CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2701 |
-0.0039 |
-0.3% |
1.2528 |
| High |
1.2801 |
1.2729 |
-0.0072 |
-0.6% |
1.2801 |
| Low |
1.2678 |
1.2623 |
-0.0055 |
-0.4% |
1.2525 |
| Close |
1.2701 |
1.2627 |
-0.0074 |
-0.6% |
1.2627 |
| Range |
0.0123 |
0.0106 |
-0.0017 |
-13.8% |
0.0276 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.3% |
0.0000 |
| Volume |
910 |
1,408 |
498 |
54.7% |
5,325 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2908 |
1.2685 |
|
| R3 |
1.2872 |
1.2802 |
1.2656 |
|
| R2 |
1.2766 |
1.2766 |
1.2646 |
|
| R1 |
1.2696 |
1.2696 |
1.2637 |
1.2678 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2651 |
| S1 |
1.2590 |
1.2590 |
1.2617 |
1.2572 |
| S2 |
1.2554 |
1.2554 |
1.2608 |
|
| S3 |
1.2448 |
1.2484 |
1.2598 |
|
| S4 |
1.2342 |
1.2378 |
1.2569 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3479 |
1.3329 |
1.2779 |
|
| R3 |
1.3203 |
1.3053 |
1.2703 |
|
| R2 |
1.2927 |
1.2927 |
1.2678 |
|
| R1 |
1.2777 |
1.2777 |
1.2652 |
1.2852 |
| PP |
1.2651 |
1.2651 |
1.2651 |
1.2689 |
| S1 |
1.2501 |
1.2501 |
1.2602 |
1.2576 |
| S2 |
1.2375 |
1.2375 |
1.2576 |
|
| S3 |
1.2099 |
1.2225 |
1.2551 |
|
| S4 |
1.1823 |
1.1949 |
1.2475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2801 |
1.2525 |
0.0276 |
2.2% |
0.0122 |
1.0% |
37% |
False |
False |
1,065 |
| 10 |
1.2801 |
1.2516 |
0.0285 |
2.3% |
0.0109 |
0.9% |
39% |
False |
False |
879 |
| 20 |
1.3010 |
1.2516 |
0.0494 |
3.9% |
0.0092 |
0.7% |
22% |
False |
False |
677 |
| 40 |
1.3412 |
1.2516 |
0.0896 |
7.1% |
0.0071 |
0.6% |
12% |
False |
False |
422 |
| 60 |
1.3549 |
1.2516 |
0.1033 |
8.2% |
0.0055 |
0.4% |
11% |
False |
False |
301 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.5% |
0.0046 |
0.4% |
9% |
False |
False |
232 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.5% |
0.0042 |
0.3% |
9% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3180 |
|
2.618 |
1.3007 |
|
1.618 |
1.2901 |
|
1.000 |
1.2835 |
|
0.618 |
1.2795 |
|
HIGH |
1.2729 |
|
0.618 |
1.2689 |
|
0.500 |
1.2676 |
|
0.382 |
1.2663 |
|
LOW |
1.2623 |
|
0.618 |
1.2557 |
|
1.000 |
1.2517 |
|
1.618 |
1.2451 |
|
2.618 |
1.2345 |
|
4.250 |
1.2173 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2676 |
1.2712 |
| PP |
1.2660 |
1.2684 |
| S1 |
1.2643 |
1.2655 |
|