
1.2712 |
1.2751 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2715 |
| S1 |
1.2652 |
1.2652 |
1.2690 |
1.2628 |
| S2 |
1.2604 |
1.2604 |
1.2678 |
|
| S3 |
1.2481 |
1.2529 |
1.2667 |
|
| S4 |
1.2358 |
1.2406 |
1.2633 |
|
|
| 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 |
1.2801 |
1.2516 |
0.0285 |
2.2% |
0.0134 |
1.1% |
65% |
True |
False |
1,003 |
| 10 |
1.2801 |
1.2516 |
0.0285 |
2.2% |
0.0106 |
0.8% |
65% |
True |
False |
795 |
| 20 |
1.3010 |
1.2516 |
0.0494 |
3.9% |
0.0089 |
0.7% |
37% |
False |
False |
611 |
| 40 |
1.3412 |
1.2516 |
0.0896 |
7.1% |
0.0070 |
0.5% |
21% |
False |
False |
387 |
| 60 |
1.3549 |
1.2516 |
0.1033 |
8.1% |
0.0054 |
0.4% |
18% |
False |
False |
278 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0045 |
0.4% |
15% |
False |
False |
215 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0041 |
0.3% |
15% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3324 |
|
2.618 |
1.3123 |
|
1.618 |
1.3000 |
|
1.000 |
1.2924 |
|
0.618 |
1.2877 |
|
HIGH |
1.2801 |
|
0.618 |
1.2754 |
|
0.500 |
1.2740 |
|
0.382 |
1.2725 |
|
LOW |
1.2678 |
|
0.618 |
1.2602 |
|
1.000 |
1.2555 |
|
1.618 |
1.2479 |
|
2.618 |
1.2356 |
|
4.250 |
1.2155 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2740 |
1.2701 |
| PP |
1.2727 |
1.2701 |
| S1 |
1.2714 |
1.2701 |
|