CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2751 |
1.2658 |
-0.0093 |
-0.7% |
1.2528 |
| High |
1.2753 |
1.2896 |
0.0143 |
1.1% |
1.2801 |
| Low |
1.2654 |
1.2638 |
-0.0016 |
-0.1% |
1.2525 |
| Close |
1.2662 |
1.2789 |
0.0127 |
1.0% |
1.2627 |
| Range |
0.0099 |
0.0258 |
0.0159 |
160.6% |
0.0276 |
| ATR |
0.0095 |
0.0107 |
0.0012 |
12.3% |
0.0000 |
| Volume |
796 |
662 |
-134 |
-16.8% |
5,325 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3427 |
1.2931 |
|
| R3 |
1.3290 |
1.3169 |
1.2860 |
|
| R2 |
1.3032 |
1.3032 |
1.2836 |
|
| R1 |
1.2911 |
1.2911 |
1.2813 |
1.2972 |
| PP |
1.2774 |
1.2774 |
1.2774 |
1.2805 |
| S1 |
1.2653 |
1.2653 |
1.2765 |
1.2714 |
| S2 |
1.2516 |
1.2516 |
1.2742 |
|
| S3 |
1.2258 |
1.2395 |
1.2718 |
|
| S4 |
1.2000 |
1.2137 |
1.2647 |
|
|
| 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 |
1.2896 |
1.2623 |
0.0273 |
2.1% |
0.0141 |
1.1% |
61% |
True |
False |
872 |
| 10 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0134 |
1.0% |
72% |
True |
False |
922 |
| 20 |
1.2942 |
1.2516 |
0.0426 |
3.3% |
0.0104 |
0.8% |
64% |
False |
False |
711 |
| 40 |
1.3310 |
1.2516 |
0.0794 |
6.2% |
0.0081 |
0.6% |
34% |
False |
False |
441 |
| 60 |
1.3478 |
1.2516 |
0.0962 |
7.5% |
0.0063 |
0.5% |
28% |
False |
False |
332 |
| 80 |
1.3710 |
1.2516 |
0.1194 |
9.3% |
0.0051 |
0.4% |
23% |
False |
False |
256 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.3% |
0.0046 |
0.4% |
23% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3993 |
|
2.618 |
1.3571 |
|
1.618 |
1.3313 |
|
1.000 |
1.3154 |
|
0.618 |
1.3055 |
|
HIGH |
1.2896 |
|
0.618 |
1.2797 |
|
0.500 |
1.2767 |
|
0.382 |
1.2737 |
|
LOW |
1.2638 |
|
0.618 |
1.2479 |
|
1.000 |
1.2380 |
|
1.618 |
1.2221 |
|
2.618 |
1.1963 |
|
4.250 |
1.1542 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2782 |
1.2782 |
| PP |
1.2774 |
1.2774 |
| S1 |
1.2767 |
1.2767 |
|