CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2656 |
1.2660 |
0.0004 |
0.0% |
1.2758 |
| High |
1.2684 |
1.2706 |
0.0022 |
0.2% |
1.2851 |
| Low |
1.2629 |
1.2649 |
0.0020 |
0.2% |
1.2629 |
| Close |
1.2661 |
1.2675 |
0.0014 |
0.1% |
1.2675 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0222 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
1,075 |
429 |
-646 |
-60.1% |
4,120 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2848 |
1.2818 |
1.2706 |
|
| R3 |
1.2791 |
1.2761 |
1.2691 |
|
| R2 |
1.2734 |
1.2734 |
1.2685 |
|
| R1 |
1.2704 |
1.2704 |
1.2680 |
1.2719 |
| PP |
1.2677 |
1.2677 |
1.2677 |
1.2684 |
| S1 |
1.2647 |
1.2647 |
1.2670 |
1.2662 |
| S2 |
1.2620 |
1.2620 |
1.2665 |
|
| S3 |
1.2563 |
1.2590 |
1.2659 |
|
| S4 |
1.2506 |
1.2533 |
1.2644 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3252 |
1.2797 |
|
| R3 |
1.3162 |
1.3030 |
1.2736 |
|
| R2 |
1.2940 |
1.2940 |
1.2716 |
|
| R1 |
1.2808 |
1.2808 |
1.2695 |
1.2763 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2696 |
| S1 |
1.2586 |
1.2586 |
1.2655 |
1.2541 |
| S2 |
1.2496 |
1.2496 |
1.2634 |
|
| S3 |
1.2274 |
1.2364 |
1.2614 |
|
| S4 |
1.2052 |
1.2142 |
1.2553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2851 |
1.2629 |
0.0222 |
1.8% |
0.0082 |
0.6% |
21% |
False |
False |
824 |
| 10 |
1.2896 |
1.2629 |
0.0267 |
2.1% |
0.0111 |
0.9% |
17% |
False |
False |
945 |
| 20 |
1.2896 |
1.2516 |
0.0380 |
3.0% |
0.0110 |
0.9% |
42% |
False |
False |
912 |
| 40 |
1.3194 |
1.2516 |
0.0678 |
5.3% |
0.0091 |
0.7% |
23% |
False |
False |
619 |
| 60 |
1.3446 |
1.2516 |
0.0930 |
7.3% |
0.0072 |
0.6% |
17% |
False |
False |
454 |
| 80 |
1.3664 |
1.2516 |
0.1148 |
9.1% |
0.0058 |
0.5% |
14% |
False |
False |
348 |
| 100 |
1.3710 |
1.2516 |
0.1194 |
9.4% |
0.0051 |
0.4% |
13% |
False |
False |
281 |
| 120 |
1.3989 |
1.2516 |
0.1473 |
11.6% |
0.0047 |
0.4% |
11% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2948 |
|
2.618 |
1.2855 |
|
1.618 |
1.2798 |
|
1.000 |
1.2763 |
|
0.618 |
1.2741 |
|
HIGH |
1.2706 |
|
0.618 |
1.2684 |
|
0.500 |
1.2678 |
|
0.382 |
1.2671 |
|
LOW |
1.2649 |
|
0.618 |
1.2614 |
|
1.000 |
1.2592 |
|
1.618 |
1.2557 |
|
2.618 |
1.2500 |
|
4.250 |
1.2407 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2678 |
1.2690 |
| PP |
1.2677 |
1.2685 |
| S1 |
1.2676 |
1.2680 |
|