CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2701 |
1.2647 |
-0.0054 |
-0.4% |
1.2528 |
| High |
1.2729 |
1.2768 |
0.0039 |
0.3% |
1.2801 |
| Low |
1.2623 |
1.2647 |
0.0024 |
0.2% |
1.2525 |
| Close |
1.2627 |
1.2679 |
0.0052 |
0.4% |
1.2627 |
| Range |
0.0106 |
0.0121 |
0.0015 |
14.2% |
0.0276 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
3.9% |
0.0000 |
| Volume |
1,408 |
584 |
-824 |
-58.5% |
5,325 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3061 |
1.2991 |
1.2746 |
|
| R3 |
1.2940 |
1.2870 |
1.2712 |
|
| R2 |
1.2819 |
1.2819 |
1.2701 |
|
| R1 |
1.2749 |
1.2749 |
1.2690 |
1.2784 |
| PP |
1.2698 |
1.2698 |
1.2698 |
1.2716 |
| S1 |
1.2628 |
1.2628 |
1.2668 |
1.2663 |
| S2 |
1.2577 |
1.2577 |
1.2657 |
|
| S3 |
1.2456 |
1.2507 |
1.2646 |
|
| S4 |
1.2335 |
1.2386 |
1.2612 |
|
|
| 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 |
1.2601 |
0.0200 |
1.6% |
0.0113 |
0.9% |
39% |
False |
False |
1,007 |
| 10 |
1.2801 |
1.2516 |
0.0285 |
2.2% |
0.0116 |
0.9% |
57% |
False |
False |
891 |
| 20 |
1.3010 |
1.2516 |
0.0494 |
3.9% |
0.0095 |
0.8% |
33% |
False |
False |
696 |
| 40 |
1.3410 |
1.2516 |
0.0894 |
7.1% |
0.0074 |
0.6% |
18% |
False |
False |
405 |
| 60 |
1.3547 |
1.2516 |
0.1031 |
8.1% |
0.0057 |
0.4% |
16% |
False |
False |
309 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0047 |
0.4% |
14% |
False |
False |
239 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0043 |
0.3% |
14% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3282 |
|
2.618 |
1.3085 |
|
1.618 |
1.2964 |
|
1.000 |
1.2889 |
|
0.618 |
1.2843 |
|
HIGH |
1.2768 |
|
0.618 |
1.2722 |
|
0.500 |
1.2708 |
|
0.382 |
1.2693 |
|
LOW |
1.2647 |
|
0.618 |
1.2572 |
|
1.000 |
1.2526 |
|
1.618 |
1.2451 |
|
2.618 |
1.2330 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2708 |
1.2712 |
| PP |
1.2698 |
1.2701 |
| S1 |
1.2689 |
1.2690 |
|