CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2647 |
1.2751 |
0.0104 |
0.8% |
1.2528 |
| High |
1.2768 |
1.2753 |
-0.0015 |
-0.1% |
1.2801 |
| Low |
1.2647 |
1.2654 |
0.0007 |
0.1% |
1.2525 |
| Close |
1.2679 |
1.2662 |
-0.0017 |
-0.1% |
1.2627 |
| Range |
0.0121 |
0.0099 |
-0.0022 |
-18.2% |
0.0276 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.3% |
0.0000 |
| Volume |
584 |
796 |
212 |
36.3% |
5,325 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2923 |
1.2716 |
|
| R3 |
1.2888 |
1.2824 |
1.2689 |
|
| R2 |
1.2789 |
1.2789 |
1.2680 |
|
| R1 |
1.2725 |
1.2725 |
1.2671 |
1.2708 |
| PP |
1.2690 |
1.2690 |
1.2690 |
1.2681 |
| S1 |
1.2626 |
1.2626 |
1.2653 |
1.2609 |
| S2 |
1.2591 |
1.2591 |
1.2644 |
|
| S3 |
1.2492 |
1.2527 |
1.2635 |
|
| S4 |
1.2393 |
1.2428 |
1.2608 |
|
|
| 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 |
1.2623 |
0.0178 |
1.4% |
0.0114 |
0.9% |
22% |
False |
False |
977 |
| 10 |
1.2801 |
1.2516 |
0.0285 |
2.3% |
0.0113 |
0.9% |
51% |
False |
False |
910 |
| 20 |
1.2985 |
1.2516 |
0.0469 |
3.7% |
0.0097 |
0.8% |
31% |
False |
False |
726 |
| 40 |
1.3365 |
1.2516 |
0.0849 |
6.7% |
0.0076 |
0.6% |
17% |
False |
False |
425 |
| 60 |
1.3479 |
1.2516 |
0.0963 |
7.6% |
0.0058 |
0.5% |
15% |
False |
False |
322 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0048 |
0.4% |
12% |
False |
False |
248 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0043 |
0.3% |
12% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3174 |
|
2.618 |
1.3012 |
|
1.618 |
1.2913 |
|
1.000 |
1.2852 |
|
0.618 |
1.2814 |
|
HIGH |
1.2753 |
|
0.618 |
1.2715 |
|
0.500 |
1.2704 |
|
0.382 |
1.2692 |
|
LOW |
1.2654 |
|
0.618 |
1.2593 |
|
1.000 |
1.2555 |
|
1.618 |
1.2494 |
|
2.618 |
1.2395 |
|
4.250 |
1.2233 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2704 |
1.2696 |
| PP |
1.2690 |
1.2684 |
| S1 |
1.2676 |
1.2673 |
|