CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2805 |
1.2725 |
-0.0080 |
-0.6% |
1.2647 |
| High |
1.2851 |
1.2750 |
-0.0101 |
-0.8% |
1.2896 |
| Low |
1.2730 |
1.2651 |
-0.0079 |
-0.6% |
1.2638 |
| Close |
1.2738 |
1.2656 |
-0.0082 |
-0.6% |
1.2787 |
| Range |
0.0121 |
0.0099 |
-0.0022 |
-18.2% |
0.0258 |
| ATR |
0.0106 |
0.0105 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,376 |
798 |
-578 |
-42.0% |
5,338 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2983 |
1.2918 |
1.2710 |
|
| R3 |
1.2884 |
1.2819 |
1.2683 |
|
| R2 |
1.2785 |
1.2785 |
1.2674 |
|
| R1 |
1.2720 |
1.2720 |
1.2665 |
1.2703 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2677 |
| S1 |
1.2621 |
1.2621 |
1.2647 |
1.2604 |
| S2 |
1.2587 |
1.2587 |
1.2638 |
|
| S3 |
1.2488 |
1.2522 |
1.2629 |
|
| S4 |
1.2389 |
1.2423 |
1.2602 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3425 |
1.2929 |
|
| R3 |
1.3290 |
1.3167 |
1.2858 |
|
| R2 |
1.3032 |
1.3032 |
1.2834 |
|
| R1 |
1.2909 |
1.2909 |
1.2811 |
1.2971 |
| PP |
1.2774 |
1.2774 |
1.2774 |
1.2804 |
| S1 |
1.2651 |
1.2651 |
1.2763 |
1.2713 |
| S2 |
1.2516 |
1.2516 |
1.2740 |
|
| S3 |
1.2258 |
1.2393 |
1.2716 |
|
| S4 |
1.2000 |
1.2135 |
1.2645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2858 |
1.2651 |
0.0207 |
1.6% |
0.0103 |
0.8% |
2% |
False |
True |
1,182 |
| 10 |
1.2896 |
1.2623 |
0.0273 |
2.2% |
0.0122 |
1.0% |
12% |
False |
False |
1,027 |
| 20 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0112 |
0.9% |
37% |
False |
False |
890 |
| 40 |
1.3225 |
1.2516 |
0.0709 |
5.6% |
0.0090 |
0.7% |
20% |
False |
False |
584 |
| 60 |
1.3446 |
1.2516 |
0.0930 |
7.3% |
0.0070 |
0.6% |
15% |
False |
False |
429 |
| 80 |
1.3701 |
1.2516 |
0.1185 |
9.4% |
0.0057 |
0.5% |
12% |
False |
False |
330 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0050 |
0.4% |
12% |
False |
False |
266 |
| 120 |
1.3989 |
1.2516 |
0.1473 |
11.6% |
0.0047 |
0.4% |
10% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3171 |
|
2.618 |
1.3009 |
|
1.618 |
1.2910 |
|
1.000 |
1.2849 |
|
0.618 |
1.2811 |
|
HIGH |
1.2750 |
|
0.618 |
1.2712 |
|
0.500 |
1.2701 |
|
0.382 |
1.2689 |
|
LOW |
1.2651 |
|
0.618 |
1.2590 |
|
1.000 |
1.2552 |
|
1.618 |
1.2491 |
|
2.618 |
1.2392 |
|
4.250 |
1.2230 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2701 |
1.2751 |
| PP |
1.2686 |
1.2719 |
| S1 |
1.2671 |
1.2688 |
|